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 | |
|---|---|---|---|---|---|---|
176
CALL
VanEck Gold Miners ETF
GDX
$22.6B
| $214M | 0.06% |
5,476,000
+196,800
| +4% | +$8.02M |
|
177
PUT
UnitedHealth
UNH
$384B
| $214M | 0.06% |
687,500
-110,200
| -14% | -$33.8M |
|
178
CALL
IBM
IBM
$214B
| $213M | 0.06% |
1,834,789
-61,504
| -3% | -$7.24M |
|
|
IMMU
179
DELISTED
Immunomedics Inc
IMMU
| $213M | 0.06% |
2,506,602
+479,427
| +24% | +$24.2M |
|
180
Lowe's Companies
LOW
$122B
| $209M | 0.06% |
1,259,110
-525,903
| -29% | -$81M |
|
181
CALL
Lockheed Martin
LMT
$133B
| $209M | 0.06% |
544,500
+148,700
| +38% | +$56.7M |
|
182
Danaher
DHR
$140B
| $209M | 0.06% |
1,092,983
-420,349
| -28% | -$74.8M |
|
|
DOCU
183
PUT
DocuSign
DOCU
$11.2B
| $207M | 0.06% |
963,700
+163,500
| +20% | +$33.9M |
|
184
PUT
Twilio
TWLO
$28.8B
| $207M | 0.06% |
837,800
+26,800
| +3% | +$6.61M |
|
|
185
CALL
UnitedHealth
UNH
$384B
| $207M | 0.06% |
663,100
-76,400
| -10% | -$23.5M |
|
186
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.4B
| $203M | 0.06% |
1,509,800
+849,200
| +129% | +$116M |
|
187
CALL
Target
TGT
$66.6B
| $203M | 0.06% |
1,289,700
-24,300
| -2% | -$3.33M |
|
|
ATVI
188
CALL
DELISTED
Activision Blizzard
ATVI
| $202M | 0.06% |
2,500,500
+955,400
| +62% | +$77.5M |
|
189
Equitable Holdings
EQH
$13.2B
| $202M | 0.06% |
11,079,076
-1,688,109
| -13% | -$33.9M |
|
190
Cognizant
CTSH
$26.5B
| $199M | 0.06% |
2,868,271
+84,112
| +3% | +$5.47M |
|
191
Global Payments
GPN
$24.1B
| $197M | 0.06% |
1,109,315
+629,277
| +131% | +$109M |
|
192
PUT
Lam Research
LRCX
$321B
| $196M | 0.06% |
5,904,000
+2,425,000
| +70% | +$83.5M |
|
193
PUT
Morgan Stanley
MS
$324B
| $195M | 0.06% |
4,040,900
-185,500
| -4% | -$9.34M |
|
194
PUT
Beyond Meat
BYND
$274M
| $195M | 0.06% |
1,175,900
-350,900
| -23% | -$47.5M |
|
|
195
PUT
IBM
IBM
$214B
| $195M | 0.06% |
1,678,621
+96,128
| +6% | +$11.3M |
|
196
Chubb
CB
$141B
| $194M | 0.06% |
1,669,921
-560,104
| -25% | -$70.4M |
|
197
PUT
Biogen
BIIB
$30.8B
| $191M | 0.05% |
672,600
+66,800
| +11% | +$18.6M |
|
198
CALL
3M
MMM
$92.4B
| $190M | 0.05% |
1,420,728
+243,505
| +21% | +$32.8M |
|
199
Qorvo
QRVO
$7.97B
| $190M | 0.05% |
1,473,640
+682,252
| +86% | +$84.6M |
|
200
PUT
APA Corp
APA
$12.8B
| $190M | 0.05% |
20,071,400
+19,386,600
| +2,831% | +$266M |
|
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.