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 | |
|---|---|---|---|---|---|---|
|
UCD
176
CALL
DELISTED
PROSHARES ULTRA BLOOMBERG COMMODITY
UCD
| $101M | 0.11% |
2,461,100
+406,600
| +20% | +$14M |
|
|
DO
177
DELISTED
Diamond Offshore Drilling
DO
| $100M | 0.11% |
4,742,696
+3,794,421
| +400% | +$80M |
|
|
FDC
178
DELISTED
First Data Corporation
FDC
| $98.7M | 0.11% |
+6,163,841
| New | +$101M |
|
|
DFS
179
DELISTED
Discover Financial Services
DFS
| $98.3M | 0.11% |
1,833,487
-831,737
| -31% | -$46.1M |
|
|
ANDV
180
DELISTED
Andeavor
ANDV
| $97.3M | 0.11% |
923,548
-337,582
| -27% | -$36.4M |
|
|
181
Alphabet (Google) Class C
GOOG
$4.2T
| $97M | 0.11% |
2,556,180
-15,199,200
| -86% | -$545M |
|
182
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.6B
| $96.4M | 0.11% |
3,443,200
-1,264,600
| -27% | -$28.1M |
|
183
Qualcomm
QCOM
$174B
| $94M | 0.1% |
1,881,208
+339,656
| +22% | +$18.1M |
|
184
Sprouts Farmers Market
SFM
$7.69B
| $91.8M | 0.1% |
3,450,788
-56,197
| -2% | -$1.33M |
|
|
ETFC
185
DELISTED
E*Trade Financial Corporation
ETFC
| $91.1M | 0.1% |
3,075,009
+762,260
| +33% | +$21.9M |
|
|
186
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.6B
| $91.1M | 0.1% |
3,356,400
-571,200
| -15% | -$12.7M |
|
|
EMC
187
DELISTED
EMC CORPORATION
EMC
| $91M | 0.1% |
3,543,213
-3,904,041
| -52% | -$101M |
|
188
C.H. Robinson
CHRW
$17.4B
| $90.7M | 0.1% |
1,462,225
-385,361
| -21% | -$25.9M |
|
189
Sysco
SYY
$39.7B
| $90.3M | 0.1% |
2,203,660
+1,912,848
| +658% | +$78.4M |
|
|
LGF
190
DELISTED
Lions Gate Entertainment
LGF
| $89.5M | 0.1% |
2,764,201
+663,600
| +32% | +$24.4M |
|
191
Keurig Dr Pepper
KDP
$42.8B
| $89.2M | 0.1% |
956,866
+32,857
| +4% | +$2.91M |
|
192
Vertex Pharmaceuticals
VRTX
$128B
| $89.1M | 0.1% |
708,486
-1,640,384
| -70% | -$198M |
|
193
Aramark
ARMK
$16.4B
| $89.1M | 0.1% |
3,826,147
+1,071,818
| +39% | +$24.5M |
|
194
US Bancorp
USB
$102B
| $88.8M | 0.1% |
2,081,408
+1,180,772
| +131% | +$50.5M |
|
|
HDS
195
DELISTED
HD Supply Holdings, Inc.
HDS
| $88.8M | 0.1% |
2,956,261
+620,341
| +27% | +$18.6M |
|
|
TMX
196
DELISTED
Terminix Global Holdings, Inc.
TMX
| $88.7M | 0.1% |
3,372,950
-1,980,118
| -37% | -$48.1M |
|
|
CAVM
197
DELISTED
Cavium, Inc.
CAVM
| $88.2M | 0.1% |
1,342,284
+1,333,839
| +15,794% | +$90M |
|
198
Southwest Airlines
LUV
$21.7B
| $88.1M | 0.1% |
2,046,649
-3,046,308
| -60% | -$135M |
|
|
AGN
199
PUT
DELISTED
Allergan plc
AGN
| $87.2M | 0.1% |
278,900
-1,400
| -0.5% | -$417K |
|
200
CALL
Microsoft
MSFT
$3.68T
| $86.8M | 0.09% |
1,563,700
+48,500
| +3% | +$2.55M |
|
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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.