Citadel Advisors Portfolio holdings
Citadel Advisors, founded in 1990 by Kenneth C. Griffin as Citadel LLC and headquartered in Chicago, Illinois, is one of the world’s most prominent hedge funds, managing tens of billions in assets through sophisticated quantitative trading strategies. The firm excels in market-making and high-frequency trading across asset classes like equities, fixed income, options, and commodities, leveraging cutting-edge technology and data analysis to generate returns. Citadel operates two main arms: its hedge fund business, which serves institutional and high-net-worth investors, and Citadel Securities, a leading market maker that facilitates a significant portion of U.S. equity and options trades. Known for its secretive, high-performance culture, Citadel has grown into a financial titan under Griffin’s leadership, influencing global markets with its scale and innovation.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alphabet (Google) Class A
GOOGL
|
+$596M |
| 2 |
Honeywell
HON
|
+$400M |
| 3 |
Lowe's Companies
LOW
|
+$340M |
| 4 |
Alibaba
BABA
|
+$281M |
| 5 |
HES
Hess
HES
|
+$223M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alphabet (Google) Class C
GOOG
|
+$545M |
| 2 |
Amazon
AMZN
|
+$416M |
| 3 |
Western Digital
WDC
|
+$385M |
| 4 |
Illinois Tool Works
ITW
|
+$327M |
| 5 |
Edwards Lifesciences
EW
|
+$311M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 7.75% |
| 2 | Consumer Discretionary | 7.19% |
| 3 | Technology | 6.93% |
| 4 | Energy | 6.67% |
| 5 | Healthcare | 5.64% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
476
Reinsurance Group of America
RGA
$16.3B
| $38.1M | 0.04% |
445,344
-289,830
| -39% | -$26.2M |
|
477
Las Vegas Sands
LVS
$29.9B
| $38.1M | 0.04% |
868,730
+429,432
| +98% | +$19.5M |
|
478
Booking.com
BKNG
$159B
| $37.6M | 0.04% |
736,850
-134,950
| -15% | -$7.13M |
|
479
Incyte
INCY
$24.4B
| $37.5M | 0.04% |
345,634
+233,733
| +209% | +$26.1M |
|
480
Essent Group
ESNT
$6.25B
| $37.4M | 0.04% |
1,710,258
-746,337
| -30% | -$18.1M |
|
481
Newmont
NEM
$124B
| $37.4M | 0.04% |
2,080,227
-1,489,359
| -42% | -$27.4M |
|
|
HIFR
482
DELISTED
InfraREIT, Inc.
HIFR
| $37.4M | 0.04% |
2,020,418
-433,145
| -18% | -$9.5M |
|
483
PUT
ConocoPhillips
COP
$152B
| $37.3M | 0.04% |
798,600
+347,000
| +77% | +$18.1M |
|
484
PUT
Amgen
AMGN
$225B
| $37.2M | 0.04% |
229,400
-75,300
| -25% | -$11.8M |
|
485
CSX Corp
CSX
$92.9B
| $37.2M | 0.04% |
4,295,151
-22,176,060
| -84% | -$201M |
|
486
CALL
Procter & Gamble
PG
$336B
| $37M | 0.04% |
465,400
-208,800
| -31% | -$16M |
|
487
KBR
KBR
$4.84B
| $36.8M | 0.04% |
2,176,302
+1,955,473
| +886% | +$35.9M |
|
|
PVTB
488
DELISTED
PrivateBancorp Inc
PVTB
| $36.8M | 0.04% |
897,149
-2,516
| -0.3% | -$106K |
|
|
VWR
489
DELISTED
VWR Corporation
VWR
| $36.8M | 0.04% |
1,299,433
+59,006
| +5% | +$1.57M |
|
490
Texas Capital Bancshares
TCBI
$4.39B
| $36.8M | 0.04% |
743,633
-355,523
| -32% | -$19.4M |
|
|
TWTR
491
CALL
DELISTED
Twitter, Inc.
TWTR
| $36.7M | 0.04% |
1,586,600
-351,100
| -18% | -$9.37M |
|
492
PUT
CVS Health
CVS
$124B
| $36.7M | 0.04% |
375,500
-2,800
| -0.7% | -$274K |
|
493
Liberty Global Class C
LBTYK
$3.49B
| $36.7M | 0.04% |
1,035,643
-394,692
| -28% | -$14.2M |
|
494
Kimberly-Clark
KMB
$36.7B
| $36.5M | 0.04% |
287,008
-730,510
| -72% | -$87.7M |
|
495
Meritage Homes
MTH
$4.76B
| $36.3M | 0.04% |
2,137,940
-1,246,846
| -37% | -$22.8M |
|
496
CALL
American Airlines Group
AAL
$9.82B
| $35.8M | 0.04% |
846,400
-136,300
| -14% | -$5.91M |
|
|
497
CALL
CVS Health
CVS
$124B
| $35.7M | 0.04% |
365,600
+104,800
| +40% | +$10.3M |
|
498
Eagle Materials
EXP
$6.4B
| $35.6M | 0.04% |
589,816
-137,239
| -19% | -$9.14M |
|
|
SC
499
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $35.6M | 0.04% |
2,245,689
-708,121
| -24% | -$12.9M |
|
|
PGRE
500
DELISTED
Paramount Group
PGRE
| $35.5M | 0.04% |
1,963,069
-960,948
| -33% | -$17.2M |
|
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Citadel Advisors's Q4 2015 Portfolio in Review
As of Q4 2015, Citadel Advisors held 9,881 positions worth $91.6B, down 13% from $105B the previous quarter. Its ten largest holdings account for 15% of the portfolio.
Citadel Advisors withdrew a net $23.5B in Q4 2015, closing 1,198 positions and reducing 4,312 holdings. Its most notable exit was HP, an estimated $182M position sold in full.
By sector, the portfolio is most concentrated in Financials at 7.8% of assets, down from 8.3% a quarter earlier, followed by Consumer Discretionary and Technology.
Against the trend, Citadel Advisors opened a new position in Alphabet (Google) Class A worth $627M.
- Citadel Advisors's largest Q4 2015 buy was Alphabet (Google) Class A: 16,114,160 shares worth $627M.
- Citadel Advisors added most to Honeywell in Q4 2015, an estimated $400M increase.
- Citadel Advisors's biggest Q4 2015 reduction was Alphabet (Google) Class C, cutting an estimated $545M.
- Citadel Advisors fully exited HP in Q4 2015, selling an estimated $182M.
- Citadel Advisors's ten largest holdings make up 15% of its $91.6B portfolio in Q4 2015.
- Citadel Advisors opened 1,019 new positions and closed 1,198 in Q4 2015.
- Citadel Advisors's portfolio value fell 13% quarter-over-quarter to $91.6B.
Based on Citadel Advisors's 13F filing for Q4 2015, filed 12 Feb 2016.