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 | |
|---|---|---|---|---|---|---|
776
PUT
Lam Research
LRCX
$416B
| $19.8M | 0.02% |
2,499,000
+798,000
| +47% | +$6M |
|
|
DNKN
777
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $19.8M | 0.02% |
465,889
+247,854
| +114% | +$10.4M |
|
778
TIM SA
TIMB
$8.29B
| $19.8M | 0.02% |
2,339,183
+29,301
| +1% | +$293K |
|
779
American Financial Group
AFG
$12.1B
| $19.7M | 0.02% |
273,941
-276,869
| -50% | -$19.9M |
|
780
Virtu Financial
VIRT
$5.3B
| $19.7M | 0.02% |
870,967
+218,613
| +34% | +$5.02M |
|
|
MRO
781
DELISTED
Marathon Oil Corporation
MRO
| $19.7M | 0.02% |
1,564,653
+1,508,062
| +2,665% | +$25.4M |
|
|
PRA
782
DELISTED
ProAssurance
PRA
| $19.7M | 0.02% |
405,288
+130,292
| +47% | +$6.69M |
|
783
Masco
MAS
$14.7B
| $19.7M | 0.02% |
694,566
-1,906,739
| -73% | -$54.3M |
|
784
Primerica
PRI
$9.65B
| $19.6M | 0.02% |
414,726
-531,422
| -56% | -$26M |
|
785
CALL
Capri Holdings
CPRI
$1.74B
| $19.5M | 0.02% |
487,500
-84,600
| -15% | -$3.49M |
|
786
PUT
Expedia Group
EXPE
$39.9B
| $19.4M | 0.02% |
156,300
-78,500
| -33% | -$9.94M |
|
787
United States Oil Fund
USO
$1.79B
| $19.4M | 0.02% |
220,708
+71,864
| +48% | +$7.66M |
|
788
PUT
Illumina
ILMN
$28.8B
| $19.4M | 0.02% |
103,931
-35,980
| -26% | -$5.81M |
|
789
Novavax
NVAX
$1.33B
| $19.3M | 0.02% |
115,069
+82,962
| +258% | +$12.8M |
|
790
CALL
AbbVie
ABBV
$441B
| $19.3M | 0.02% |
325,500
-87,200
| -21% | -$5.02M |
|
791
CALL
ProShares UltraShort Industrials
SIJ
$5.49M
| $19.3M | 0.02% |
34,450
-14,150
| -29% | -$9.15M |
|
792
Digital Realty Trust
DLR
$74.1B
| $19.2M | 0.02% |
+253,523
| New | +$18.3M |
|
793
Ross Stores
ROST
$78.7B
| $19.2M | 0.02% |
355,914
+350,715
| +6,746% | +$17.9M |
|
794
Tenet Healthcare
THC
$21.6B
| $19.1M | 0.02% |
628,713
+295,541
| +89% | +$9.69M |
|
|
ZLTQ
795
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
| $19M | 0.02% |
666,308
+452,443
| +212% | +$14.3M |
|
796
PUT
Halliburton
HAL
$28.7B
| $19M | 0.02% |
558,100
-173,800
| -24% | -$6.55M |
|
|
WP
797
DELISTED
Worldpay, Inc.
WP
| $18.9M | 0.02% |
398,668
+285,511
| +252% | +$14.1M |
|
|
TMH
798
DELISTED
Team Health Holdings Inc
TMH
| $18.9M | 0.02% |
430,476
-299,180
| -41% | -$15.9M |
|
|
WFM
799
PUT
DELISTED
Whole Foods Market Inc
WFM
| $18.9M | 0.02% |
563,200
+59,500
| +12% | +$1.89M |
|
800
Palo Alto Networks
PANW
$313B
| $18.9M | 0.02% |
642,306
-1,088,388
| -63% | -$31.4M |
|
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.