CITADEL ADVISORS LLC Q2 2016 Filing
Filed August 12, 2016
Portfolio Value
$89.7T
Holdings
6,934
Report Date
Q2 2016
Filing Type
13F-HR
All Holdings (6,934 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TRUST | 39,595,350 | $8.3T | 9.25% | Put |
| 2 | STTSPDR S&P 500 ETF TRUST | 26,174,940 | $5.5T | 6.11% | Call |
| 3 | AQLTISHARES RUSSELL 2000 ETF | 12,311,300 | $1.4T | 1.58% | Put |
| 4 | AMZNAMAZON COM INC CMN STOCK | 1,190,910 | $852.2B | 0.95% | Put |
| 5 | AQLTISHARES RUSSELL 2000 ETF | 7,197,600 | $827.5B | 0.92% | Call |
| 6 | —PRICELINE GROUP INC/THE | 594,500 | $742.2B | 0.83% | Call |
| 7 | —PRICELINE GROUP INC/THE | 585,300 | $730.7B | 0.81% | Put |
| 8 | —AMAZON COM INC CMN STOCK | 992,260 | $710.1B | 0.79% | Call |
| 9 | VRSN 3.25 08/15/37VERISIGN INC 3.25% CB 08/15/2037-REGISTERED | 248,227,000 | $626.9B | 0.70% | |
| 10 | AAPLAPPLE INC | 6,419,350 | $613.7B | 0.68% | Put |
| 11 | METAFACEBOOK INC-A | 4,574,574 | $522.8B | 0.58% | |
| 12 | AAPLAPPLE INC | 5,274,690 | $504.3B | 0.56% | Call |
| 13 | AVGOBROADCOM LTD | 3,061,405 | $475.7B | 0.53% | |
| 14 | —FACEBOOK INC-A | 3,764,000 | $430.1B | 0.48% | Call |
| 15 | —POWERSHARES QQQ NASDAQ 100 | 3,979,900 | $428.0B | 0.48% | Call |
| 16 | CMCSACOMCAST CORP - CL A CMN SHRS | 6,473,485 | $422.0B | 0.47% | |
| 17 | GLDSPDR GOLD TRUST | 3,125,300 | $395.4B | 0.44% | Call |
| 18 | FISFIDELITY NATIONAL INFORMATION CMN STK | 5,250,231 | $386.8B | 0.43% | |
| 19 | AMZNAMAZON COM INC CMN STOCK | 537,717 | $384.8B | 0.43% | |
| 20 | GLDSPDR GOLD TRUST | 2,943,700 | $372.4B | 0.42% | Put |
| 21 | BSXBOSTON SCIENTIFIC CORP | 14,693,098 | $343.4B | 0.38% | |
| 22 | GOOGLALPHABET INC-CL A | 476,600 | $335.3B | 0.37% | Put |
| 23 | BIIBBIOGEN INC | 1,358,326 | $328.5B | 0.37% | |
| 24 | TSLATESLA MOTORS INC | 1,527,700 | $324.3B | 0.36% | Put |
| 25 | VVISA INC-CLASS A SHRS | 4,354,229 | $323.0B | 0.36% | |
| 26 | CHTRCHARTER COMMUNICATION-A | 1,409,274 | $322.2B | 0.36% | |
| 27 | —POWERSHARES QQQ NASDAQ 100 | 2,980,000 | $320.5B | 0.36% | Put |
| 28 | XOMEXXON MOBIL CORP COMMON STOCK | 3,389,800 | $317.8B | 0.35% | Call |
| 29 | BMYBRISTOL MYERS SQUIBB CO | 4,306,201 | $316.7B | 0.35% | |
| 30 | GOOGLALPHABET INC-CL A | 421,700 | $296.7B | 0.33% | Call |
| 31 | GOOGLALPHABET INC-CL C | 406,200 | $281.1B | 0.31% | Call |
| 32 | AAPLAPPLE INC | 2,921,924 | $279.3B | 0.31% | |
| 33 | GOOGLALPHABET INC-CL C | 395,400 | $273.7B | 0.30% | Put |
| 34 | PXDEURPIONEER NATURAL RESOURCES CO | 1,745,252 | $263.9B | 0.29% | |
| 35 | —SPDR DJIA TRUST | 1,425,600 | $255.3B | 0.28% | Put |
| 36 | AMGAFFILIATED MANAGERS GRP INC CMN STOCK | 1,747,191 | $246.0B | 0.27% | |
| 37 | JNJJOHNSON & JOHNSON | 1,989,381 | $241.3B | 0.27% | |
| 38 | METAFACEBOOK INC-A | 2,062,600 | $235.7B | 0.26% | Put |
| 39 | AWMSKYWORKS SOLUTIONS INC CMN STK | 3,717,828 | $235.3B | 0.26% | |
| 40 | TAPMOLSON COORS BREWING COMPANY COMMON STOCK CLASS B | 2,281,044 | $230.7B | 0.26% | |
| 41 | AWNADVANCE AUTO PARTS INC CMN STK | 1,422,174 | $229.9B | 0.26% | |
| 42 | DLTRDOLLAR TREE STORES INC CMN STOCK | 2,420,943 | $228.1B | 0.25% | |
| 43 | ATVIEURACTIVISION BLIZZARD INC | 5,626,688 | $223.0B | 0.25% | |
| 44 | GEGENERAL ELECTRIC CORP | 7,043,292 | $221.7B | 0.25% | |
| 45 | DFSEURDISCOVER FINANCIAL AT NEW YORK | 4,090,510 | $219.2B | 0.24% | |
| 46 | ADIANALOG DEVICES INC | 3,856,530 | $218.4B | 0.24% | |
| 47 | TSLATESLA MOTORS INC | 1,010,500 | $214.5B | 0.24% | Call |
| 48 | —NVIDIA 1% CB 12/01/2018-REGISTERED | 91,584,000 | $213.7B | 0.24% | |
| 49 | BAXBAXTER INTL INC | 4,672,588 | $211.3B | 0.24% | |
| 50 | LRCXEURLAM RESEARCH COMMON STOCK | 2,428,140 | $204.1B | 0.23% | |
| 51 | NOWSERVICENOW INC | 3,041,304 | $201.9B | 0.23% | |
| 52 | MSFTMICROSOFT | 3,946,434 | $201.9B | 0.23% | |
| 53 | UTXZUNITED TECHNOLOGIES CORP | 1,911,070 | $196.0B | 0.22% | |
| 54 | 8CWCROWN CASTLE INTL CMN STOCK | 1,925,447 | $195.3B | 0.22% | |
| 55 | GMGENERAL MOTORS CO | 6,752,021 | $191.1B | 0.21% | |
| 56 | BABAALIBABA GROUP HOLDING LTD - SP ADR | 2,392,243 | $190.3B | 0.21% | |
| 57 | —SPDR DJIA TRUST | 1,032,500 | $184.9B | 0.21% | Call |
| 58 | ABGAMERISOURCEBERGEN CORP | 2,312,082 | $183.4B | 0.20% | |
| 59 | UALUNITED CONTINENTAL HOLDINGS IN | 4,297,394 | $176.4B | 0.20% | |
| 60 | —SPANSION 2% CB 09/01/2020-REGISTERED | 84,937,000 | $173.6B | 0.19% | |
| 61 | SPYSPDR S&P 500 ETF TRUST | 826,398 | $173.2B | 0.19% | |
| 62 | EAELECTRONIC ARTS INC CMN STK | 2,278,494 | $172.6B | 0.19% | |
| 63 | CMGCHIPOTLE MEXICAN GRILL INC COMMON STOCK | 427,200 | $172.1B | 0.19% | Call |
| 64 | —JETBLUE AIRWAYS CORPORATION 6.75% CB 10/15/2039 B | 48,358,000 | $164.4B | 0.18% | |
| 65 | ALXNALEXION PHARMACEUTICALS INC CMN STOCK | 1,403,980 | $163.9B | 0.18% | |
| 66 | LMTLOCKHEED MARTIN CORPORATION COMMON STOCK | 658,383 | $163.4B | 0.18% | |
| 67 | HRLHORMEL GEO A & CO | 4,456,247 | $163.1B | 0.18% | |
| 68 | BKTHE BANK OF NEW YORK MELLON CORP | 4,173,078 | $162.1B | 0.18% | |
| 69 | TSCOTRACTOR SUPPLY CO CMN STK | 1,776,503 | $162.0B | 0.18% | |
| 70 | —ALIBABA GROUP HOLDING LTD - SP ADR | 2,025,500 | $161.1B | 0.18% | Call |
| 71 | BKRBAKER HUGHES COMMON STOCK BHI | 3,552,820 | $160.3B | 0.18% | |
| 72 | TJXTJX COMPANIES INC | 2,075,293 | $160.3B | 0.18% | |
| 73 | GTTHE GOODYEAR TIRE COMMON STOCK | 6,193,438 | $158.9B | 0.18% | |
| 74 | —YAHOO! INC CMN STOCK | 4,200,447 | $157.8B | 0.18% | |
| 75 | GWWGRAINGER W W INC | 687,063 | $156.1B | 0.17% | |
| 76 | PXGBXPRAXAIR INC | 1,340,982 | $150.7B | 0.17% | |
| 77 | BALLBALL CORP CMN STK | 2,078,916 | $150.3B | 0.17% | |
| 78 | —L-3 COMMUNICATIONS HLDGS INC CMN STOCK | 1,002,088 | $147.0B | 0.16% | |
| 79 | PGPROCTER & GAMBLE CO | 1,685,600 | $142.7B | 0.16% | Put |
| 80 | EQIXEQUINIX INC CMN STOCK | 367,581 | $142.5B | 0.16% | |
| 81 | TWXCHFTIME WARNER INC CMN STK | 1,934,674 | $142.3B | 0.16% | |
| 82 | CMGCHIPOTLE MEXICAN GRILL INC COMMON STOCK | 349,500 | $140.8B | 0.16% | Put |
| 83 | NFLXNETFLIX.COM INC COMMON STK | 1,527,200 | $139.7B | 0.16% | Call |
| 84 | BCRUSDBARD C R INC | 589,792 | $138.7B | 0.15% | |
| 85 | DOVDOVER CORP | 1,984,150 | $137.5B | 0.15% | |
| 86 | POSTPOST HOLDINGS INC | 1,663,150 | $137.5B | 0.15% | |
| 87 | FFIVF5 NETWORKS INC CMN STOCK | 1,204,364 | $137.1B | 0.15% | |
| 88 | —IBM COMMON STOCK | 897,300 | $136.2B | 0.15% | Put |
| 89 | DHRDANAHER CORP CMN STK | 1,344,072 | $135.8B | 0.15% | |
| 90 | BCEBCE INC CMN STOCK | 2,878,205 | $135.7B | 0.15% | |
| 91 | TLTISHARES 20+ YEAR TREASURY BOND | 964,400 | $134.0B | 0.15% | Put |
| 92 | CMECME GROUP INC CMN STK | 1,351,671 | $131.7B | 0.15% | |
| 93 | CLCOLGATE PALMOLIVE CO | 1,781,907 | $130.4B | 0.15% | |
| 94 | CRMSALESFORCE.COM INC COMMON STOCK | 1,627,538 | $129.2B | 0.14% | |
| 95 | CCITIGROUP INC. COMMON STOCK (WAS TRV) | 3,046,200 | $129.1B | 0.14% | Call |
| 96 | BMRNBIOMARIN PHARMACEUTICAL INC CMN STOCK | 1,653,983 | $128.7B | 0.14% | |
| 97 | KEYKEYCORP COMMON STOCK | 11,515,926 | $127.3B | 0.14% | |
| 98 | NFLXNETFLIX.COM INC COMMON STK | 1,379,100 | $126.2B | 0.14% | Put |
| 99 | CVXCHEVRON CORP CMN STOCK | 1,193,900 | $125.2B | 0.14% | Call |
| 100 | VMWEURVMWARE INC-CLASS A | 2,181,836 | $124.8B | 0.14% |
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