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 |
Charter Communications
CHTR
|
+$768M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$625M |
| 3 |
AGN
Allergan plc
AGN
|
+$427M |
| 4 |
McKesson
MCK
|
+$427M |
| 5 |
Johnson Controls International
JCI
|
+$427M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Uber
UBER
|
+$503M |
| 2 |
RTX Corp
RTX
|
+$457M |
| 3 |
Global Payments
GPN
|
+$441M |
| 4 |
Amazon
AMZN
|
+$388M |
| 5 |
Johnson & Johnson
JNJ
|
+$355M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 4.1% |
| 2 | Healthcare | 3.97% |
| 3 | Industrials | 2.85% |
| 4 | Financials | 2.77% |
| 5 | Consumer Discretionary | 2.43% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2551
PUT
Parker-Hannifin
PH
$125B
| $4.97M | ﹤0.01% |
38,300
-9,900
| -21% | -$1.79M |
|
|
MMP
2552
PUT
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $4.96M | ﹤0.01% |
136,000
-76,800
| -36% | -$4.12M |
|
|
S
2553
CALL
DELISTED
Sprint Corporation
S
| $4.96M | ﹤0.01% |
575,600
+557,800
| +3,134% | +$3.92M |
|
|
FITB
2554
PUT
Fifth Third Bancorp
FITB
$52.4B
| $4.96M | ﹤0.01% |
334,000
-19,100
| -5% | -$476K |
|
2555
PUT
Nutrien
NTR
$32.1B
| $4.96M | ﹤0.01% |
146,100
-26,700
| -15% | -$1.07M |
|
2556
TTEC Holdings
TTEC
$132M
| $4.96M | ﹤0.01% |
135,041
-52,271
| -28% | -$2.03M |
|
2557
CALL
Arrowhead Research
ARWR
$12.6B
| $4.95M | ﹤0.01% |
172,000
-16,700
| -9% | -$674K |
|
2558
W.R. Berkley
WRB
$26.5B
| $4.95M | ﹤0.01% |
213,269
-615,062
| -74% | -$18.3M |
|
2559
iShares Micro-Cap ETF
IWC
$1.51B
| $4.94M | ﹤0.01% |
73,727
+30,989
| +73% | +$2.74M |
|
2560
Alcon
ALC
$34.6B
| $4.94M | ﹤0.01% |
97,213
-585,753
| -86% | -$33.7M |
|
2561
Sonos
SONO
$1.94B
| $4.94M | ﹤0.01% |
582,112
-335,962
| -37% | -$4.15M |
|
2562
CALL
ArcelorMittal
MT
$56.7B
| $4.93M | ﹤0.01% |
528,800
+316,400
| +149% | +$4.43M |
|
|
RDS.A
2563
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $4.93M | ﹤0.01% |
141,407
+135,407
| +2,257% | +$6.32M |
|
2564
iShares MSCI Intl Momentum Factor ETF
IMTM
$4.22B
| $4.93M | ﹤0.01% |
186,393
+157,054
| +535% | +$4.69M |
|
|
NVO
2565
PUT
Novo Nordisk
NVO
$196B
| $4.93M | ﹤0.01% |
163,800
+14,600
| +10% | +$435K |
|
2566
PUT
Owens Corning
OC
$11.7B
| $4.93M | ﹤0.01% |
127,000
+66,800
| +111% | +$3.74M |
|
2567
PUT
Roper Technologies
ROP
$38.8B
| $4.93M | ﹤0.01% |
15,800
-5,200
| -25% | -$1.84M |
|
2568
Vanguard Long-Term Corporate Bond ETF
VCLT
$8.88B
| $4.91M | ﹤0.01% |
50,512
-254,058
| -83% | -$25.7M |
|
2569
Replimune Group
REPL
$1B
| $4.9M | ﹤0.01% |
491,878
-35,524
| -7% | -$530K |
|
|
SPR
2570
CALL
DELISTED
Spirit AeroSystems
SPR
| $4.9M | ﹤0.01% |
204,700
+172,800
| +542% | +$9.56M |
|
|
AERI
2571
DELISTED
Aerie Pharmaceuticals
AERI
| $4.89M | ﹤0.01% |
362,637
-469,955
| -56% | -$8.92M |
|
2572
PUT
Labcorp
LH
$25.3B
| $4.89M | ﹤0.01% |
45,047
+26,889
| +148% | +$3.87M |
|
|
AVLR
2573
CALL
DELISTED
Avalara, Inc.
AVLR
| $4.89M | ﹤0.01% |
65,500
+22,100
| +51% | +$1.8M |
|
2574
PUT
M&T Bank
MTB
$36.7B
| $4.88M | ﹤0.01% |
47,200
-7,900
| -14% | -$1.16M |
|
2575
PUT
Terex
TEX
$7.55B
| $4.88M | ﹤0.01% |
339,700
+305,300
| +888% | +$6.91M |
|
Similar funds
Citadel Advisors's Q1 2020 Portfolio in Review
As of Q1 2020, Citadel Advisors held 10,687 positions worth $222B, down 3.5% from $230B the previous quarter. Its ten largest holdings account for 32% of the portfolio.
Citadel Advisors deployed $36.9B of net new capital in Q1 2020, opening 1,650 new positions and adding to 4,224 existing holdings. Its largest new stake was Invesco QQQ Trust: 2,950,335 shares worth $562M.
By sector, the portfolio is most concentrated in Technology at 4.1% of assets, down from 5.1% a quarter earlier, followed by Healthcare and Industrials.
On the sell side, the largest reduction was Uber, an estimated $503M trimmed.
- Citadel Advisors's largest Q1 2020 buy was Invesco QQQ Trust: 2,950,335 shares worth $562M.
- Citadel Advisors added most to Charter Communications in Q1 2020, an estimated $768M increase.
- Citadel Advisors's biggest Q1 2020 reduction was Uber, cutting an estimated $503M.
- Citadel Advisors fully exited Zayo Group Holdings, Inc. in Q1 2020, selling an estimated $280M.
- Citadel Advisors's ten largest holdings make up 32% of its $222B portfolio in Q1 2020.
- Citadel Advisors opened 1,650 new positions and closed 1,165 in Q1 2020.
- Citadel Advisors's portfolio value fell 3.5% quarter-over-quarter to $222B.
Based on Citadel Advisors's 13F filing for Q1 2020, filed 15 May 2020.