WhaleCreep

Citadel Advisors LLC 13F holdings, Q3 2020

Hedge fundSEC filingsCompare with another fundHoldings as of 2020-09-30, filed 2020-11-16

Citadel Advisors LLC disclosed 4592 US equity positions worth $76.0bn in its Q3 2020 13F filing. Its largest position is AMZN at 2.0% of the reported book, followed by SPY and TESLA INC. Versus Q2 2020 it opened 965 new positions, added to 1699, reduced 1857 and exited 936.

$76.0bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
4,592
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
2.0%
Largest position
The largest single position as a share of the reported equity book.
9.9%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
394
Effective positions
1 / HHI of portfolio weights: the number of equal-weight positions the book behaves like.
52
Quarters on file since Q3 2013
Quarters for which this manager's 13F holdings are on record.

Holdings

Against Q2 2020: 965 new, 1699 added, 1857 reduced, 936 exited

50 of 4,592
AMZN AMAZON COM INCConsumer Cyclical2.0%$1.6bn494,435−36%reduced
SPY SPDR S&P 500 ETF Trust–1.4%$1.1bn3.16m+10344%added
TESLA INC no ticker–1.1%$863m124.78m+8.3%added
META META PLATFORMS INCCommunication Services1.0%$758m2.90m+15369%added
ATVIEUR ACTIVISION BLIZZARD INC–0.8%$626m7.73m+44%added
QQQ INVESCO QQQ TR–0.8%$575m2.07m+100%added
TELADOC HEALTH INC no ticker–0.7%$563m137.65m+11%added
DEXCOM INC no ticker–0.7%$531m209.32m−3.9%reduced
NVDA NVIDIA CORPORATIONTechnology0.7%$499m921,164+90%added
TMUS T-MOBILE US INCCommunication Services0.6%$475m4.15m−39%reduced
INSULET CORP no ticker–0.6%$450m175.88m−2.8%reduced
ADBE ADOBE INCTechnology0.6%$447m911,695+62%added
WFC WELLS FARGO & COFinancial Services0.6%$446m18.97m+346%added
BMY BRISTOL-MYERS SQUIBB COHealthcare0.6%$428m7.11m+18%added
MU MICRON TECHNOLOGY INCTechnology0.5%$376m8.00m+143%added
BAC BANK OF AMER CORPFinancial Services0.5%$373m15.48m+24%added
MS MORGAN STANLEYFinancial Services0.5%$372m7.69m+33%added
MSFT MICROSOFT CORPTechnology0.5%$362m1.72m+11%added
C CITIGROUP INCFinancial Services0.5%$357m8.29m+96%added
CRM SALESFORCE INCTechnology0.5%$357m1.42m+26774%added
NIO INC no ticker–0.5%$355m149.15m+12%added
JPM JPMORGAN CHASE & COFinancial Services0.4%$329m3.42m−12%reduced
TERADYNE INC no ticker–0.4%$328m128.43m+2.4%added
CMCSA COMCAST CORP NEWCommunication Services0.4%$306m6.61m+2944%added
WU WESTERN UN COFinancial Services0.4%$299m13.93m+57%added
GLD SPDR GOLD TRUST–0.4%$290m1.64m+171%added
MDT Medtronic PlcHealthcare0.4%$288m2.77m−1.2%reduced
WDAY WORKDAY INCTechnology0.4%$285m1.32m+163%added
DD DUPONT DE NEMOURS INCBasic Materials0.4%$282m5.09m+13%added
CSX CSX CORPIndustrials0.4%$279m3.59m+247%added
MTCH MATCH GROUP INC NEWCommunication Services0.4%$274m2.48m+103%added
ABT ABBOTT LABORATORIESHealthcare0.4%$274m2.52m+39%added
PG PROCTER & GAMBLE COConsumer Defensive0.4%$267m1.92m−40%reduced
LVS LAS VEGAS SANDS CORPConsumer Cyclical0.3%$262m5.62m+24%added
EFA ISHARES TR–0.3%$256m4.02m–new
VRTX VERTEX PHARMACEUTICALS INCHealthcare0.3%$248m912,012–new
PM PHILIP MORRIS INTL INCConsumer Defensive0.3%$247m3.30m+4961%added
EXMOC EXXON MOBIL CORP–0.3%$246m7.17m+962%added
SNOW SNOWFLAKE INCTechnology0.3%$244m1.00m–new
JCI JOHNSON CONTROLS INTERNATIONIndustrials0.3%$242m5.92m+15%added
BABA ALIBABA GROUP HLDG LTDConsumer Cyclical0.3%$240m817,151−10%reduced
OMC OMNICOM GROUP INCCommunication Services0.3%$230m4.65m+2.5%added
OPTU OPTIMUM COMMUNICATIONS INCCommunication Services0.3%$223m8.59m+75%added
IQV IQVIA HLDGS INCHealthcare0.3%$221m1.40m+18%added
IEMG ISHARES INC–0.3%$221m4.18m−30%reduced
LYFT LYFT INCTechnology0.3%$220m7.97m+9796%added
ALL ALLSTATE CORPFinancial Services0.3%$219m2.33m−30%reduced
AME AMETEK INCIndustrials0.3%$217m2.19m−23%reduced
AZO AUTOZONE INCConsumer Cyclical0.3%$215m182,633+62%added
MCD MCDONALDS CORPConsumer Cyclical0.3%$215m977,282+334%added

Exited since Q2 2020

936 rows
SEA LTD no ticker0.8%$553m
IACIEUR IAC INTERACTIVECORP0.6%$429m
INTC INTEL CORP0.4%$286m
SBAC SBA COMMUNICATIONS CORP0.3%$223m
SERVICENOW INC no ticker0.3%$210m
RESTORATION HARDWARE HLDGS I no ticker0.2%$160m
SQUARE INC no ticker0.2%$151m
WORKDAY INC no ticker0.2%$150m
VEA VANGUARD TAX-MANAGED FDS0.1%$90.9m
LOGMEUR LOGMEIN INC0.1%$84.8m
VXUS VANGUARD STAR FDS0.1%$77.2m
MSM MSC INDL DIRECT INC0.1%$74.7m
IBERIABANK CORP no ticker0.1%$73.2m
SAIC SCIENCE APPLICATIONS INTL CO0.09%$67.5m
PERFICIENT INC no ticker0.09%$64.8m
ISTB ISHARES TR0.09%$62.5m
CHEGG INC no ticker0.09%$62.3m
BARCLAYS BANK PLC no ticker0.08%$62.1m
BRK/B BERKSHIRE HATHAWAY INC DEL0.08%$61.8m
TESLA INC no ticker0.08%$59.7m
DISH NETWORK CORPORATION no ticker0.07%$53.3m
TFC TRUIST FINL CORP0.07%$52.9m
PRNB PRINCIPIA BIOPHARMA INC0.07%$47.9m
ESGE ISHARES INC0.06%$45.6m
SCHF SCHWAB STRATEGIC TR0.06%$45.5m
USHY ISHARES TR0.06%$44.7m
OKTA INC no ticker0.06%$42.8m
LQD ISHARES TR0.06%$40.8m
ACWV ISHARES INC0.05%$39.0m
PLD PROLOGIS INC.0.05%$37.1m
SPAB SPDR SERIES TRUST0.05%$37.1m
BBL BHP GROUP PLC0.05%$37.0m
TIP ISHARES TR0.05%$34.6m
INDA ISHARES TR0.05%$33.7m
SYY SYSCO CORP0.04%$31.6m
JPST J P MORGAN EXCHANGE TRADED F0.04%$30.0m
PPG PPG INDS INC0.04%$28.2m
SPSB SPDR SERIES TRUST0.04%$28.1m
GAIN CAP HLDGS INC no ticker0.04%$26.7m
VT VANGUARD INTL EQUITY INDEX F0.04%$26.1m
IGIB ISHARES TR0.03%$24.0m
STWD STARWOOD PPTY TR INC0.03%$22.7m
TXT TEXTRON INC0.03%$22.5m
BRX BRIXMOR PPTY GROUP INC0.03%$22.0m
RADIUS HEALTH INC no ticker0.03%$20.8m
TUTOR PERINI CORP no ticker0.03%$19.8m
IYT ISHARES TR0.03%$19.7m
JANUS HENDERSON GROUP PLC no ticker0.03%$19.4m
SSR MINING IN no ticker0.03%$19.0m
MICROCHIP TECHNOLOGY INC. no ticker0.03%$18.9m

Sector mix

  • Unclassified34.6%
  • Technology11.5%
  • Healthcare10.0%
  • Consumer Cyclical9.5%
  • Financial Services9.4%
  • Industrials7.2%
  • Communication Services4.5%
  • Consumer Defensive3.7%
  • Real Estate3.0%
  • Utilities2.4%
  • Basic Materials2.3%
  • Energy1.9%

Book over time

Every quarter on file (52)
QuarterPositionsEquity book
Q2 20266,326$174bn
Q1 20265,984$141bn
Q4 20255,849$147bn
Q3 20255,853$125bn
Q2 20255,726$115bn
Q1 20255,837$102bn
Q4 20245,886$108bn
Q3 20245,676$95.8bn
Q2 20245,787$102bn
Q1 20246,011$104bn
Q4 20235,784$99.3bn
Q3 20235,787$92.5bn
Q2 20235,712$89.7bn
Q1 20235,834$91.5bn
Q4 20225,995$86.5bn
Q3 20225,785$80.3bn
Q2 20225,923$73.5bn
Q1 20226,238$86.9bn
Q4 20216,355$93.2bn
Q3 20216,306$90.3bn
Q2 20216,328$96.5bn
Q1 20216,193$95.1bn
Q4 20205,004$89.3bn
Q3 20204,592$76.0bn
Q2 20204,563$73.1bn
Q1 20204,785$65.3bn
Q4 20194,561$82.5bn
Q3 20194,602$79.6bn
Q2 20194,583$81.2bn
Q1 20194,468$74.4bn
Q4 20184,438$65.3bn
Q3 20184,218$83.1bn
Q2 20184,114$75.6bn
Q1 20183,920$66.2bn
Q4 20173,819$74.6bn
Q3 20173,596$62.5bn
Q2 20173,590$57.6bn
Q1 20173,603$56.4bn
Q4 20163,515$44.2bn
Q3 20163,511$46.6bn
Q2 20163,305$41.9bn
Q1 20163,273$38.8bn
Q4 20153,854$55.7bn
Q3 20153,963$63.4bn
Q2 20153,760$70.4bn
Q1 20153,712$66.9bn
Q4 20143,787$61.4bn
Q3 20143,495$55.5bn
Q2 20143,424$52.7bn
Q1 20143,568$50.3bn
Q4 20133,053$49.3bn
Q3 20132,921$42.0bn

Where Citadel Advisors LLC was early

2 rows
SPY STATE STR SPDR S&P 500 ETF TQ1 201415 of 2670.01%3.0%50Held at last filing, Q2 2026+299%
IVV ISHARES TRQ4 20148 of 830.03%7.6%29Held at last filing, Q2 2026+262%

Concentration and tenure

1.4%
Median largest position, all quarters
The largest single position as a share of the reported equity book.
8.3%
Median top 10 weight, all quarters
The ten largest positions together, as a share of the reported equity book.
Diversified
Style, by median largest position
3
Median completed holding, quarters