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 | |
|---|---|---|---|---|---|---|
801
PUT
DexCom
DXCM
$33.4B
| $50M | 0.01% |
484,800
-11,600
| -2% | -$1.21M |
|
802
PUT
Estee Lauder
EL
$30.5B
| $49.8M | 0.01% |
228,200
-38,900
| -15% | -$8M |
|
803
CALL
Arista Networks
ANET
$252B
| $49.7M | 0.01% |
3,841,600
+1,073,600
| +39% | +$14.7M |
|
804
PUT
Freeport-McMoran
FCX
$96B
| $49.7M | 0.01% |
3,175,500
+1,451,100
| +84% | +$20.9M |
|
805
PUT
SolarEdge
SEDG
$1.92B
| $49.6M | 0.01% |
208,300
+18,000
| +9% | +$3.46M |
|
806
First American
FAF
$7.48B
| $49.6M | 0.01% |
974,947
+49,345
| +5% | +$2.56M |
|
807
CALL
Edison International
EIX
$27.2B
| $49.5M | 0.01% |
973,400
+829,600
| +577% | +$44.2M |
|
808
PUT
ConocoPhillips
COP
$151B
| $49.5M | 0.01% |
1,505,800
+240,000
| +19% | +$9.09M |
|
809
PUT
CME Group
CME
$97.2B
| $49.4M | 0.01% |
295,200
+19,400
| +7% | +$3.27M |
|
810
nVent Electric
NVT
$28.4B
| $49.3M | 0.01% |
2,788,663
+461,254
| +20% | +$8.63M |
|
811
PUT
Lennar Class A
LEN
$20.8B
| $49.2M | 0.01% |
622,589
+217,136
| +54% | +$15.4M |
|
812
SiriusXM
SIRI
$9.72B
| $49.2M | 0.01% |
918,304
-3,950,554
| -81% | -$227M |
|
813
CALL
Humana
HUM
$46.1B
| $49.2M | 0.01% |
118,900
-48,700
| -29% | -$19.6M |
|
814
Wayfair
W
$13.9B
| $49.2M | 0.01% |
168,966
-334,480
| -66% | -$91.5M |
|
|
PSTH
815
DELISTED
Pershing Square Tontine Holdings, Ltd.
PSTH
| $49.2M | 0.01% |
+2,167,041
| New | +$48.7M |
|
816
CALL
Universal Display
OLED
$4.01B
| $49.1M | 0.01% |
271,700
-42,300
| -13% | -$7.22M |
|
817
PUT
Carnival Corporation Ltd
CCL
$38B
| $48.9M | 0.01% |
3,221,800
+1,617,200
| +101% | +$25M |
|
818
PUT
Constellation Brands
STZ
$22.3B
| $48.9M | 0.01% |
257,800
-117,000
| -31% | -$21.3M |
|
819
CALL
Direxion Daily Technology Bull 3x ETF
TECL
$6.52B
| $48.8M | 0.01% |
1,596,000
+307,000
| +24% | +$8.85M |
|
820
Jack in the Box
JACK
$327M
| $48.7M | 0.01% |
613,796
-93,761
| -13% | -$7.54M |
|
821
Cheniere Energy
LNG
$54.9B
| $48.6M | 0.01% |
1,051,065
+996,011
| +1,809% | +$50.5M |
|
822
NNN REIT
NNN
$8.83B
| $48.5M | 0.01% |
1,404,402
+1,274,656
| +982% | +$45.5M |
|
|
CMRC
823
CALL
Commerce.com Inc Series 1
CMRC
$173M
| $48.2M | 0.01% |
+578,800
| New | +$50.6M |
|
|
FISV
824
PUT
Fiserv Inc
FISV
$27.9B
| $48.1M | 0.01% |
467,200
+402,800
| +625% | +$40.1M |
|
825
PUT
United Rentals
URI
$72.4B
| $48.1M | 0.01% |
275,700
-2,200
| -0.8% | -$370K |
|
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.