CITADEL ADVISORS LLC

Q2 2020 13F-HR Holdings

Location
Chicago, IL
Holdings as of
6/30/2020
Date filed
8/14/2020
Form type
13F-HR
Num holdings
9,686
Total value ($000)
$280,432,841
Net value change ($000)
+57,956,738 (26.1%)
New positions
824
Sold out positions
1030
Turnover %
13.5%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 5/15/2020 Next filing: 11/16/2020 SEC filing

Snapshot: Change Analysis

Compared to Q1 2020
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)
AMZN 1,317,931 163.5%
AAPL 561,087 347.1%
TMUS 432,324 157.9%
JPM 347,691 1943.0%
AON 311,961 NEW
BAC 292,314 8507.4%
BMY 280,601 381.1%
IEMG 278,633 5034.0%
BDX 266,202 NEW
SIRI 231,038 421.9%
Top Reduces (Value $000, Stocks/ETFs)
Allergan plc -602,572 -100.0%
FIS -441,779 -70.4%
CHTR -387,127 -54.6%
BAX -336,399 -97.0%
LQD -307,040 -88.3%
QQQ -305,597 -54.4%
MCK -284,302 -68.1%
BSX -279,059 -98.9%
BND -242,925 -100.0%
BIV -241,188 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 207,291,861 (73.9% 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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type