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 | |
|---|---|---|---|---|---|---|
5801
PUT
iShares Russell 2000 Value ETF
IWN
$14.6B
| $673K | ﹤0.01% |
8,200
-5,500
| -40% | -$617K |
|
5802
CALL
Lennox International
LII
$14.9B
| $673K | ﹤0.01% |
3,700
-7,300
| -66% | -$1.69M |
|
5803
CALL
Allegion
ALLE
$14.3B
| $672K | ﹤0.01% |
7,300
-8,700
| -54% | -$1.04M |
|
5804
PUT
Avery Dennison
AVY
$13.6B
| $672K | ﹤0.01% |
6,600
+2,700
| +69% | +$331K |
|
5805
CALL
Coca-Cola Europacific Partners
CCEP
$46.9B
| $672K | ﹤0.01% |
17,900
-15,100
| -46% | -$734K |
|
|
CY
5806
PUT
DELISTED
Cypress Semiconductor
CY
| $672K | ﹤0.01% |
28,800
+3,100
| +12% | +$70.9K |
|
5807
PUT
AGCO
AGCO
$7.1B
| $671K | ﹤0.01% |
14,200
+2,600
| +22% | +$165K |
|
|
TWO
5808
PUT
Two Harbors Investment
TWO
$1.26B
| $671K | ﹤0.01% |
44,025
+34,450
| +360% | +$1.76M |
|
|
CCF
5809
DELISTED
Chase Corporation
CCF
| $671K | ﹤0.01% |
8,152
+2,111
| +35% | +$194K |
|
5810
CALL
ProShares UltraShort Russell2000
TWM
$41.4M
| $670K | ﹤0.01% |
1,715
+735
| +75% | +$230K |
|
5811
First Trust Municipal High Income ETF
FMHI
$1.01B
| $669K | ﹤0.01% |
13,625
-16,600
| -55% | -$881K |
|
5812
CALL
KALA BIO
KALA
$15.1M
| $668K | ﹤0.01% |
30
+12
| +67% | +$192K |
|
5813
Dick's Sporting Goods
DKS
$18.3B
| $666K | ﹤0.01% |
31,317
-515,759
| -94% | -$19.8M |
|
5814
PUT
Reliance Steel & Aluminium
RS
$21.8B
| $666K | ﹤0.01% |
7,600
-1,900
| -20% | -$203K |
|
5815
PUT
Progyny
PGNY
$2.05B
| $665K | ﹤0.01% |
+31,400
| New | +$863K |
|
|
TTM
5816
DELISTED
Tata Motors Limited
TTM
| $665K | ﹤0.01% |
140,974
-229,636
| -62% | -$2.3M |
|
5817
PUT
NovaGold Resources
NG
$3.33B
| $664K | ﹤0.01% |
90,000
-14,200
| -14% | -$121K |
|
5818
PUT
Rogers Communications
RCI
$19.1B
| $664K | ﹤0.01% |
16,000
+7,100
| +80% | +$332K |
|
5819
Xtrackers MSCI Emerging Markets Hedged Equity ETF
DBEM
$108M
| $663K | ﹤0.01% |
34,858
-42,118
| -55% | -$934K |
|
5820
Ingersoll Rand
IR
$33B
| $663K | ﹤0.01% |
+26,728
| New | +$849K |
|
5821
Nuveen ESG International Developed Markets Equity ETF
NUDM
$723M
| $663K | ﹤0.01% |
+31,605
| New | +$782K |
|
5822
CALL
Simulations Plus
SLP
$370M
| $663K | ﹤0.01% |
+19,000
| New | +$634K |
|
5823
ProShares UltraShort Consumer Staples
SZK
$9.11M
| $663K | ﹤0.01% |
6,190
+1,895
| +44% | +$177K |
|
5824
Enel Chile
ENIC
$6.17B
| $662K | ﹤0.01% |
+199,446
| New | +$880K |
|
5825
Amplify Online Retail ETF
IBUY
$126M
| $661K | ﹤0.01% |
15,927
-18,988
| -54% | -$934K |
|
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.