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 | |
|---|---|---|---|---|---|---|
1426
iShares US Oil & Gas Exploration & Production ETF
IEO
$595M
| $6.81M | 0.01% |
128,693
+71,670
| +126% | +$4.31M |
|
1427
CALL
Hershey
HSY
$37B
| $6.8M | 0.01% |
76,200
+22,700
| +42% | +$2.04M |
|
|
PCP
1428
PUT
DELISTED
PRECISION CASTPARTS CORP
PCP
| $6.8M | 0.01% |
29,300
-900
| -3% | -$208K |
|
1429
PUT
Viatris
VTRS
$18.6B
| $6.78M | 0.01% |
125,300
-115,200
| -48% | -$5.54M |
|
1430
CALL
International Paper
IP
$21.6B
| $6.77M | 0.01% |
189,658
-38,860
| -17% | -$1.5M |
|
|
1431
Hershey
HSY
$37B
| $6.77M | 0.01% |
75,800
-64,563
| -46% | -$5.79M |
|
1432
Euronet Worldwide
EEFT
$2.74B
| $6.75M | 0.01% |
93,217
-91,093
| -49% | -$6.97M |
|
|
X
1433
CALL
DELISTED
US Steel
X
| $6.75M | 0.01% |
846,200
+280,900
| +50% | +$2.76M |
|
|
ESND
1434
DELISTED
Essendant Inc.
ESND
| $6.75M | 0.01% |
207,469
+10,353
| +5% | +$353K |
|
1435
PUT
Eastman Chemical
EMN
$8.47B
| $6.73M | 0.01% |
99,700
-3,800
| -4% | -$266K |
|
|
GMCR
1436
DELISTED
KEURIG GREEN MTN INC
GMCR
| $6.73M | 0.01% |
74,779
+5,737
| +8% | +$356K |
|
1437
Kaiser Aluminum
KALU
$2.97B
| $6.73M | 0.01% |
80,424
+61,928
| +335% | +$5.16M |
|
1438
CALL
RH
RH
$3.44B
| $6.72M | 0.01% |
84,600
-14,800
| -15% | -$1.37M |
|
1439
CALL
Estee Lauder
EL
$31.2B
| $6.71M | 0.01% |
76,200
+15,500
| +26% | +$1.32M |
|
1440
PUT
TJX Companies
TJX
$168B
| $6.69M | 0.01% |
188,800
+800
| +0.4% | +$28.5K |
|
1441
Brown-Forman Class B
BF.B
$13B
| $6.68M | 0.01% |
210,397
+197,334
| +1,511% | +$6.58M |
|
|
BDN
1442
Brandywine Realty Trust
BDN
$532M
| $6.68M | 0.01% |
488,885
-26,070
| -5% | -$344K |
|
|
EMC
1443
PUT
DELISTED
EMC CORPORATION
EMC
| $6.67M | 0.01% |
259,600
-353,300
| -58% | -$9.17M |
|
1444
CALL
Canadian Solar
CSIQ
$1.03B
| $6.65M | 0.01% |
229,600
-13,800
| -6% | -$318K |
|
1445
PUT
Stanley Black & Decker
SWK
$15.4B
| $6.64M | 0.01% |
62,200
-28,800
| -32% | -$3.04M |
|
1446
CNA Financial
CNA
$13.8B
| $6.64M | 0.01% |
188,823
+76,904
| +69% | +$2.75M |
|
1447
CALL
Canadian Pacific Kansas City
CP
$82.2B
| $6.63M | 0.01% |
260,000
-26,000
| -9% | -$730K |
|
1448
PUT
Vanguard Global ex-US Real Estate ETF
VNQI
$3.51B
| $6.63M | 0.01% |
201,000
+108,900
| +118% | +$5.72M |
|
1449
CALL
Cal-Maine
CALM
$3.8B
| $6.62M | 0.01% |
142,900
+79,800
| +126% | +$4.3M |
|
1450
CALL
D.R. Horton
DHI
$41.6B
| $6.61M | 0.01% |
206,500
-63,600
| -24% | -$1.98M |
|
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.