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 | |
|---|---|---|---|---|---|---|
|
WMGI
701
DELISTED
Wright Medical Group Inc
WMGI
| $23.1M | 0.03% |
956,034
-55,965
| -6% | -$1.21M |
|
|
BSFT
702
DELISTED
BroadSoft, Inc.
BSFT
| $23.1M | 0.03% |
652,384
+167,518
| +35% | +$5.91M |
|
|
MKTO
703
DELISTED
MARKETO INC COM STK (DE)
MKTO
| $22.9M | 0.03% |
798,951
-201,252
| -20% | -$5.97M |
|
704
O'Reilly Automotive
ORLY
$73.7B
| $22.9M | 0.03% |
1,356,450
-3,993,030
| -75% | -$69.2M |
|
705
PUT
Adobe
ADBE
$105B
| $22.9M | 0.03% |
243,600
-3,800
| -2% | -$341K |
|
706
PUT
ProShares UltraShort Health Care
RXD
$3.07M
| $22.9M | 0.03% |
187,875
-52,000
| -22% | -$10.6M |
|
|
APC
707
CALL
DELISTED
Anadarko Petroleum
APC
| $22.8M | 0.02% |
469,400
+93,200
| +25% | +$5.71M |
|
708
CALL
WisdomTree US Total Dividend Fund
DTD
$1.7B
| $22.8M | 0.02% |
1,109,600
-129,000
| -10% | -$4.65M |
|
|
TYNS
709
PUT
DELISTED
Direxion Daily 7-10 Year Treasury Bear 1X Shares
TYNS
| $22.8M | 0.02% |
854,300
-730,300
| -46% | -$21.5M |
|
|
VSI
710
DELISTED
Vitamin Shoppe Inc.
VSI
| $22.7M | 0.02% |
694,971
-550,986
| -44% | -$17.5M |
|
711
NetApp
NTAP
$40.6B
| $22.7M | 0.02% |
+855,406
| New | +$26.7M |
|
|
WFM
712
CALL
DELISTED
Whole Foods Market Inc
WFM
| $22.7M | 0.02% |
677,200
+256,200
| +61% | +$8.15M |
|
713
FirstEnergy
FE
$27.4B
| $22.7M | 0.02% |
714,030
+588,380
| +468% | +$18.5M |
|
|
MON
714
PUT
DELISTED
Monsanto Co
MON
| $22.6M | 0.02% |
229,800
-59,600
| -21% | -$5.6M |
|
715
PUT
Union Pacific
UNP
$174B
| $22.6M | 0.02% |
289,200
-121,000
| -29% | -$10.4M |
|
|
SNDK
716
CALL
DELISTED
SANDISK CORP
SNDK
| $22.6M | 0.02% |
297,200
-178,200
| -37% | -$13M |
|
717
CALL
iShares Morningstar Value ETF
ILCV
$1.36B
| $22.6M | 0.02% |
761,000
-125,400
| -14% | -$5.16M |
|
718
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.4B
| $22.5M | 0.02% |
88,600
-28,400
| -24% | -$7.39M |
|
719
Target
TGT
$70.2B
| $22.5M | 0.02% |
309,972
-2,095,503
| -87% | -$156M |
|
720
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.5B
| $22.5M | 0.02% |
575,000
-55,200
| -9% | -$2.19M |
|
721
NextEra Energy
NEE
$180B
| $22.4M | 0.02% |
863,976
-522,396
| -38% | -$13.2M |
|
722
Coty
COTY
$2.51B
| $22.4M | 0.02% |
875,427
-448,115
| -34% | -$12.5M |
|
723
PUT
ProShares Ultra S&P500
SSO
$8.47B
| $22.4M | 0.02% |
2,907,200
-1,448,800
| -33% | -$11.5M |
|
724
Herc Holdings
HRI
$5.8B
| $22.4M | 0.02% |
525,377
-10,979
| -2% | -$551K |
|
|
AAMI
725
Acadian Asset Management
AAMI
$3.28B
| $22.4M | 0.02% |
1,460,595
-686,503
| -32% | -$10.6M |
|
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.