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 | 2.96% |
| 2 | Healthcare | 2.64% |
| 3 | Financials | 2.22% |
| 4 | Consumer Discretionary | 2.1% |
| 5 | Industrials | 1.71% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
76
PUT
Qualcomm
QCOM
$172B
| $445M | 0.13% |
3,783,600
+1,483,400
| +64% | +$158M |
|
77
PUT
Broadcom
AVGO
$1.81T
| $442M | 0.13% |
12,133,000
-321,000
| -3% | -$10.8M |
|
78
PUT
PayPal
PYPL
$50.3B
| $430M | 0.12% |
2,181,900
+131,600
| +6% | +$24.8M |
|
79
Bristol-Myers Squibb
BMY
$130B
| $428M | 0.12% |
7,105,761
+1,081,490
| +18% | +$65.1M |
|
80
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$47.4B
| $428M | 0.12% |
3,512,500
+419,900
| +14% | +$51.2M |
|
81
CALL
Berkshire Hathaway Class B
BRK.B
$1.11T
| $426M | 0.12% |
2,001,000
-47,100
| -2% | -$9.63M |
|
82
CALL
Home Depot
HD
$343B
| $421M | 0.12% |
1,515,500
+259,000
| +21% | +$70.2M |
|
|
83
CALL
PayPal
PYPL
$50.3B
| $413M | 0.12% |
2,097,600
-194,300
| -8% | -$36.6M |
|
84
PUT
Walmart Inc
WMT
$900B
| $402M | 0.11% |
8,613,600
+2,074,200
| +32% | +$92.2M |
|
85
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$43.1B
| $397M | 0.11% |
2,433,400
-681,300
| -22% | -$113M |
|
86
CALL
Booking.com
BKNG
$154B
| $396M | 0.11% |
5,792,500
-1,745,000
| -23% | -$123M |
|
87
Micron Technology
MU
$927B
| $376M | 0.11% |
8,001,586
+4,713,915
| +143% | +$228M |
|
88
Bank of America
BAC
$439B
| $373M | 0.11% |
15,482,692
+3,030,057
| +24% | +$75.4M |
|
89
Morgan Stanley
MS
$333B
| $372M | 0.11% |
7,691,648
+1,899,156
| +33% | +$95.7M |
|
90
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46B
| $372M | 0.11% |
1,339,700
+331,900
| +33% | +$90.7M |
|
91
Microsoft
MSFT
$2.92T
| $362M | 0.1% |
1,720,499
+173,198
| +11% | +$36.4M |
|
92
CALL
FedEx
FDX
$74B
| $358M | 0.1% |
1,424,700
+638,800
| +81% | +$128M |
|
93
Citigroup
C
$222B
| $357M | 0.1% |
8,291,742
+4,070,749
| +96% | +$203M |
|
|
94
Salesforce
CRM
$149B
| $357M | 0.1% |
1,421,355
+1,416,066
| +26,774% | +$310M |
|
95
CALL
Roku
ROKU
$21.3B
| $351M | 0.1% |
1,860,500
-27,800
| -1% | -$4.4M |
|
96
PUT
Intel
INTC
$435B
| $348M | 0.1% |
6,726,700
+2,649,200
| +65% | +$138M |
|
97
PUT
Gilead Sciences
GILD
$167B
| $344M | 0.1% |
5,444,300
+158,200
| +3% | +$11M |
|
98
PUT
Mercado Libre
MELI
$94.4B
| $339M | 0.1% |
313,500
+35,100
| +13% | +$38.1M |
|
99
CALL
Trade Desk
TTD
$8.89B
| $337M | 0.1% |
6,495,000
+438,000
| +7% | +$20M |
|
100
JPMorgan Chase
JPM
$950B
| $329M | 0.09% |
3,417,418
-469,317
| -12% | -$46.1M |
|
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 3.3% 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 1,264 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.