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 | 3.54% |
| 2 | Technology | 3.36% |
| 3 | Financials | 2.95% |
| 4 | Consumer Discretionary | 2.92% |
| 5 | Industrials | 2.16% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1526
Vaxcyte
PCVX
$8.64B
| $17.4M | 0.01% |
+549,751
| New | +$17.7M |
|
1527
CALL
Quest Diagnostics
DGX
$25.9B
| $17.4M | 0.01% |
152,300
+63,800
| +72% | +$6.77M |
|
1528
Coherent
COHR
$63.7B
| $17.3M | 0.01% |
367,008
-125,646
| -26% | -$4.98M |
|
1529
Eversource Energy
ES
$27.2B
| $17.3M | 0.01% |
208,061
+179,223
| +621% | +$14.8M |
|
|
1530
CALL
Fidelity National Information Services
FIS
$22.1B
| $17.3M | 0.01% |
129,100
-41,200
| -24% | -$5.41M |
|
1531
CALL
Allstate
ALL
$66.1B
| $17.3M | 0.01% |
178,400
-2,100
| -1% | -$206K |
|
1532
PUT
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.38B
| $17.3M | 0.01% |
101,400
+30,100
| +42% | +$4.59M |
|
1533
MGIC Investment
MTG
$6.39B
| $17.3M | 0.01% |
2,110,477
+1,569,076
| +290% | +$11.7M |
|
|
PMT
1534
PennyMac Mortgage Investment
PMT
$824M
| $17.3M | 0.01% |
985,340
+597,736
| +154% | +$7.17M |
|
1535
JPMorgan Diversified Return International Equity ETF
JPIN
$375M
| $17.3M | 0.01% |
349,566
+279,922
| +402% | +$13.2M |
|
1536
CALL
Fortinet
FTNT
$117B
| $17.2M | 0.01% |
626,500
+46,000
| +8% | +$1.15M |
|
|
LVGO
1537
CALL
DELISTED
Livongo Health, Inc. Common Stock
LVGO
| $17.2M | 0.01% |
228,700
+144,000
| +170% | +$7.54M |
|
1538
CALL
Kohl's
KSS
$2.18B
| $17.1M | 0.01% |
825,600
+448,600
| +119% | +$8.65M |
|
1539
Wintrust Financial
WTFC
$11B
| $17.1M | 0.01% |
392,727
-425,660
| -52% | -$17M |
|
1540
PUT
Ross Stores
ROST
$78.7B
| $17.1M | 0.01% |
200,900
+83,200
| +71% | +$7.54M |
|
|
SCHW
1541
CALL
Charles Schwab
SCHW
$192B
| $17.1M | 0.01% |
507,200
+95,200
| +23% | +$3.41M |
|
1542
Rollins
ROL
$17.4B
| $17.1M | 0.01% |
604,299
+48
| +0% | +$1.28K |
|
1543
BP
BP
$110B
| $17M | 0.01% |
730,934
-1,045,430
| -59% | -$25.1M |
|
1544
Liberty Global Class C
LBTYK
$3.49B
| $17M | 0.01% |
792,245
+778,242
| +5,558% | +$15.5M |
|
1545
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.71B
| $17M | 0.01% |
488,610
+230,920
| +90% | +$7.8M |
|
1546
PUT
Sunrun
RUN
$2.45B
| $17M | 0.01% |
862,300
+560,200
| +185% | +$8.58M |
|
1547
CALL
Agilent Technologies
A
$41.9B
| $17M | 0.01% |
192,400
+27,800
| +17% | +$2.28M |
|
1548
Assurant
AIZ
$13.9B
| $17M | 0.01% |
164,256
-111,316
| -40% | -$11.5M |
|
|
1549
PUT
Allstate
ALL
$66.1B
| $17M | 0.01% |
174,900
+42,800
| +32% | +$4.21M |
|
1550
CALL
iShares MSCI Japan ETF
EWJ
$23.2B
| $16.9M | 0.01% |
308,400
-245,700
| -44% | -$13M |
|
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 3.5% of assets, down from 4.1% a quarter earlier, followed by Technology and Financials.
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.