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 | |
|---|---|---|---|---|---|---|
|
LLTC
1776
CALL
DELISTED
Linear Technology Corp
LLTC
| $4.46M | ﹤0.01% |
104,900
-47,700
| -31% | -$2.1M |
|
1777
CALL
Expeditors International
EXPD
$24.2B
| $4.45M | ﹤0.01% |
98,700
+41,500
| +73% | +$2.01M |
|
1778
PUT
Parker-Hannifin
PH
$133B
| $4.45M | ﹤0.01% |
45,900
+4,500
| +11% | +$456K |
|
1779
PUT
Synaptics
SYNA
$4.25B
| $4.45M | ﹤0.01% |
55,400
-6,900
| -11% | -$586K |
|
1780
CALL
3D Systems Corp
DDD
$616M
| $4.44M | ﹤0.01% |
511,000
+39,200
| +8% | +$405K |
|
1781
CALL
American Electric Power
AEP
$68.4B
| $4.43M | ﹤0.01% |
76,000
-13,400
| -15% | -$759K |
|
|
GG.WS.A
1782
CALL
DELISTED
GOLDCORP INC SERIES A WARRANTS EXP 5/30/2007
GG.WS.A
| $4.43M | ﹤0.01% |
383,000
-6,000
| -2% | -$69.4K |
|
|
TFCFA
1783
PUT
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $4.42M | ﹤0.01% |
162,900
+3,500
| +2% | +$102K |
|
|
ICPT
1784
CALL
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $4.42M | ﹤0.01% |
29,600
+2,700
| +10% | +$457K |
|
|
DISH
1785
PUT
DELISTED
DISH Network Corp.
DISH
| $4.42M | ﹤0.01% |
77,300
+22,600
| +41% | +$1.38M |
|
1786
CALL
Acuity Brands
AYI
$10.7B
| $4.42M | ﹤0.01% |
18,900
-2,900
| -13% | -$629K |
|
|
SCHW
1787
PUT
Charles Schwab
SCHW
$192B
| $4.41M | ﹤0.01% |
133,900
+8,300
| +7% | +$263K |
|
1788
PUT
Johnson Controls International
JCI
$93.1B
| $4.41M | ﹤0.01% |
106,578
+6,398
| +6% | +$289K |
|
1789
PUT
International Paper
IP
$21.6B
| $4.4M | ﹤0.01% |
123,130
-32,736
| -21% | -$1.26M |
|
|
PPL
1790
CALL
PPL Corp
PPL
$27.1B
| $4.37M | ﹤0.01% |
128,000
+9,600
| +8% | +$324K |
|
|
DFT
1791
DELISTED
DuPont Fabros Technology Inc.
DFT
| $4.37M | ﹤0.01% |
137,390
+128,953
| +1,528% | +$4.02M |
|
1792
CALL
Stanley Black & Decker
SWK
$15.4B
| $4.37M | ﹤0.01% |
40,900
-14,500
| -26% | -$1.53M |
|
1793
State Street SPDR S&P Regional Banking ETF
KRE
$4.68B
| $4.35M | ﹤0.01% |
103,830
-108,650
| -51% | -$4.7M |
|
1794
PUT
Williams-Sonoma
WSM
$28.4B
| $4.35M | ﹤0.01% |
149,000
-2,200
| -1% | -$75.3K |
|
|
ROI
1795
PUT
DELISTED
WISDOMTREE LARGECAP GROWTH FUND
ROI
| $4.35M | ﹤0.01% |
80,800
-128,500
| -61% | -$6.91M |
|
1796
CALL
Cardinal Health
CAH
$54.7B
| $4.35M | ﹤0.01% |
48,700
-3,100
| -6% | -$263K |
|
1797
CALL
AvalonBay Communities
AVB
$26.3B
| $4.34M | ﹤0.01% |
23,600
+400
| +2% | +$71.6K |
|
1798
CALL
State Street
STT
$52.7B
| $4.34M | ﹤0.01% |
65,400
+4,900
| +8% | +$340K |
|
1799
Vanguard Total World Stock ETF
VT
$81.8B
| $4.34M | ﹤0.01% |
+75,292
| New | +$4.42M |
|
1800
CALL
Williams Companies
WMB
$92B
| $4.34M | ﹤0.01% |
168,800
-40,700
| -19% | -$1.42M |
|
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.