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 | |
|---|---|---|---|---|---|---|
551
iShare MSCI Eurozone ETF
EZU
$9.97B
| $30.9M | 0.03% |
880,538
+766,475
| +672% | +$27.7M |
|
|
CMA
552
DELISTED
Comerica
CMA
| $30.8M | 0.03% |
736,170
-379,264
| -34% | -$16.6M |
|
|
AGN.PRA
553
DELISTED
Allergan plc
AGN.PRA
| $30.8M | 0.03% |
30,000
-20,000
| -40% | -$20.1M |
|
554
Chubb
CB
$133B
| $30.8M | 0.03% |
263,489
-1,266,842
| -83% | -$143M |
|
555
IBM
IBM
$221B
| $30.8M | 0.03% |
233,759
+205,409
| +725% | +$27.6M |
|
556
CALL
Energy Transfer Partners
ET
$72.5B
| $30.7M | 0.03% |
2,233,500
+2,088,400
| +1,439% | +$39M |
|
557
Dominion Energy
D
$60.5B
| $30.6M | 0.03% |
451,799
+421,707
| +1,401% | +$29.1M |
|
558
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.4B
| $30.5M | 0.03% |
120,200
-18,600
| -13% | -$4.84M |
|
559
Ally Financial
ALLY
$13.7B
| $30.5M | 0.03% |
1,638,271
-583,020
| -26% | -$11.5M |
|
560
VF Corp
VFC
$5.85B
| $30.5M | 0.03% |
519,604
-2,964,875
| -85% | -$185M |
|
561
PUT
Lockheed Martin
LMT
$140B
| $30.3M | 0.03% |
139,700
+16,400
| +13% | +$3.56M |
|
562
Agnico Eagle Mines
AEM
$94.4B
| $30.3M | 0.03% |
1,153,585
+300,633
| +35% | +$8.2M |
|
|
WBA
563
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $30.3M | 0.03% |
355,600
-87,100
| -20% | -$7.4M |
|
564
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.5B
| $30.1M | 0.03% |
771,600
-36,400
| -5% | -$1.44M |
|
565
iShares US Home Construction ETF
ITB
$2.36B
| $30.1M | 0.03% |
1,110,235
-103,831
| -9% | -$2.86M |
|
566
CALL
Pfizer
PFE
$153B
| $30.1M | 0.03% |
981,274
-528,476
| -35% | -$16.6M |
|
567
CALL
EOG Resources
EOG
$74.8B
| $30M | 0.03% |
424,200
-102,600
| -19% | -$8.33M |
|
568
PUT
Coca-Cola
KO
$377B
| $29.9M | 0.03% |
696,600
+14,800
| +2% | +$628K |
|
|
HOUS
569
DELISTED
Anywhere Real Estate
HOUS
| $29.6M | 0.03% |
807,110
+542,439
| +205% | +$21.4M |
|
570
CALL
American International
AIG
$40.1B
| $29.5M | 0.03% |
476,000
-32,700
| -6% | -$1.99M |
|
571
American Homes 4 Rent
AMH
$12.3B
| $29.5M | 0.03% |
1,769,606
+500,171
| +39% | +$8.26M |
|
572
PUT
Starbucks
SBUX
$123B
| $29.5M | 0.03% |
491,100
-100,300
| -17% | -$6.11M |
|
|
CONN
573
DELISTED
Conn's Inc.
CONN
| $29.3M | 0.03% |
1,249,619
-1,189,198
| -49% | -$28.2M |
|
|
SCTY
574
CALL
DELISTED
SolarCity Corporation
SCTY
| $29.3M | 0.03% |
574,100
+70,300
| +14% | +$2.73M |
|
575
CALL
State Street Financial Select Sector SPDR ETF
XLF
$59.4B
| $29.2M | 0.03% |
1,399,213
-1,236,543
| -47% | -$26M |
|
Similar funds
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.