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 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$1.04B |
| 2 |
Meta Platforms (Facebook)
META
|
+$742M |
| 3 |
Wells Fargo
WFC
|
+$363M |
| 4 |
Salesforce
CRM
|
+$310M |
| 5 |
Invesco QQQ Trust
QQQ
|
+$281M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$869M |
| 2 |
Apple
AAPL
|
+$693M |
| 3 |
PPLI
People Inc
PPLI
|
+$488M |
| 4 |
Expedia Group
EXPE
|
+$409M |
| 5 |
Charter Communications
CHTR
|
+$370M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 3.04% |
| 2 | Healthcare | 2.79% |
| 3 | Financials | 2.32% |
| 4 | Consumer Discretionary | 2.15% |
| 5 | Industrials | 1.71% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
REGI
2801
DELISTED
Renewable Energy Group, Inc.
REGI
| $5.81M | ﹤0.01% |
108,771
-227,930
| -68% | -$8.01M |
|
2802
CALL
ProShares VIX Mid-Term Futures ETF
VIXM
$94.3M
| $5.8M | ﹤0.01% |
142,700
+80,500
| +129% | +$3.21M |
|
2803
PUT
GSK
GSK
$99.2B
| $5.8M | ﹤0.01% |
123,360
+720
| +0.6% | +$36.1K |
|
2804
PUT
iShares Russell 1000 Value ETF
IWD
$84.2B
| $5.8M | ﹤0.01% |
+49,100
| New | +$5.82M |
|
2805
PUT
AvalonBay Communities
AVB
$26.3B
| $5.79M | ﹤0.01% |
38,800
-9,300
| -19% | -$1.42M |
|
|
BSJL
2806
DELISTED
Invesco BulletShares 2021 High Yield Corporate Bond ETF
BSJL
| $5.78M | ﹤0.01% |
252,074
+49,122
| +24% | +$1.13M |
|
2807
Fair Isaac
FICO
$23.5B
| $5.78M | ﹤0.01% |
13,590
-48,531
| -78% | -$20.6M |
|
|
LSACU
2808
DELISTED
LifeSci Acquisition Corp. Unit 1 COM & 1 WT
LSACU
| $5.78M | ﹤0.01% |
425,000
-589
| -0.1% | -$6.43K |
|
2809
CALL
iShares MSCI Germany ETF
EWG
$1.68B
| $5.78M | ﹤0.01% |
198,400
+4,400
| +2% | +$129K |
|
2810
Nasdaq
NDAQ
$54.2B
| $5.78M | ﹤0.01% |
141,273
+107,715
| +321% | +$4.59M |
|
2811
CALL
Invesco Senior Loan ETF
BKLN
$6.76B
| $5.78M | ﹤0.01% |
265,800
-47,100
| -15% | -$1.02M |
|
|
SPYM
2812
State Street SPDR Portfolio S&P 500 ETF
SPYM
$169B
| $5.78M | ﹤0.01% |
146,841
+122,070
| +493% | +$4.75M |
|
|
DQ
2813
CALL
Daqo New Energy
DQ
$991M
| $5.78M | ﹤0.01% |
213,500
+131,500
| +160% | +$2.92M |
|
2814
Dine Brands
DIN
$447M
| $5.77M | ﹤0.01% |
105,697
+58,396
| +123% | +$2.95M |
|
2815
PUT
PagerDuty
PD
$918M
| $5.77M | ﹤0.01% |
212,700
+79,600
| +60% | +$2.24M |
|
|
SC
2816
PUT
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $5.76M | ﹤0.01% |
316,700
-8,500
| -3% | -$151K |
|
2817
CALL
Children's Place
PLCE
$54.3M
| $5.75M | ﹤0.01% |
203,000
+14,600
| +8% | +$401K |
|
|
JKS
2818
PUT
JinkoSolar
JKS
$877M
| $5.75M | ﹤0.01% |
144,700
-80,100
| -36% | -$1.84M |
|
2819
GoodRx Holdings
GDRX
$1.27B
| $5.75M | ﹤0.01% |
+103,462
| New | +$5.48M |
|
2820
CALL
Bunge Global
BG
$21.8B
| $5.75M | ﹤0.01% |
125,800
-125,300
| -50% | -$5.6M |
|
2821
CALL
Kinross Gold
KGC
$32.4B
| $5.75M | ﹤0.01% |
651,400
-45,900
| -7% | -$397K |
|
|
GNMK
2822
DELISTED
GenMark Diagnostics, Inc
GNMK
| $5.74M | ﹤0.01% |
404,300
-96,441
| -19% | -$1.47M |
|
2823
Ironwood Pharmaceuticals
IRWD
$712M
| $5.74M | ﹤0.01% |
637,946
-47,801
| -7% | -$475K |
|
2824
Global X MLP ETF
MLPA
$2.3B
| $5.73M | ﹤0.01% |
261,017
-65,493
| -20% | -$1.67M |
|
2825
CALL
Watsco Inc
WSO
$12.9B
| $5.73M | ﹤0.01% |
24,600
+21,700
| +748% | +$4.89M |
|
Similar funds
Citadel Advisors's Q3 2020 Portfolio in Review
As of Q3 2020, Citadel Advisors held 11,253 positions worth $353B, up 26% from $280B the previous quarter. Its ten largest holdings account for 36% of the portfolio.
Citadel Advisors deployed $24.6B of net new capital in Q3 2020, opening 1,597 new positions and adding to 4,071 existing holdings. Its largest new stake was iShares MSCI EAFE ETF: 4,016,602 shares worth $256M.
By sector, the portfolio is most concentrated in Technology at 3% of assets, down from 3.4% a quarter earlier, followed by Healthcare and Financials.
On the sell side, the largest reduction was Amazon, an estimated $869M trimmed.
- Citadel Advisors's largest Q3 2020 buy was iShares MSCI EAFE ETF: 4,016,602 shares worth $256M.
- Citadel Advisors added most to State Street SPDR S&P 500 ETF Trust in Q3 2020, an estimated $1.04B increase.
- Citadel Advisors's biggest Q3 2020 reduction was Amazon, cutting an estimated $869M.
- Citadel Advisors fully exited Intel in Q3 2020, selling an estimated $249M.
- Citadel Advisors's ten largest holdings make up 36% of its $353B portfolio in Q3 2020.
- Citadel Advisors opened 1,597 new positions and closed 1,263 in Q3 2020.
- Citadel Advisors's portfolio value rose 26% quarter-over-quarter to $353B.
Based on Citadel Advisors's 13F filing for Q3 2020, filed 16 Nov 2020.