CITADEL ADVISORS LLC Q1 2016 Filing
Filed May 13, 2016
Portfolio Value
$79.3T
Holdings
6,810
Report Date
Q1 2016
Filing Type
13F-HR
All Holdings (6,810 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TRUST | 31,625,150 | $6.5T | 8.20% | Put |
| 2 | STTSPDR S&P 500 ETF TRUST | 13,867,100 | $2.9T | 3.60% | Call |
| 3 | AQLTISHARES RUSSELL 2000 ETF | 10,051,600 | $1.1T | 1.40% | Put |
| 4 | —PRICELINE GROUP INC/THE | 708,000 | $912.6B | 1.15% | Put |
| 5 | AMZNAMAZON COM INC CMN STOCK | 1,383,960 | $821.6B | 1.04% | Put |
| 6 | —PRICELINE GROUP INC/THE | 598,000 | $770.8B | 0.97% | Call |
| 7 | —AMAZON COM INC CMN STOCK | 1,190,700 | $706.8B | 0.89% | Call |
| 8 | VRSN 3.25 08/15/37VERISIGN INC 3.25% CB DUE 08/15/2037 - REGISTERED | 248,227,000 | $642.0B | 0.81% | |
| 9 | AQLTISHARES RUSSELL 2000 ETF | 5,040,700 | $557.6B | 0.70% | Call |
| 10 | METAFACEBOOK INC-A | 4,473,002 | $510.4B | 0.64% | |
| 11 | —POWERSHARES QQQ NASDAQ 100 | 4,569,800 | $499.0B | 0.63% | Call |
| 12 | AAPLAPPLE INC | 4,131,150 | $450.3B | 0.57% | Put |
| 13 | GOOGLALPHABET INC-CL A | 558,900 | $426.4B | 0.54% | Call |
| 14 | AAPLAPPLE INC | 3,745,690 | $408.2B | 0.52% | Call |
| 15 | GOOGLALPHABET INC-CL C | 538,000 | $400.8B | 0.51% | Put |
| 16 | GOOGLALPHABET INC-CL A | 513,300 | $391.6B | 0.49% | Put |
| 17 | GOOGLALPHABET INC-CL C | 484,400 | $360.9B | 0.46% | Call |
| 18 | HDHOME DEPOT COMMON HD | 2,694,635 | $359.5B | 0.45% | |
| 19 | —FACEBOOK INC-A | 3,118,000 | $355.8B | 0.45% | Call |
| 20 | VVISA INC-CLASS A SHRS | 4,310,226 | $329.6B | 0.42% | |
| 21 | —YAHOO! INC CMN STOCK | 8,939,418 | $329.1B | 0.42% | |
| 22 | BMYBRISTOL MYERS SQUIBB CO | 5,020,455 | $320.7B | 0.40% | |
| 23 | GLDSPDR GOLD TRUST | 2,714,000 | $319.2B | 0.40% | Call |
| 24 | TSLATESLA MOTORS INC | 1,379,200 | $316.9B | 0.40% | Put |
| 25 | GOOGLALPHABET INC-CL A | 393,778 | $300.4B | 0.38% | |
| 26 | TSLATESLA MOTORS INC | 1,248,400 | $286.8B | 0.36% | Call |
| 27 | METAFACEBOOK INC-A | 2,506,700 | $286.0B | 0.36% | Put |
| 28 | —POWERSHARES QQQ NASDAQ 100 | 2,603,700 | $284.3B | 0.36% | Put |
| 29 | HONHONEYWELL INTERNATIONAL INC CMN STK | 2,467,564 | $276.5B | 0.35% | |
| 30 | SYFSYNCHRONY FINANCIAL | 9,309,807 | $266.8B | 0.34% | |
| 31 | CMGCHIPOTLE MEXICAN GRILL INC COMMON STOCK | 554,200 | $261.0B | 0.33% | Call |
| 32 | GLDSPDR GOLD TRUST | 2,218,100 | $260.8B | 0.33% | Put |
| 33 | CMCSACOMCAST CORP - CL A CMN SHRS | 4,187,542 | $255.8B | 0.32% | |
| 34 | CMGCHIPOTLE MEXICAN GRILL INC COMMON STOCK | 533,108 | $251.1B | 0.32% | |
| 35 | —SPDR DJIA TRUST | 1,406,700 | $248.5B | 0.31% | Put |
| 36 | AVGOBROADCOM LTD | 1,598,854 | $247.0B | 0.31% | |
| 37 | INTUINTUIT INC | 2,371,838 | $246.7B | 0.31% | |
| 38 | BKNGPRICELINE GROUP INC/THE | 179,085 | $230.8B | 0.29% | |
| 39 | LOWLOWE'S COMPANIES COMMON STOCK | 3,043,780 | $230.6B | 0.29% | |
| 40 | PEPPEPSICO INC | 2,213,797 | $226.9B | 0.29% | |
| 41 | —SPDR DJIA TRUST | 1,263,300 | $223.1B | 0.28% | Call |
| 42 | DHRDANAHER CORP CMN STK | 2,267,165 | $215.1B | 0.27% | |
| 43 | CMGCHIPOTLE MEXICAN GRILL INC COMMON STOCK | 456,200 | $214.9B | 0.27% | Put |
| 44 | BAXBAXTER INTL INC | 5,222,320 | $214.5B | 0.27% | |
| 45 | TWXCHFTIME WARNER INC CMN STK | 2,898,751 | $210.3B | 0.27% | |
| 46 | LRCXEURLAM RESEARCH COMMON STOCK | 2,518,415 | $208.0B | 0.26% | |
| 47 | —JETBLUE AIRWAYS CORPORATION 6.75% CB 10/15/2039 B | 47,088,000 | $203.8B | 0.26% | |
| 48 | AMGAFFILIATED MANAGERS GRP INC CMN STOCK | 1,219,940 | $198.1B | 0.25% | |
| 49 | RTN1USDRAYTHEON COMPANY | 1,593,540 | $195.4B | 0.25% | |
| 50 | AMTAMERICAN TOWER CORP - CL A | 1,869,815 | $191.4B | 0.24% | |
| 51 | AAPLAPPLE INC | 1,726,538 | $188.2B | 0.24% | |
| 52 | BMRNBIOMARIN PHARMACEUTICAL INC CMN STOCK | 2,194,875 | $181.0B | 0.23% | |
| 53 | VRSNVERISIGN INC CMN STOCK | 2,005,252 | $177.5B | 0.22% | |
| 54 | CRMSALESFORCE.COM INC COMMON STOCK | 2,398,273 | $177.1B | 0.22% | |
| 55 | ISRGINTUITIVE SURGICAL INC CMN STK | 290,642 | $174.7B | 0.22% | |
| 56 | —MOLINA HEALTHCARE INC 1.125% CB 01/15/2020-REGISTE | 106,000,000 | $174.6B | 0.22% | |
| 57 | PXDEURPIONEER NATURAL RESOURCES CO | 1,231,778 | $173.4B | 0.22% | |
| 58 | —JARDEN CORP 1.875% CB 09/15/2018-REGISTERED | 92,000,000 | $172.7B | 0.22% | |
| 59 | SPYSPDR S&P 500 ETF TRUST | 781,242 | $160.6B | 0.20% | |
| 60 | BKTHE BANK OF NEW YORK MELLON CORP | 4,301,826 | $158.4B | 0.20% | |
| 61 | —NVIDIA 1% CB 12/01/2018-REGISTERED | 86,584,000 | $154.6B | 0.20% | |
| 62 | TJXTJX COMPANIES INC | 1,956,953 | $153.3B | 0.19% | |
| 63 | TAPMOLSON COORS BREWING COMPANY COMMON STOCK CLASS B | 1,569,635 | $151.0B | 0.19% | |
| 64 | HASHASBRO 94 CMN STOCK | 1,875,316 | $150.2B | 0.19% | |
| 65 | TRVCCITIGROUP INC. COMMON STOCK (WAS TRV) | 3,591,799 | $150.0B | 0.19% | |
| 66 | NFLXNETFLIX.COM INC COMMON STK | 1,451,000 | $148.3B | 0.19% | Put |
| 67 | CAGCONAGRA FOODS INC CMN STK | 3,300,389 | $147.3B | 0.19% | |
| 68 | CVXCHEVRON CORP CMN STOCK | 1,539,800 | $146.9B | 0.19% | Call |
| 69 | ABTABBOTT LABS | 3,495,623 | $146.2B | 0.18% | |
| 70 | NWLNEWELL RUBBERMAID INC CMN STOCK | 3,252,064 | $144.0B | 0.18% | |
| 71 | NFLXNETFLIX.COM INC COMMON STK | 1,404,900 | $143.6B | 0.18% | Call |
| 72 | —SPANSION 2% CB 09/01/2020-REGISTERED | 83,883,000 | $142.0B | 0.18% | |
| 73 | KHCKRAFT HEINZ CO/THE | 1,790,779 | $140.7B | 0.18% | |
| 74 | ETRAE*TRADE FINANCIAL CORP COMMON STOCK | 5,715,881 | $140.0B | 0.18% | |
| 75 | —IBM COMMON STOCK | 906,600 | $137.3B | 0.17% | Call |
| 76 | SNDK 1.5 08/15/17SANDISK CORP 1.5% CB 08/15/2017-REGISTERED | 86,706,000 | $136.8B | 0.17% | |
| 77 | VMCVULCAN MATERIALS CO CMN STK | 1,276,975 | $134.8B | 0.17% | |
| 78 | —MEAD JOHNSON NUTRITION CO | 1,583,006 | $134.5B | 0.17% | |
| 79 | TXNTEXAS INSTRUMENTS COMMON STOCK | 2,335,819 | $134.1B | 0.17% | |
| 80 | PGPROCTER & GAMBLE CO | 1,605,000 | $132.1B | 0.17% | Put |
| 81 | JNJJOHNSON & JOHNSON | 1,219,682 | $132.0B | 0.17% | |
| 82 | DLTRDOLLAR TREE STORES INC CMN STOCK | 1,597,957 | $131.8B | 0.17% | |
| 83 | TSCOTRACTOR SUPPLY CO CMN STK | 1,452,781 | $131.4B | 0.17% | |
| 84 | SNISCRIPPS NETWORKS INTERACTIVE | 1,970,777 | $129.1B | 0.16% | |
| 85 | NXPINXP SEMICONDUCTORS NV | 1,569,099 | $127.2B | 0.16% | |
| 86 | XOMEXXON MOBIL CORP COMMON STOCK | 1,498,100 | $125.2B | 0.16% | Call |
| 87 | —DISNEY WALT CO | 1,260,200 | $125.2B | 0.16% | Put |
| 88 | —TAKE TWO INTERACTIVE 1.75% CB 12/01/2016-REGISTERE | 63,275,000 | $124.9B | 0.16% | |
| 89 | —IBM COMMON STOCK | 808,700 | $122.5B | 0.15% | Put |
| 90 | LEALEAR CORP | 1,070,491 | $119.0B | 0.15% | |
| 91 | CFGCITIZENS FINANCIAL GROUP | 5,666,537 | $118.7B | 0.15% | |
| 92 | WBAWALGREENS BOOTS ALLIANCE INC | 1,407,871 | $118.6B | 0.15% | |
| 93 | —L-3 COMMUNICATIONS HLDGS INC CMN STOCK | 992,156 | $117.6B | 0.15% | |
| 94 | —MONSANTO COMPANY - NEW | 1,335,304 | $117.2B | 0.15% | |
| 95 | CVXCHEVRON CORP CMN STOCK | 1,224,500 | $116.8B | 0.15% | Put |
| 96 | IWMISHARES RUSSELL 2000 ETF | 1,040,546 | $115.1B | 0.15% | |
| 97 | —WHITEWAVE FOODS CO | 2,830,324 | $115.0B | 0.15% | |
| 98 | AIGAMERICAN INTL GROUP INC | 2,111,090 | $114.1B | 0.14% | |
| 99 | EWEDWARDS LIFESCIENCES CP CMN STOCK | 1,272,692 | $112.3B | 0.14% | |
| 100 | VMWEURVMWARE INC-CLASS A | 2,142,067 | $112.1B | 0.14% |
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