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 | |
|---|---|---|---|---|---|---|
301
CALL
Lam Research
LRCX
$373B
| $108M | 0.05% |
4,515,000
+1,010,000
| +29% | +$29.1M |
|
302
CALL
Amgen
AMGN
$209B
| $108M | 0.05% |
531,200
+25,000
| +5% | +$5.46M |
|
303
PUT
Wells Fargo
WFC
$258B
| $107M | 0.05% |
3,741,200
+454,600
| +14% | +$19.3M |
|
304
CALL
iShares MSCI EAFE ETF
EFA
$78.5B
| $107M | 0.05% |
1,999,800
+1,017,400
| +104% | +$64.6M |
|
|
HZNP
305
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $107M | 0.05% |
3,597,652
+2,230,627
| +163% | +$75.5M |
|
|
HOLX
306
DELISTED
Hologic
HOLX
| $106M | 0.05% |
3,031,934
+1,905,473
| +169% | +$90.7M |
|
307
CALL
Trade Desk
TTD
$8.59B
| $106M | 0.05% |
5,514,000
+457,000
| +9% | +$11.8M |
|
308
Vertex Pharmaceuticals
VRTX
$122B
| $106M | 0.05% |
446,956
-583,879
| -57% | -$134M |
|
309
Hasbro
HAS
$13.4B
| $106M | 0.05% |
1,483,973
+991,418
| +201% | +$85.8M |
|
310
PUT
Procter & Gamble
PG
$335B
| $106M | 0.05% |
964,700
-812,200
| -46% | -$97.5M |
|
|
DFS
311
DELISTED
Discover Financial Services
DFS
| $105M | 0.05% |
2,957,270
+2,950,534
| +43,802% | +$195M |
|
312
PUT
Coca-Cola
KO
$381B
| $105M | 0.05% |
2,371,600
+890,400
| +60% | +$48.1M |
|
313
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
| $104M | 0.05% |
2,127,800
+1,298,000
| +156% | +$76.6M |
|
314
Vulcan Materials
VMC
$35.1B
| $104M | 0.05% |
963,979
+952,921
| +8,617% | +$122M |
|
|
315
Johnson & Johnson
JNJ
$617B
| $104M | 0.05% |
790,824
-2,498,735
| -76% | -$355M |
|
|
TWTR
316
PUT
DELISTED
Twitter, Inc.
TWTR
| $103M | 0.05% |
4,203,000
+1,289,800
| +44% | +$41.7M |
|
317
CALL
Comcast
CMCSA
$84B
| $103M | 0.05% |
2,997,300
+1,421,500
| +90% | +$60M |
|
318
CALL
JD.com
JD
$43.6B
| $102M | 0.05% |
2,530,400
-1,334,900
| -35% | -$53.3M |
|
|
319
Uber
UBER
$143B
| $102M | 0.05% |
3,662,978
-15,286,390
| -81% | -$503M |
|
320
Rio Tinto
RIO
$158B
| $102M | 0.05% |
2,237,007
+1,554,650
| +228% | +$79.8M |
|
321
PUT
AutoZone
AZO
$49.1B
| $102M | 0.05% |
120,300
-144,800
| -55% | -$150M |
|
322
American Electric Power
AEP
$69.5B
| $101M | 0.05% |
1,267,600
-2,329,284
| -65% | -$220M |
|
323
PUT
United Parcel Service
UPS
$89.5B
| $101M | 0.05% |
1,085,100
-28,300
| -3% | -$2.93M |
|
|
NBL
324
DELISTED
Noble Energy, Inc.
NBL
| $101M | 0.05% |
16,736,047
+9,517,460
| +132% | +$153M |
|
325
eHealth
EHTH
$43.8M
| $101M | 0.05% |
716,773
-59,012
| -8% | -$6.77M |
|
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.