CITADEL ADVISORS LLC

Q3 2020 13F-HR Holdings

Location
Chicago, IL
Holdings as of
9/30/2020
Date filed
11/16/2020
Form type
13F-HR
Num holdings
9,988
Total value ($000)
$352,523,069
Net value change ($000)
+72,090,228 (25.7%)
New positions
937
Sold out positions
905
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: 8/14/2020 Next filing: 2/16/2021 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
SPY 1,047,517 11243.1%
META 754,115 17739.7%
CRM 356,224 35945.9%
WFC 337,238 309.9%
QQQ 318,849 124.5%
NVDA 314,832 171.4%
CMCSA 297,476 3512.5%
MTCH 274,351 NEW
EFA 255,657 NEW
VRTX 248,177 NEW
Top Reduces (Value $000, Stocks/ETFs)
AMZN -567,252 -26.7%
AAPL -540,436 -74.8%
MTCH -428,910 -100.0%
EXPE -373,972 -99.6%
CHTR -318,990 -99.1%
ABBV -294,957 -87.5%
INTC -286,254 -100.0%
YUM -280,731 -99.5%
AON -264,558 -84.8%
HOLX -261,618 -89.5%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 276,547,202 (78.4% 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