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 | |
|---|---|---|---|---|---|---|
|
Y
1951
DELISTED
Alleghany Corp
Y
| $12.1M | ﹤0.01% |
23,253
-22,157
| -49% | -$11.6M |
|
1952
CALL
Check Point Software Technologies
CHKP
$13.4B
| $12.1M | ﹤0.01% |
100,400
-8,400
| -8% | -$1.02M |
|
|
JOBS
1953
DELISTED
51job Inc
JOBS
| $12.1M | ﹤0.01% |
154,850
+149,569
| +2,832% | +$10.4M |
|
1954
CALL
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.38B
| $12.1M | ﹤0.01% |
64,100
+22,900
| +56% | +$4.23M |
|
|
VSLR
1955
DELISTED
VIVINT SOLAR, INC.
VSLR
| $12.1M | ﹤0.01% |
+284,645
| New | +$7.34M |
|
1956
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$273M
| $12.1M | ﹤0.01% |
+242
| New | +$14.5M |
|
|
THS
1957
PUT
DELISTED
Treehouse Foods
THS
| $12.1M | ﹤0.01% |
297,300
+284,600
| +2,241% | +$12.1M |
|
|
HDS
1958
DELISTED
HD Supply Holdings, Inc.
HDS
| $12M | ﹤0.01% |
292,062
-45,927
| -14% | -$1.76M |
|
1959
Valvoline
VVV
$4.36B
| $12M | ﹤0.01% |
631,623
+474,926
| +303% | +$9.81M |
|
1960
PUT
iShares MBS ETF
MBB
$39.1B
| $12M | ﹤0.01% |
108,800
+40,300
| +59% | +$4.46M |
|
1961
PUT
Chegg
CHGG
$87.5M
| $12M | ﹤0.01% |
168,000
-135,200
| -45% | -$9.95M |
|
1962
Harley-Davidson
HOG
$2.89B
| $12M | ﹤0.01% |
488,671
+67,598
| +16% | +$1.82M |
|
1963
PUT
FirstEnergy
FE
$27.4B
| $12M | ﹤0.01% |
416,900
+301,100
| +260% | +$9.45M |
|
|
DNKN
1964
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $12M | ﹤0.01% |
145,955
-1,993,286
| -93% | -$144M |
|
1965
CALL
Nutanix
NTNX
$18B
| $11.9M | ﹤0.01% |
537,900
-7,100
| -1% | -$162K |
|
|
ANSS
1966
PUT
DELISTED
Ansys
ANSS
| $11.9M | ﹤0.01% |
36,400
+9,700
| +36% | +$3.04M |
|
1967
CALL
Quest Diagnostics
DGX
$25.9B
| $11.9M | ﹤0.01% |
104,000
-48,300
| -32% | -$5.71M |
|
1968
CALL
CryoPort
CYRX
$772M
| $11.9M | ﹤0.01% |
251,000
+158,800
| +172% | +$6.43M |
|
|
CS
1969
DELISTED
Credit Suisse Group
CS
| $11.9M | ﹤0.01% |
1,193,079
+816,689
| +217% | +$8.75M |
|
1970
CALL
Direxion Daily S&P Biotech Bull 3X ETF
LABU
$629M
| $11.9M | ﹤0.01% |
11,100
-3,945
| -26% | -$4.52M |
|
1971
CALL
CarMax
KMX
$8.5B
| $11.8M | ﹤0.01% |
128,800
-84,700
| -40% | -$8.46M |
|
1972
PUT
Zebra Technologies
ZBRA
$17.8B
| $11.8M | ﹤0.01% |
46,800
+1,300
| +3% | +$350K |
|
1973
CALL
Dave & Buster's
PLAY
$354M
| $11.8M | ﹤0.01% |
779,200
+233,600
| +43% | +$3.45M |
|
|
SWAV
1974
DELISTED
Shockwave Medical, Inc. Common Stock
SWAV
| $11.8M | ﹤0.01% |
155,558
-336,192
| -68% | -$19.1M |
|
|
1975
CryoPort
CYRX
$772M
| $11.8M | ﹤0.01% |
248,595
+149,256
| +150% | +$6.04M |
|
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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.