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 | |
|---|---|---|---|---|---|---|
|
LM
2451
DELISTED
Legg Mason, Inc.
LM
| $2.27M | ﹤0.01% |
57,958
-1,056,795
| -95% | -$45.3M |
|
2452
CALL
EPAM Systems
EPAM
$5.18B
| $2.27M | ﹤0.01% |
28,900
+800
| +3% | +$62.4K |
|
2453
CALL
SiriusXM
SIRI
$9.59B
| $2.27M | ﹤0.01% |
55,820
+33,890
| +155% | +$1.37M |
|
2454
PUT
Axos Financial
AX
$5.8B
| $2.27M | ﹤0.01% |
107,800
-88,600
| -45% | -$2.09M |
|
2455
Colgate-Palmolive
CL
$73.3B
| $2.27M | ﹤0.01% |
34,021
-218,453
| -87% | -$14.5M |
|
2456
Invesco S&P 500 Equal Weight Energy ETF
RSPG
$606M
| $2.26M | ﹤0.01% |
+48,009
| New | +$2.52M |
|
|
LSI
2457
DELISTED
Life Storage, Inc.
LSI
| $2.26M | ﹤0.01% |
31,580
-102,391
| -76% | -$6.85M |
|
2458
CALL
AutoNation
AN
$6.92B
| $2.25M | ﹤0.01% |
37,800
+6,800
| +22% | +$421K |
|
2459
CALL
DaVita
DVA
$11.5B
| $2.25M | ﹤0.01% |
32,300
+1,800
| +6% | +$132K |
|
|
QDYN
2460
DELISTED
FlexShares Quality Dividend Dynamic Index Fund
QDYN
| $2.25M | ﹤0.01% |
67,136
+43,347
| +182% | +$1.49M |
|
2461
Invesco Bloomberg Pricing Power ETF
POWA
$183M
| $2.25M | ﹤0.01% |
64,499
+33,409
| +107% | +$1.2M |
|
2462
PUT
State Street SPDR Portfolio Europe ETF
SPEU
$743M
| $2.25M | ﹤0.01% |
65,200
-66,200
| -50% | -$2.17M |
|
2463
iShares US Consumer Staples ETF
IYK
$1.44B
| $2.24M | ﹤0.01% |
62,133
+53,214
| +597% | +$1.92M |
|
2464
PUT
United Parks & Resorts
PRKS
$2.04B
| $2.24M | ﹤0.01% |
113,700
+22,100
| +24% | +$410K |
|
2465
CALL
Opko Health
OPK
$1.03B
| $2.24M | ﹤0.01% |
222,600
-40,500
| -15% | -$406K |
|
2466
PUT
Scotiabank
BNS
$112B
| $2.23M | ﹤0.01% |
56,416
+12,639
| +29% | +$546K |
|
2467
PUT
Cintas
CTAS
$79.8B
| $2.23M | ﹤0.01% |
98,000
-661,600
| -87% | -$15.1M |
|
2468
Invesco Dorsey Wright Basic Materials Momentum ETF
PYZ
$78M
| $2.22M | ﹤0.01% |
45,702
+28,233
| +162% | +$1.4M |
|
2469
CALL
Strategy Inc
MSTR
$36.6B
| $2.22M | ﹤0.01% |
124,000
-19,000
| -13% | -$346K |
|
|
SE
2470
CALL
DELISTED
Spectra Energy Corp Wi
SE
| $2.22M | ﹤0.01% |
92,800
-68,000
| -42% | -$1.81M |
|
2471
CALL
Autoliv
ALV
$8.94B
| $2.22M | ﹤0.01% |
24,706
+16,100
| +187% | +$1.41M |
|
2472
CALL
Huntington Ingalls Industries
HII
$12.9B
| $2.22M | ﹤0.01% |
17,500
+2,600
| +17% | +$318K |
|
2473
Quanex
NX
$962M
| $2.22M | ﹤0.01% |
106,345
-59,470
| -36% | -$1.15M |
|
2474
State Street SPDR S&P Aerospace & Defense ETF
XAR
$6.72B
| $2.21M | ﹤0.01% |
41,766
-4,723
| -10% | -$251K |
|
2475
CALL
J.M. Smucker
SJM
$13B
| $2.21M | ﹤0.01% |
17,900
-13,200
| -42% | -$1.57M |
|
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 4,313 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.