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 | |
|---|---|---|---|---|---|---|
826
Hanover Insurance
THG
$7.84B
| $17.8M | 0.02% |
219,167
-64,953
| -23% | -$5.37M |
|
827
PUT
Micron Technology
MU
$1.1T
| $17.8M | 0.02% |
1,257,000
-160,700
| -11% | -$2.57M |
|
828
CALL
Cisco
CSCO
$440B
| $17.7M | 0.02% |
653,300
-109,400
| -14% | -$3.02M |
|
829
Akamai
AKAM
$18B
| $17.7M | 0.02% |
336,597
-470,193
| -58% | -$28.9M |
|
830
CALL
Skyworks Solutions
SWKS
$10.5B
| $17.7M | 0.02% |
230,000
-160,600
| -41% | -$12.9M |
|
831
PUT
CME Group
CME
$97B
| $17.6M | 0.02% |
194,600
+73,600
| +61% | +$6.93M |
|
832
CALL
United Airlines
UAL
$40.7B
| $17.6M | 0.02% |
307,600
-179,800
| -37% | -$10.4M |
|
|
JOY
833
DELISTED
Joy Global Inc
JOY
| $17.6M | 0.02% |
1,394,523
-616,521
| -31% | -$9.32M |
|
834
CALL
3M
MMM
$94.2B
| $17.6M | 0.02% |
139,573
-119,600
| -46% | -$15.4M |
|
835
CALL
American Express
AXP
$231B
| $17.5M | 0.02% |
251,600
-66,600
| -21% | -$4.85M |
|
|
ESRX
836
PUT
DELISTED
Express Scripts Holding Company
ESRX
| $17.5M | 0.02% |
200,200
-40,100
| -17% | -$3.43M |
|
|
FRAN
837
DELISTED
Francesca's Holdings Corporation
FRAN
| $17.4M | 0.02% |
83,062
-21,546
| -21% | -$3.78M |
|
838
CALL
Oracle
ORCL
$434B
| $17.3M | 0.02% |
474,600
-268,300
| -36% | -$10.2M |
|
839
CALL
Blackrock
BLK
$182B
| $17.3M | 0.02% |
50,900
+2,700
| +6% | +$918K |
|
|
840
PUT
Oracle
ORCL
$434B
| $17.3M | 0.02% |
473,800
-302,300
| -39% | -$11.5M |
|
|
AMSG
841
DELISTED
Amsurg Corp
AMSG
| $17.3M | 0.02% |
227,128
+172,167
| +313% | +$13.6M |
|
842
PUT
Whirlpool
WHR
$2.7B
| $17.2M | 0.02% |
117,300
-14,500
| -11% | -$2.25M |
|
843
CALL
NXP Semiconductors
NXPI
$59.2B
| $17.2M | 0.02% |
203,700
-18,900
| -8% | -$1.62M |
|
844
Woodward
WWD
$21.9B
| $17.1M | 0.02% |
345,330
+317,910
| +1,159% | +$15M |
|
845
CALL
Southern Company
SO
$107B
| $17.1M | 0.02% |
366,400
+161,700
| +79% | +$7.33M |
|
846
Alnylam Pharmaceuticals
ALNY
$30.6B
| $17.1M | 0.02% |
181,538
+42,110
| +30% | +$3.9M |
|
847
CALL
United States Oil Fund
USO
$1.79B
| $17.1M | 0.02% |
194,113
-35,075
| -15% | -$3.74M |
|
|
AET
848
CALL
DELISTED
Aetna Inc
AET
| $17.1M | 0.02% |
157,800
-4,400
| -3% | -$476K |
|
849
Vail Resorts
MTN
$5.28B
| $17M | 0.02% |
133,076
+108,930
| +451% | +$12.8M |
|
|
SBNY
850
DELISTED
Signature Bank
SBNY
| $17M | 0.02% |
110,832
-142,517
| -56% | -$21.5M |
|
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.