CITADEL ADVISORS LLC

Q1 2020 13F-HR Holdings

Location
Chicago, IL
Holdings as of
3/31/2020
Date filed
5/15/2020
Form type
13F-HR
Num holdings
9,515
Total value ($000)
$222,476,103
Net value change ($000)
-7,994,060 (-3.5%)
New positions
1034
Sold out positions
813
Turnover %
12.7%
Sector allocation + QoQ delta (equities-only)

Holdings aggregated across other managers listed in the original SEC filing. View detailed breakdown

Prev filing: 2/14/2020 Next filing: 8/14/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
CHTR 682,643 2575.3%
QQQ 561,744 NEW
MCK 393,970 1655.8%
Allergan plc 386,008 178.2%
JCI 307,981 9684.9%
CSX 280,686 3015.9%
DHR 270,023 5848.5%
MSFT 269,346 3961.0%
ALXN 250,666 3301.3%
MTCH 240,630 422.0%
Top Reduces (Value $000, Stocks/ETFs)
RTX -577,571 -83.2%
UBER -461,284 -81.9%
GPN -445,488 -96.0%
C -397,250 -99.0%
UNP -391,438 -94.4%
GS -385,263 -82.6%
JNJ -376,147 -78.4%
AMZN -328,047 -28.9%
LHX -321,081 -47.5%
AEE -320,778 -91.4%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 157,152,210 (70.6% of total reported value)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type