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 | |
|---|---|---|---|---|---|---|
676
Tractor Supply
TSCO
$18.7B
| $24.2M | 0.03% |
1,417,420
+1,305,315
| +1,164% | +$23.1M |
|
677
PUT
Procter & Gamble
PG
$336B
| $24.2M | 0.03% |
305,000
-364,800
| -54% | -$27.9M |
|
678
Sempra
SRE
$56.5B
| $24.2M | 0.03% |
514,558
+437,924
| +571% | +$21.6M |
|
679
Boyd Gaming
BYD
$6.11B
| $24.2M | 0.03% |
1,216,211
+1,168,601
| +2,455% | +$22.5M |
|
680
Olin
OLN
$2.18B
| $24.1M | 0.03% |
1,394,303
+1,384,843
| +14,639% | +$26.7M |
|
|
GMCR
681
PUT
DELISTED
KEURIG GREEN MTN INC
GMCR
| $24M | 0.03% |
266,800
-106,800
| -29% | -$6.64M |
|
682
Green Dot
GDOT
$771M
| $24M | 0.03% |
1,459,604
-279,503
| -16% | -$4.79M |
|
683
CALL
Expedia Group
EXPE
$39.9B
| $23.9M | 0.03% |
192,400
+39,300
| +26% | +$4.98M |
|
|
TWTR
684
PUT
DELISTED
Twitter, Inc.
TWTR
| $23.9M | 0.03% |
1,032,400
+129,900
| +14% | +$3.47M |
|
|
SBY
685
DELISTED
Silver Bay Realty Trust Corp.
SBY
| $23.8M | 0.03% |
1,520,930
-340,690
| -18% | -$5.42M |
|
686
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$413M
| $23.8M | 0.03% |
926,700
+287,600
| +45% | +$7.31M |
|
687
Equity Residential
EQR
$24.7B
| $23.7M | 0.03% |
290,982
-13,018
| -4% | -$1.03M |
|
688
Fluor
FLR
$7B
| $23.7M | 0.03% |
501,961
+463,725
| +1,213% | +$21.8M |
|
|
ZEN
689
DELISTED
ZENDESK INC
ZEN
| $23.7M | 0.03% |
895,330
-911,681
| -50% | -$21.4M |
|
690
Cameco
CCJ
$42.6B
| $23.7M | 0.03% |
1,918,520
+1,200,611
| +167% | +$15.4M |
|
|
ANDV
691
CALL
DELISTED
Andeavor
ANDV
| $23.6M | 0.03% |
223,900
-29,500
| -12% | -$3.18M |
|
692
CNX Resources
CNX
$5.28B
| $23.5M | 0.03% |
3,576,472
+3,182,967
| +809% | +$22.5M |
|
|
693
Expedia Group
EXPE
$39.9B
| $23.5M | 0.03% |
188,703
+120,929
| +178% | +$15.3M |
|
694
Churchill Downs
CHDN
$6.33B
| $23.3M | 0.03% |
989,964
-14,358
| -1% | -$341K |
|
695
ON Semiconductor
ON
$32.2B
| $23.3M | 0.03% |
2,374,284
-937,891
| -28% | -$9.86M |
|
696
Ball Corp
BALL
$16.4B
| $23.3M | 0.03% |
639,772
-161,944
| -20% | -$5.53M |
|
697
PUT
Las Vegas Sands
LVS
$29.9B
| $23.2M | 0.03% |
530,200
+113,200
| +27% | +$5.15M |
|
698
FMC
FMC
$1.27B
| $23.2M | 0.03% |
684,488
+471,196
| +221% | +$16.1M |
|
699
PUT
Deere & Co
DE
$164B
| $23.2M | 0.03% |
303,600
-44,500
| -13% | -$3.44M |
|
|
ADT
700
DELISTED
ADT Corp
ADT
| $23.1M | 0.03% |
701,874
+577,662
| +465% | +$19.4M |
|
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.