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 | |
|---|---|---|---|---|---|---|
1051
PUT
Cboe Global Markets
CBOE
$30.9B
| $11.8M | 0.01% |
182,200
-114,400
| -39% | -$7.74M |
|
1052
CALL
Kroger
KR
$34.7B
| $11.8M | 0.01% |
282,100
+94,200
| +50% | +$3.65M |
|
|
FIT
1053
PUT
DELISTED
Fitbit, Inc. Class A common stock
FIT
| $11.8M | 0.01% |
397,800
+126,700
| +47% | +$4.19M |
|
1054
Kearny Financial
KRNY
$605M
| $11.8M | 0.01% |
927,706
-52,921
| -5% | -$645K |
|
|
BBBY
1055
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
| $11.6M | 0.01% |
241,400
+44,300
| +22% | +$2.46M |
|
1056
PUT
Southern Company
SO
$107B
| $11.6M | 0.01% |
248,700
+77,800
| +46% | +$3.53M |
|
1057
CALL
Vanguard S&P 500 ETF
VOO
$1.04T
| $11.6M | 0.01% |
130,200
+3,900
| +3% | +$734K |
|
1058
CALL
Texas Instruments
TXN
$255B
| $11.6M | 0.01% |
212,000
-220,800
| -51% | -$12.3M |
|
|
EA
1059
PUT
DELISTED
Electronic Arts
EA
| $11.6M | 0.01% |
168,600
+2,600
| +2% | +$182K |
|
1060
PUT
Freeport-McMoran
FCX
$93.1B
| $11.6M | 0.01% |
1,710,500
+381,400
| +29% | +$3.63M |
|
1061
Portland General Electric
POR
$5.97B
| $11.6M | 0.01% |
318,058
-19,124
| -6% | -$705K |
|
|
TMHC
1062
DELISTED
Taylor Morrison
TMHC
| $11.5M | 0.01% |
721,415
-969,255
| -57% | -$17.1M |
|
1063
CALL
Danaher
DHR
$142B
| $11.5M | 0.01% |
184,789
-2,678
| -1% | -$168K |
|
1064
PUT
O'Reilly Automotive
ORLY
$73.7B
| $11.5M | 0.01% |
682,500
+345,000
| +102% | +$5.98M |
|
1065
CALL
Kinder Morgan
KMI
$73.1B
| $11.5M | 0.01% |
769,600
+396,600
| +106% | +$9.45M |
|
1066
CALL
Advance Auto Parts
AAP
$3.41B
| $11.5M | 0.01% |
76,100
+34,200
| +82% | +$5.94M |
|
1067
BWX Technologies
BWXT
$15.9B
| $11.4M | 0.01% |
359,581
-105,012
| -23% | -$3.09M |
|
|
HW
1068
DELISTED
Headwaters Inc
HW
| $11.4M | 0.01% |
675,156
+117,631
| +21% | +$2.21M |
|
1069
CALL
Tyson Foods
TSN
$20.5B
| $11.4M | 0.01% |
213,400
+11,300
| +6% | +$543K |
|
1070
Wabtec
WAB
$50.5B
| $11.4M | 0.01% |
159,776
+111,852
| +233% | +$8.93M |
|
|
KCG
1071
DELISTED
KCG Holdings, Inc.
KCG
| $11.4M | 0.01% |
922,409
-255,513
| -22% | -$3.19M |
|
|
EXPR
1072
DELISTED
Express, Inc.
EXPR
| $11.3M | 0.01% |
32,829
+17,711
| +117% | +$6.38M |
|
|
1073
Freeport-McMoran
FCX
$93.1B
| $11.3M | 0.01% |
1,675,452
+1,054,157
| +170% | +$10M |
|
|
TIF
1074
CALL
DELISTED
Tiffany & Co.
TIF
| $11.3M | 0.01% |
148,600
+62,500
| +73% | +$4.88M |
|
1075
PUT
Monster Beverage
MNST
$91.7B
| $11.3M | 0.01% |
913,200
-93,600
| -9% | -$1.13M |
|
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.