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 | |
|---|---|---|---|---|---|---|
651
Deckers Outdoor
DECK
$12.7B
| $25.5M | 0.03% |
3,237,828
-951,414
| -23% | -$8.43M |
|
652
Merck
MRK
$335B
| $25.5M | 0.03% |
505,201
+432,545
| +595% | +$21.8M |
|
|
LPNT
653
DELISTED
LifePoint Health, Inc.
LPNT
| $25.4M | 0.03% |
345,799
+344,539
| +27,344% | +$24.5M |
|
|
AWH
654
DELISTED
Allied World Assurance Co Hld Lt
AWH
| $25.3M | 0.03% |
679,086
-623,234
| -48% | -$23M |
|
655
Targa Resources
TRGP
$59.1B
| $25.1M | 0.03% |
928,482
+458,308
| +97% | +$20.3M |
|
656
PUT
United States Oil Fund
USO
$1.79B
| $25.1M | 0.03% |
285,288
+105,200
| +58% | +$11.2M |
|
657
Humana
HUM
$46.7B
| $25.1M | 0.03% |
140,536
-55,546
| -28% | -$9.75M |
|
658
CALL
Philip Morris
PM
$297B
| $25M | 0.03% |
284,100
+5,300
| +2% | +$460K |
|
659
CALL
Macy's
M
$6.16B
| $24.9M | 0.03% |
711,700
+372,800
| +110% | +$16.2M |
|
660
PUT
Cisco
CSCO
$440B
| $24.9M | 0.03% |
915,300
-259,300
| -22% | -$7.16M |
|
|
FLOW
661
DELISTED
SPX FLOW, Inc.
FLOW
| $24.8M | 0.03% |
890,288
+323,321
| +57% | +$10.6M |
|
662
Matador Resources
MTDR
$6.64B
| $24.8M | 0.03% |
1,254,473
+603,405
| +93% | +$14.7M |
|
663
CALL
Comcast
CMCSA
$92.9B
| $24.7M | 0.03% |
877,000
+97,400
| +12% | +$2.93M |
|
|
664
Macy's
M
$6.16B
| $24.7M | 0.03% |
705,047
+14,363
| +2% | +$622K |
|
|
ADPT
665
DELISTED
Adeptus Health Inc
ADPT
| $24.6M | 0.03% |
452,135
+136,014
| +43% | +$8.68M |
|
666
PUT
Mondelez International
MDLZ
$81.2B
| $24.6M | 0.03% |
549,500
+46,100
| +9% | +$2.06M |
|
|
SCTY
667
DELISTED
SolarCity Corporation
SCTY
| $24.6M | 0.03% |
482,226
+122,671
| +34% | +$4.76M |
|
668
CALL
Adobe
ADBE
$105B
| $24.6M | 0.03% |
261,600
+10,100
| +4% | +$907K |
|
|
INFO
669
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $24.5M | 0.03% |
813,365
+503,912
| +163% | +$15M |
|
670
PUT
PepsiCo
PEP
$192B
| $24.5M | 0.03% |
245,500
-65,700
| -21% | -$6.56M |
|
671
International Paper
IP
$21.6B
| $24.5M | 0.03% |
687,034
+628,130
| +1,066% | +$24.2M |
|
672
Amphenol
APH
$206B
| $24.5M | 0.03% |
1,875,020
-1,367,704
| -42% | -$18.3M |
|
673
CALL
Illumina
ILMN
$28.8B
| $24.3M | 0.03% |
130,350
+3,598
| +3% | +$581K |
|
|
B
674
Barrick Mining
B
$68.5B
| $24.3M | 0.03% |
3,297,556
+264,877
| +9% | +$1.98M |
|
675
PUT
SLB Ltd
SLB
$79.8B
| $24.2M | 0.03% |
347,500
-179,600
| -34% | -$13.4M |
|
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.