CITADEL ADVISORS LLC Q2 2016 Filing

Filed August 12, 2016

Portfolio Value

$89.7M

Holdings

6,934

Report Date

Q2 2016

Filing Type

13F-HR

All Holdings (6,934 positions)

#	Stock	Shares	Value	% Portfolio	Type
2101	AMDADVANCED MICRO DEVICES NYSE	794,700	$4.1M	4.55%	Put
2102	—ENVISION HEALTHCARE HOLDINGS	160,573	$4.1M	4.54%
2103	ATRAPTARGROUP INC CMN STK	51,432	$4.1M	4.54%
2104	—FRANCO-NEVADA CORP	53,500	$4.1M	4.53%	Put
2105	—MEAD JOHNSON NUTRITION CO	44,700	$4.1M	4.52%	Call
2106	RSX1USDVANECK VECTORS RUSSIA ETF	232,845	$4.1M	4.52%
2107	VMCVULCAN MATERIALS CO CMN STK	33,700	$4.1M	4.52%	Put
2108	—PACKAGING CORP OF AMERICA CMN STOCK	60,500	$4.0M	4.51%	Call
2109	JKHYJACK HENRY & ASSOCIATES INC	46,358	$4.0M	4.51%
2110	—ALBEMARLE CORP CMN STK	51,000	$4.0M	4.51%	Put
2111	—ROVI CORP	258,619	$4.0M	4.51%
2112	GTTHE GOODYEAR TIRE COMMON STOCK	157,600	$4.0M	4.51%	Call
2113	MAMASTERCARD INC-CLASS A	45,911	$4.0M	4.51%
2114	SNEURSANCHEZ ENERGY CORP	572,580	$4.0M	4.50%
2115	MYGNMYRIAD GENETICS INC CMN STOCK	131,959	$4.0M	4.50%
2116	—KANSAS CITY SOUTHERN INC CMN STK	44,800	$4.0M	4.50%	Put
2117	LVLNSPDR S&P HOMBUILDERS ETF	120,300	$4.0M	4.50%	Call
2118	—HORNBECK OFFSHORE SERVICES 1.5% CB 09/01/2019-REGI	7,000,000	$4.0M	4.49%
2119	LAB 2.75 02/01/34FLUIDIGM 2.75% CB 02/01/2034-REGISTERED	6,600,000	$4.0M	4.49%
2120	—ARM HOLDINGS PLC -SPONS ADR 3:1	88,500	$4.0M	4.49%	Call
2121	PEBPEBBLEBROOK HOTEL TRUST	153,414	$4.0M	4.49%
2122	—TESARO INC	47,800	$4.0M	4.48%	Call
2123	GKOSGLAUKOS CORP	137,809	$4.0M	4.48%
2124	PPLPEMBINA PIPELINE CORP	132,588	$4.0M	4.48%
2125	—ASHLAND INC COMMON STOCK	35,000	$4.0M	4.48%	Put
2126	—STAPLES COMMON STOCK SPLS	465,200	$4.0M	4.47%	Call
2127	SNASNAP ON INC	25,400	$4.0M	4.47%	Put
2128	—BAKER HUGHES COMMON STOCK BHI	88,800	$4.0M	4.47%	Call
2129	ALBALBEMARLE CORP CMN STK	50,500	$4.0M	4.46%	Call
2130	—PRAXAIR INC	35,600	$4.0M	4.46%	Put
2131	—INSPIREMD INC	12,615	$4.0M	4.46%
2132	—SAEXPLORATION HOLDINGS INC	36,527	$4.0M	4.46%
2133	—PEREGRINE PHARMACEUTICALS INC COMMON STOCK	10,600	$4.0M	4.46%	Call
2134	—AG&E HOLDINGS INC	14,317	$4.0M	4.46%
2135	—POWERSHARES SENIOR LOAN	174,127	$4.0M	4.46%
2136	—GENERAL GROWTH PROPERTIES	134,000	$4.0M	4.45%	Call
2137	—PVH CORP	42,400	$4.0M	4.45%	Put
2138	—HILTON WORLDWIDE HOLDINGS IN	177,200	$4.0M	4.45%	Call
2139	GPCGENUINE PARTS CO	39,400	$4.0M	4.45%	Call
2140	—FRANCESCAS HOLDINGS CORP	359,115	$4.0M	4.42%
2141	DFJWISDOMTREE JAP S/C DVD FUND	71,147	$4.0M	4.41%
2142	—XENOPORT 2.5% CB 02/01/2022-REGISTERED	4,000,000	$4.0M	4.41%
2143	EMREMERSON ELECTRIC CO COMMON STOCK	75,799	$4.0M	4.41%
2144	—MEAD JOHNSON NUTRITION CO	43,400	$3.9M	4.39%	Put
2145	TCRTZIOPHARM ONCOLOGY INC COMMON STOCK	717,559	$3.9M	4.39%
2146	—COMERICA INC CMN STK	95,700	$3.9M	4.39%	Put
2147	—GLAXOSMITHKLINE PLC - ADR 1:2	90,800	$3.9M	4.39%	Put
2148	YELPYELP INC	129,500	$3.9M	4.38%	Put
2149	VBKVANGUARD SMALL-CAP GRWTH ETF	31,721	$3.9M	4.38%
2150	INCYINCYTE CORP CMN STK	49,100	$3.9M	4.38%	Put
2151	—FITBIT INC - A	321,300	$3.9M	4.38%	Call
2152	TMTOYOTA MOTOR ADR 1:2	39,200	$3.9M	4.37%	Put
2153	KGCKINROSS GOLD CORP	800,300	$3.9M	4.36%	Call
2154	SCLSTEPAN CO CMN STK	65,714	$3.9M	4.36%
2155	—CMA/WS US (COMERICA INC-CW18)	300,800	$3.9M	4.36%
2156	ETDETHAN ALLEN INTERIORS INC CMN STK	118,277	$3.9M	4.36%
2157	—ENDOLOGIX 2.25% CB 12/15/2018-REGISTERED	4,221,000	$3.9M	4.35%
2158	6PMPARAMOUNT GROUP INC	244,789	$3.9M	4.35%
2159	CCOCAMECO CORP CMN STK	355,473	$3.9M	4.35%
2160	CHKPCHECK POINT SOFTWARE TECHNOLOGIES LTD	48,900	$3.9M	4.34%	Call
2161	—NIC INC CMN STOCK	177,520	$3.9M	4.34%
2162	SRPTSAREPTA THERAPEUTICS INC	204,000	$3.9M	4.34%	Put
2163	EQTEQT CORPORATION	50,200	$3.9M	4.33%	Call
2164	—DILLARD'S INC - CL A CMN STK	64,100	$3.9M	4.33%	Put
2165	WLYWILEY (JOHN) & SONS -CL A CMN STK	74,355	$3.9M	4.32%
2166	TLTISHARES TRANSPORTATION AVERAGE	28,900	$3.9M	4.32%	Put
2167	—AK STEEL COMMON STOCK	830,900	$3.9M	4.32%	Put
2168	—VERIFONE SYSTEMS INC	208,700	$3.9M	4.31%	Put
2169	IXP*ISHARES GLOBAL TELECOM ETF	61,222	$3.9M	4.31%
2170	BOBEUSDBOB EVANS FARMS CMN STK	101,879	$3.9M	4.31%
2171	HRTXHERON THERAPEUTICS INC	213,517	$3.9M	4.30%
2172	TOLTOLL BROTHERS COMMON STOCK	142,992	$3.8M	4.29%
2173	TDTORONTO-DOMINION BANK COMMON STOCK	89,500	$3.8M	4.28%	Put
2174	—CONCHO RESOURCES INC	32,200	$3.8M	4.28%	Put
2175	AGCOAGCO CORP. COMMON STOCK	81,312	$3.8M	4.27%
2176	MORNMORNINGSTAR INC COMMON STOCK	46,848	$3.8M	4.27%
2177	TTETOTAL FINA ELF SA - SPONS ADR 1:1	79,500	$3.8M	4.26%	Put
2178	—M & T BANK CORPORATION CMN STOCK	32,300	$3.8M	4.26%	Call
2179	ZIONZIONS BANCORPORATION CMN STK	151,800	$3.8M	4.25%	Put
2180	ICEINTERCONTINENTAL EXCHANGE INC	14,900	$3.8M	4.25%	Call
2181	MELIMERCADOLIBRE INC	27,100	$3.8M	4.25%	Put
2182	NVSNOVARTIS AG -ADR 1:1	46,200	$3.8M	4.25%	Put
2183	—CF INDUSTRIES HOLDINGS, INC. COMMON STOCK	158,000	$3.8M	4.24%	Put
2184	CIENCIENA CORP CMN STOCK	203,100	$3.8M	4.24%	Call
2185	ACADACADIA PHARMACEUTICALS, INC.	117,300	$3.8M	4.24%	Put
2186	SGITEMPUR SEALY INTERNATIONAL INC	68,800	$3.8M	4.24%	Call
2187	—SOLARCITY 2.75% CB 11/01/2018-REGISTERED	5,000,000	$3.8M	4.24%
2188	—DONNELLEY R R & SONS CO	224,814	$3.8M	4.24%
2189	SLRCSOLAR CAPITAL LTD	199,581	$3.8M	4.24%
2190	NBL2EURNOBLE ENERGY INC COMMON STOCK	105,953	$3.8M	4.24%
2191	SRESEMPRA ENERGY CMN STOCK	33,300	$3.8M	4.23%	Call
2192	—CIGNA CORP	29,600	$3.8M	4.22%	Call
2193	HAEHAEMONETICS CORPORATION CMN STK	130,709	$3.8M	4.22%
2194	CLRUSDCONTINENTAL RESOURCES INC/OK	83,644	$3.8M	4.22%
2195	—HOLOGIC 2% CB 12/15/2037-REGISTERED	2,500,000	$3.8M	4.21%
2196	—CREE INC CMN STK	154,400	$3.8M	4.21%	Put
2197	EMHYISHARES EMERGING MARKETS HIGH	76,408	$3.8M	4.20%
2198	IVPEFISHARES MSCI GERMANY ETF	156,700	$3.8M	4.20%	Call
2199	—PROSHARES ULTRAPRO SHORT QQQ	204,100	$3.8M	4.20%	Call
2200	NLSNNIELSEN HOLDINGS PLC	72,507	$3.8M	4.20%

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