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 | |
|---|---|---|---|---|---|---|
1376
CarMax
KMX
$8.5B
| $22.7M | 0.01% |
247,511
+235,509
| +1,962% | +$23.5M |
|
1377
PUT
Invesco Senior Loan ETF
BKLN
$6.76B
| $22.7M | 0.01% |
1,044,900
+794,800
| +318% | +$17.3M |
|
|
SMAR
1378
DELISTED
Smartsheet Inc.
SMAR
| $22.7M | 0.01% |
459,200
+434,020
| +1,724% | +$21M |
|
1379
Pentair
PNR
$10.6B
| $22.6M | 0.01% |
493,902
-266,552
| -35% | -$11.6M |
|
1380
CALL
Fortinet
FTNT
$117B
| $22.6M | 0.01% |
959,000
+332,500
| +53% | +$8.59M |
|
1381
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$24.7B
| $22.6M | 0.01% |
1,337,280
-752,925
| -36% | -$11.7M |
|
1382
CALL
ConocoPhillips
COP
$152B
| $22.6M | 0.01% |
687,200
-285,700
| -29% | -$10.8M |
|
1383
PUT
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.32B
| $22.6M | 0.01% |
216,300
+57,200
| +36% | +$5.98M |
|
1384
PUT
FMC
FMC
$1.27B
| $22.5M | 0.01% |
212,600
+177,300
| +502% | +$19M |
|
1385
Highwoods Properties
HIW
$3.48B
| $22.5M | 0.01% |
670,015
+396,773
| +145% | +$14.6M |
|
1386
Zoom
ZM
$31.1B
| $22.5M | 0.01% |
47,802
-197,044
| -80% | -$63M |
|
1387
PUT
PPG Industries
PPG
$25.4B
| $22.5M | 0.01% |
183,900
-118,800
| -39% | -$13.9M |
|
1388
CALL
AGNC Investment
AGNC
$13B
| $22.4M | 0.01% |
1,608,400
+255,300
| +19% | +$3.51M |
|
1389
PUT
Air Products & Chemicals
APD
$68.8B
| $22.4M | 0.01% |
75,100
-20,800
| -22% | -$5.98M |
|
1390
Nice
NICE
$5.99B
| $22.3M | 0.01% |
+98,438
| New | +$20.9M |
|
1391
CALL
Vanguard Real Estate ETF
VNQ
$39.2B
| $22.3M | 0.01% |
282,800
-143,300
| -34% | -$11.5M |
|
1392
MSCI
MSCI
$41.4B
| $22.3M | 0.01% |
62,557
-43,156
| -41% | -$15.7M |
|
1393
AerCap
AER
$24B
| $22.3M | 0.01% |
884,344
-1,384,856
| -61% | -$40.1M |
|
1394
CALL
Cardinal Health
CAH
$54.7B
| $22.2M | 0.01% |
473,000
+150,800
| +47% | +$7.74M |
|
1395
PUT
Linde
LIN
$223B
| $22.2M | 0.01% |
93,100
-47,100
| -34% | -$11.4M |
|
|
ITOS
1396
DELISTED
iTeos Therapeutics
ITOS
| $22.2M | 0.01% |
+898,289
| New | +$24.2M |
|
|
1397
CALL
MSCI
MSCI
$41.4B
| $22.2M | 0.01% |
62,100
+29,700
| +92% | +$10.8M |
|
1398
Markel Group
MKL
$22.9B
| $22.2M | 0.01% |
22,751
+21,498
| +1,716% | +$21.8M |
|
|
GAP
1399
CALL
The Gap Inc
GAP
$7.42B
| $22.1M | 0.01% |
1,300,400
+534,200
| +70% | +$7.96M |
|
|
IRBT
1400
PUT
DELISTED
iRobot
IRBT
| $22.1M | 0.01% |
291,600
-119,200
| -29% | -$9.18M |
|
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.