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 | |
|---|---|---|---|---|---|---|
1551
PUT
HP
HPQ
$24.9B
| $12M | 0.01% |
692,400
-11,400
| -2% | -$231K |
|
1552
PUT
Motorola Solutions
MSI
$72.3B
| $12M | 0.01% |
90,400
-160,000
| -64% | -$26.8M |
|
1553
Alnylam Pharmaceuticals
ALNY
$27.5B
| $12M | 0.01% |
110,358
+29,585
| +37% | +$3.41M |
|
1554
PUT
Yum! Brands
YUM
$41.8B
| $12M | 0.01% |
175,100
-261,000
| -60% | -$24.4M |
|
|
BSCK
1555
DELISTED
Invesco BulletShares 2020 Corporate Bond ETF
BSCK
| $12M | 0.01% |
+571,032
| New | +$12.1M |
|
1556
CALL
AstraZeneca
AZN
$263B
| $12M | 0.01% |
134,250
+66,450
| +98% | +$6.26M |
|
1557
American Airlines Group
AAL
$10.1B
| $12M | 0.01% |
983,476
+805,736
| +453% | +$18.4M |
|
1558
John Hancock Multifactor Developed International ETF
JHMD
$965M
| $12M | 0.01% |
527,585
+433,331
| +460% | +$11.8M |
|
1559
PUT
Ciena
CIEN
$53.4B
| $12M | 0.01% |
300,800
-175,900
| -37% | -$7.22M |
|
|
JHG
1560
DELISTED
Janus Henderson
JHG
| $12M | 0.01% |
780,900
+693,524
| +794% | +$15.3M |
|
|
PSB
1561
DELISTED
PS Business Parks, Inc.
PSB
| $11.9M | 0.01% |
88,044
+70,395
| +399% | +$10.9M |
|
1562
Advance Auto Parts
AAP
$3.35B
| $11.9M | 0.01% |
127,704
-90,216
| -41% | -$11.7M |
|
1563
Ares Capital
ARCC
$13.5B
| $11.9M | 0.01% |
1,104,133
+756,724
| +218% | +$12.8M |
|
1564
CALL
Dow Inc
DOW
$21.9B
| $11.9M | 0.01% |
406,900
+46,100
| +13% | +$1.96M |
|
1565
First Industrial Realty Trust
FR
$8.73B
| $11.9M | 0.01% |
357,668
-854,014
| -70% | -$33.9M |
|
1566
Fidelity Total Bond ETF
FBND
$26.9B
| $11.9M | 0.01% |
+229,620
| New | +$11.9M |
|
1567
CALL
Royal Bank of Canada
RY
$291B
| $11.9M | 0.01% |
192,800
+125,400
| +186% | +$9.31M |
|
1568
PUT
Cardinal Health
CAH
$53.9B
| $11.8M | 0.01% |
246,900
+13,000
| +6% | +$675K |
|
|
BZUN
1569
PUT
Baozun
BZUN
$167M
| $11.8M | 0.01% |
423,200
+155,700
| +58% | +$4.91M |
|
|
TARO
1570
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
| $11.8M | 0.01% |
192,863
+135,018
| +233% | +$10M |
|
1571
CALL
Agilent Technologies
A
$39.1B
| $11.8M | 0.01% |
164,600
+49,100
| +43% | +$3.94M |
|
|
CXO
1572
CALL
DELISTED
CONCHO RESOURCES INC.
CXO
| $11.8M | 0.01% |
275,100
-155,000
| -36% | -$10.8M |
|
1573
CALL
Baxter International
BAX
$13.5B
| $11.8M | 0.01% |
145,000
+66,600
| +85% | +$5.75M |
|
1574
Guidewire Software
GWRE
$12.6B
| $11.8M | 0.01% |
148,264
+51,945
| +54% | +$5.43M |
|
1575
CALL
Fortinet
FTNT
$119B
| $11.7M | 0.01% |
580,500
-281,500
| -33% | -$6.03M |
|
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.