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 |
Amazon
AMZN
|
+$861M |
| 2 |
Apple
AAPL
|
+$417M |
| 3 |
JPMorgan Chase
JPM
|
+$350M |
| 4 |
T-Mobile US
TMUS
|
+$337M |
| 5 |
Aon
AON
|
+$296M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
AGN
Allergan plc
AGN
|
+$603M |
| 2 |
Charter Communications
CHTR
|
+$504M |
| 3 |
Fidelity National Information Services
FIS
|
+$496M |
| 4 |
Invesco QQQ Trust
QQQ
|
+$429M |
| 5 |
Baxter International
BAX
|
+$362M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 3.4% |
| 2 | Technology | 3.32% |
| 3 | Consumer Discretionary | 2.87% |
| 4 | Financials | 2.84% |
| 5 | Industrials | 2.16% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
PUT
Netflix
NFLX
$301B
| $1.14B | 0.41% |
25,146,000
-882,000
| -3% | -$37.5M |
|
27
PUT
NVIDIA
NVDA
$4.77T
| $1.11B | 0.4% |
117,184,000
+8,276,000
| +8% | +$67M |
|
28
PUT
Alphabet (Google) Class C
GOOG
$4.07T
| $1.1B | 0.39% |
15,558,000
-548,000
| -3% | -$37M |
|
29
PUT
Boeing
BA
$175B
| $1.06B | 0.38% |
5,800,900
+1,513,100
| +35% | +$233M |
|
|
30
CALL
Boeing
BA
$175B
| $1.01B | 0.36% |
5,519,900
+1,781,900
| +48% | +$274M |
|
|
31
CALL
Alphabet (Google) Class C
GOOG
$4.07T
| $1.01B | 0.36% |
14,304,000
-4,330,000
| -23% | -$292M |
|
32
CALL
Shopify
SHOP
$169B
| $915M | 0.33% |
9,637,000
+3,080,000
| +47% | +$214M |
|
33
PUT
Alibaba
BABA
$276B
| $877M | 0.31% |
4,066,600
-1,002,000
| -20% | -$209M |
|
|
34
PUT
Shopify
SHOP
$169B
| $869M | 0.31% |
9,158,000
+955,000
| +12% | +$66.3M |
|
35
PUT
Chipotle Mexican Grill
CMG
$43B
| $849M | 0.3% |
40,335,000
+3,575,000
| +10% | +$66.2M |
|
|
36
Apple
AAPL
$4.99T
| $723M | 0.26% |
7,924,516
+5,382,076
| +212% | +$417M |
|
|
37
T-Mobile US
TMUS
$196B
| $706M | 0.25% |
6,779,930
+3,516,463
| +108% | +$337M |
|
38
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $537M | 0.19% |
6,584,700
+3,314,700
| +101% | +$267M |
|
|
39
PUT
JPMorgan Chase
JPM
$950B
| $520M | 0.19% |
5,532,300
+599,000
| +12% | +$56.8M |
|
40
PUT
Booking.com
BKNG
$154B
| $518M | 0.18% |
8,130,000
-2,255,000
| -22% | -$137M |
|
41
PUT
Walt Disney
DIS
$172B
| $515M | 0.18% |
4,618,100
-95,900
| -2% | -$10.6M |
|
42
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$43.1B
| $514M | 0.18% |
3,138,500
-225,000
| -7% | -$37M |
|
|
43
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$43.1B
| $511M | 0.18% |
3,114,700
-514,900
| -14% | -$84.8M |
|
44
PUT
Bank of America
BAC
$439B
| $508M | 0.18% |
21,385,600
+9,693,600
| +83% | +$229M |
|
|
45
CALL
Chipotle Mexican Grill
CMG
$43B
| $503M | 0.18% |
23,890,000
+300,000
| +1% | +$5.55M |
|
46
PUT
Mastercard
MA
$497B
| $494M | 0.18% |
1,669,600
+255,100
| +18% | +$71.9M |
|
47
CALL
Advanced Micro Devices
AMD
$741B
| $493M | 0.18% |
9,374,200
-4,585,600
| -33% | -$243M |
|
|
48
CALL
Booking.com
BKNG
$154B
| $480M | 0.17% |
7,537,500
-290,000
| -4% | -$17.7M |
|
49
CALL
Visa
V
$697B
| $477M | 0.17% |
2,470,200
-737,500
| -23% | -$135M |
|
|
XYZ
50
PUT
Block Inc
XYZ
$49.5B
| $467M | 0.17% |
4,445,500
+480,100
| +12% | +$36.8M |
|
Similar funds
Citadel Advisors's Q2 2020 Portfolio in Review
As of Q2 2020, Citadel Advisors held 11,014 positions worth $280B, up 26% from $222B the previous quarter. Its ten largest holdings account for 32% of the portfolio.
Citadel Advisors withdrew a net $9.91B in Q2 2020, closing 1,324 positions and reducing 3,586 holdings. Its most notable exit was Allergan plc, an estimated $603M position sold in full.
By sector, the portfolio is most concentrated in Healthcare at 3.4% of assets, down from 4% a quarter earlier, followed by Technology and Consumer Discretionary.
Against the trend, Citadel Advisors opened a new position in Becton Dickinson worth $266M.
- Citadel Advisors's largest Q2 2020 buy was Becton Dickinson: 1,140,373 shares worth $266M.
- Citadel Advisors added most to Amazon in Q2 2020, an estimated $861M increase.
- Citadel Advisors's biggest Q2 2020 reduction was Charter Communications, cutting an estimated $504M.
- Citadel Advisors fully exited Allergan plc in Q2 2020, selling an estimated $603M.
- Citadel Advisors's ten largest holdings make up 32% of its $280B portfolio in Q2 2020.
- Citadel Advisors opened 1,506 new positions and closed 1,324 in Q2 2020.
- Citadel Advisors's portfolio value rose 26% quarter-over-quarter to $280B.
Based on Citadel Advisors's 13F filing for Q2 2020, filed 14 Aug 2020.