CITADEL ADVISORS LLC Q1 2016 Filing

Filed May 13, 2016

Portfolio Value

$79.3M

Holdings

6,810

Report Date

Q1 2016

Filing Type

13F-HR

All Holdings (6,810 positions)

#	Stock	Shares	Value	% Portfolio	Type
2001	—VANGUARD TOTAL STOCK MARKET ETF	42,500	$4.5M	5.62%	Put
2002	CSXCSX CORP	172,800	$4.5M	5.61%	Put
2003	—SMITH & WESSON HLDG CORP CMN STOCK	167,000	$4.4M	5.61%	Call
2004	PRAHPRA HEALTH SCIENCES INC	103,964	$4.4M	5.61%
2005	—IAC INTERACTIVECORP CMN STOCK	94,400	$4.4M	5.61%	Call
2006	UI2KEMPER CORP	150,307	$4.4M	5.61%
2007	—KELLOGG CO	58,000	$4.4M	5.60%	Call
2008	—M & T BANK CORPORATION CMN STOCK	40,000	$4.4M	5.60%	Call
2009	FAIFIRST TRUST DORSEY WRIGHT FO	205,138	$4.4M	5.59%
2010	—JUNIPER NETWORKS INC	172,900	$4.4M	5.56%	Call
2011	CHKPCHECK POINT SOFTWARE TECHNOLOGIE	50,400	$4.4M	5.56%	Put
2012	JLLJONES LANG LASALLE INC CMN STOCK	37,500	$4.4M	5.55%	Call
2013	ZIONZIONS BANCORPORATION CMN STK	181,700	$4.4M	5.55%	Call
2014	DREUSDDUKE REALTY CORP CMN STK	194,748	$4.4M	5.54%
2015	FIVEFIVE BELOW	106,000	$4.4M	5.53%	Put
2016	—REYNOLDS AMERICAN INC CMN STOCK	86,800	$4.4M	5.51%	Put
2017	ITWILLINOIS TOOL WKS INC	42,400	$4.3M	5.48%	Put
2018	CNPCENTERPOINT ENERGY CMN STK	207,400	$4.3M	5.47%	Call
2019	AGQPROSHARES ULTRAPRO S&P 500	68,500	$4.3M	5.47%	Put
2020	—TWENTY-FIRST CENTURY FOX INC	155,200	$4.3M	5.46%	Put
2021	XLKTECHNOLOGY SELECT SECT SPDR	97,297	$4.3M	5.45%
2022	XLVHEALTH CARE SELECT SECTOR	63,677	$4.3M	5.45%
2023	—VALSPAR CORP CMN STK	40,300	$4.3M	5.44%	Call
2024	GPCGENUINE PARTS CO	43,400	$4.3M	5.44%	Call
2025	MMSMAXIMUS INC CMN STOCK	81,660	$4.3M	5.42%
2026	HRBSQUARE INC - A	281,100	$4.3M	5.42%	Call
2027	—HORIZON PHARMA 2.5% CB 03/15/2022-REGISTERED	5,000,000	$4.3M	5.42%
2028	—WEINGARTEN REALTY INVST CMN STK	114,389	$4.3M	5.42%
2029	FDO.FMACY'S INC CMN STOCK	97,320	$4.3M	5.41%
2030	SNASNAP ON INC	27,300	$4.3M	5.41%	Put
2031	UTHRUNITED THERAPEUTICS CORP CMN STK	38,400	$4.3M	5.40%	Call
2032	AEPAMERICAN ELEC PWR INC	64,400	$4.3M	5.40%	Put
2033	—NATIONAL-OILWELL VARCO INC CMN STOCK	137,300	$4.3M	5.39%	Put
2034	VFHVANGUARD FINANCIALS ETF	92,011	$4.3M	5.38%
2035	—ALCOA INC CMN STOCK	445,200	$4.3M	5.38%	Put
2036	DONWISDOMTREE MIDCAP DIVIDEND F	49,480	$4.3M	5.38%
2037	BACVERIZON COMMUNICATIONS CMN STK	78,676	$4.3M	5.37%
2038	—AIRGAS INC CMN STK	30,000	$4.2M	5.36%	Put
2039	FTSMFIRST TRUST ENH SHORT MAT FD	70,856	$4.2M	5.36%
2040	—NAVISTAR INTERNATIONAL CORP COMMON STOCK	339,000	$4.2M	5.35%	Put
2041	TERTERADYNE INC CMN STK	196,249	$4.2M	5.35%
2042	LAB 2.75 02/01/34FLUIDIGM 2.75% CB 02/01/2034-REGISTERED	7,600,000	$4.2M	5.33%
2043	SYNASYNAPTICS INCORPORATED	53,000	$4.2M	5.33%	Put
2044	IGMISHARES NORTH AMERICAN TECH ET	38,160	$4.2M	5.33%
2045	—USG CORPORATION	170,100	$4.2M	5.32%	Call
2046	—COMERICA INC CMN STK	111,300	$4.2M	5.32%	Put
2047	SPXDDIREXION DAILY FTSE CHINA BEAR	172,300	$4.2M	5.32%	Call
2048	—PACKAGING CORP OF AMERICA CMN STOCK	69,700	$4.2M	5.31%	Call
2049	EXECHESAPEAKE ENERGY CORP 2.5% CB 5/15/2037 - REGISTE	6,500,000	$4.2M	5.31%
2050	—AMERICAN CAPITAL LTD	275,600	$4.2M	5.30%	Call
2051	LHLABORATORY CORP. OF AMER. HLDGS COMMON STOCK	35,825	$4.2M	5.29%
2052	—SVB FINANCIAL GROUP CMN STK	41,100	$4.2M	5.29%	Call
2053	SCLSTEPAN CO CMN STK	75,856	$4.2M	5.29%
2054	—HARMAN INTERNATIONAL INDS CMN STK	47,100	$4.2M	5.29%	Call
2055	HUBBHUBBELL INC -CL B CMN STK	39,385	$4.2M	5.26%
2056	—US NATURAL GAS FUND LP	625,500	$4.2M	5.26%	Put
2057	AQLTISHARES SELECT DIVIDEND ETF	51,000	$4.2M	5.26%	Call
2058	—RAVEN INDUSTRIES INC CMN STK	259,310	$4.2M	5.24%
2059	—TREVENA INC	501,792	$4.2M	5.24%
2060	—AVALONBAY COMMUNITIES INC	21,800	$4.1M	5.23%	Call
2061	CARAVIS BUDGET GROUP INC COMMON STOCK	151,500	$4.1M	5.23%	Call
2062	—NEWFIELD EXPLORATION CO CMN STK	124,600	$4.1M	5.23%	Call
2063	VTRVENTAS INC CMN STOCK	65,800	$4.1M	5.23%	Call
2064	—IAC INTERACTIVECORP CMN STOCK	87,900	$4.1M	5.22%	Put
2065	VVVANGUARD LARGE-CAP ETF	44,016	$4.1M	5.22%
2066	ECLECOLAB INC	37,100	$4.1M	5.22%	Put
2067	WWAYFAIR INC- CLASS A	95,600	$4.1M	5.21%	Call
2068	—TRINITY INDUSTRIES CMN STK	225,600	$4.1M	5.21%	Call
2069	IXGISHARES GLOBAL FINANCIALS ETF	83,793	$4.1M	5.20%
2070	—PRAXAIR INC	36,000	$4.1M	5.20%	Call
2071	—DISCOVER FINANCIAL AT NEW YORK	80,800	$4.1M	5.19%	Put
2072	FULFULLER (H. B.) CO CMN STK	96,822	$4.1M	5.19%
2073	SLVISHARES SILVER TRUST	280,005	$4.1M	5.19%
2074	AMGAFFILIATED MANAGERS GRP INC CMN STOCK	25,300	$4.1M	5.18%	Call
2075	URBNURBAN OUTFITTERS INC CMN STK	124,100	$4.1M	5.18%	Put
2076	SCCOSOUTHERN COPPER CORP	147,900	$4.1M	5.17%	Call
2077	—ROYAL BK CDA MONTREAL QUE CMN STOCK	71,200	$4.1M	5.17%	Put
2078	—VERIFONE SYSTEMS INC	145,000	$4.1M	5.17%	Call
2079	IEVISHARES EUROPE ETF	104,648	$4.1M	5.16%
2080	STTSPDR BARCLAYS CAPITAL HIGH YIELD BOND ETF	119,295	$4.1M	5.16%
2081	MELIMERCADOLIBRE INC	34,400	$4.1M	5.12%	Put
2082	—EXTERRAN CORP	262,140	$4.1M	5.11%
2083	—DISCOVERY COMMUNICATIONS INC	141,300	$4.0M	5.10%	Call
2084	—CONTINENTAL RESOURCES INC/OK	133,200	$4.0M	5.10%	Put
2085	ETENERGY TRANSFER EQUITY LP	567,200	$4.0M	5.10%	Call
2086	—ELLIE MAE INC	44,600	$4.0M	5.10%	Put
2087	CLSCA INC.	131,164	$4.0M	5.10%
2088	VRTXVERTEX PHARMACEUTICALS INC CMN STK	50,800	$4.0M	5.10%	Call
2089	HHYATT HOTELS CORP - CL A	81,601	$4.0M	5.10%
2090	—XILINX INC CMN STK	85,000	$4.0M	5.09%	Put
2091	HPHELMERICH & PAYNE INC	68,514	$4.0M	5.08%
2092	—CMA/WS US (COMERICA INC-CW18)	301,000	$4.0M	5.07%
2093	—EXPEDITORS INTL WASH INC CMN STK	82,200	$4.0M	5.06%	Call
2094	AGOASSURED GUARANTY COMMON STOCK	158,381	$4.0M	5.06%
2095	SEESEALED AIR CORPORATION	83,400	$4.0M	5.05%	Call
2096	—PEREGRINE PHARMACEUTICALS INC COMMON STOCK	10,200	$4.0M	5.05%	Call
2097	—SYNTA PHARMACEUTICALS CORP	17,500	$4.0M	5.05%	Call
2098	—BIODEL INC	11,573	$4.0M	5.05%
2099	QTWOQ2 HOLDINGS INC	166,143	$4.0M	5.04%
2100	—SOHU.COM INC	80,600	$4.0M	5.04%	Put

PreviousPage 21 of 69Next