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 | 7.63% |
| 2 | Consumer Discretionary | 6.85% |
| 3 | Technology | 6.32% |
| 4 | Energy | 5.91% |
| 5 | Industrials | 5.51% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
TERP
5476
DELISTED
TerraForm Power, Inc
TERP
| $229K | ﹤0.01% |
18,205
-880,059
| -98% | -$12.5M |
|
5477
CALL
Citizens Financial Group
CFG
$30.6B
| $228K | ﹤0.01% |
8,700
-6,300
| -42% | -$159K |
|
5478
CALL
Synopsys
SNPS
$79.7B
| $228K | ﹤0.01% |
5,000
+4,600
| +1,150% | +$222K |
|
5479
PUT
United States Gasoline Fund
UGA
$128M
| $228K | ﹤0.01% |
7,800
-6,400
| -45% | -$193K |
|
5480
CALL
Willis Towers Watson
WTW
$32B
| $228K | ﹤0.01% |
1,774
-265
| -13% | -$31.4K |
|
|
ARII
5481
DELISTED
American Railcar Industries, Inc.
ARII
| $228K | ﹤0.01% |
4,908
-13,000
| -73% | -$647K |
|
|
HNT
5482
DELISTED
HEALTH NET INC
HNT
| $228K | ﹤0.01% |
3,324
-4,061
| -55% | -$260K |
|
|
PKN
5483
PUT
DELISTED
POWERSHARES GLOBAL NUCLEAR ENERGY PORTFOLIO
PKN
| $228K | ﹤0.01% |
5,900
+3,800
| +181% | +$147K |
|
5484
CALL
Atmos Energy
ATO
$28.8B
| $227K | ﹤0.01% |
3,600
-1,300
| -27% | -$79.9K |
|
|
CGI
5485
DELISTED
Celadon Group Inc
CGI
| $227K | ﹤0.01% |
22,892
-31,720
| -58% | -$429K |
|
|
AVG
5486
PUT
DELISTED
AVG Technologies N.V.
AVG
| $227K | ﹤0.01% |
11,300
-5,200
| -32% | -$110K |
|
5487
CALL
Invesco Bloomberg MVP Multi-factor ETF
BMVP
$105M
| $226K | ﹤0.01% |
42,000
+26,700
| +175% | +$660K |
|
5488
PUT
Immersion
IMMR
$252M
| $226K | ﹤0.01% |
19,400
+3,900
| +25% | +$48K |
|
|
MRC
5489
DELISTED
MRC Global
MRC
| $226K | ﹤0.01% |
+17,523
| New | +$231K |
|
5490
VanEck Vietnam ETF
VNM
$504M
| $226K | ﹤0.01% |
15,249
+1,692
| +12% | +$27.4K |
|
|
IRV
5491
DELISTED
SPDR S&P International Materials Sector
IRV
| $226K | ﹤0.01% |
+13,513
| New | +$235K |
|
5492
PUT
Ametek
AME
$58.2B
| $225K | ﹤0.01% |
4,200
-2,200
| -34% | -$121K |
|
5493
CALL
Altisource Portfolio Solutions
ASPS
$65.8M
| $225K | ﹤0.01% |
1,013
+650
| +179% | +$145K |
|
5494
Cenovus Energy
CVE
$52.1B
| $225K | ﹤0.01% |
17,797
-15,840
| -47% | -$234K |
|
5495
CALL
CoreCivic
CXW
$3.19B
| $225K | ﹤0.01% |
8,500
-12,800
| -60% | -$350K |
|
|
BRSL
5496
PUT
Brightstar Lottery PLC
BRSL
$2.03B
| $225K | ﹤0.01% |
13,900
+3,700
| +36% | +$59.2K |
|
5497
PUT
NGL Energy Partners
NGL
$2.11B
| $225K | ﹤0.01% |
20,400
+8,700
| +74% | +$140K |
|
5498
CALL
Dave & Buster's
PLAY
$357M
| $225K | ﹤0.01% |
5,400
-3,200
| -37% | -$125K |
|
|
SPR
5499
CALL
DELISTED
Spirit AeroSystems
SPR
| $225K | ﹤0.01% |
4,500
-100
| -2% | -$5.11K |
|
|
TCS
5500
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
| $225K | ﹤0.01% |
+1,830
| New | +$295K |
|
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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 4,313 holdings. Its most notable exit was HP, an estimated $182M position sold in full.
By sector, the portfolio is most concentrated in Financials at 7.6% of assets, down from 8.2% 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.