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
5801	FMATFIDELITY MSCI MATERIALS	9,466	$248K	0.28%
5802	A3IAMERISAFE INC COMMON STOCK	4,051	$248K	0.28%
5803	AGQPROSHARES ULTRASHORT REAL ES	7,300	$248K	0.28%	Put
5804	—ENGILITY HOLDINGS INC	11,739	$248K	0.28%
5805	—WGL HOLDINGS INC CMN STK	3,500	$248K	0.28%	Call
5806	MMLPMARTIN MIDSTREAM PARTNERS, LP COMMON STOCK	10,675	$247K	0.28%
5807	HQYHEALTHEQUITY INC	8,100	$246K	0.27%	Call
5808	XIFRNEXTERA ENERGY PARTNERS LP	8,100	$246K	0.27%	Call
5809	—CEMPRA INC	14,900	$246K	0.27%	Put
5810	—JUMEI INTERNATIONAL-ADR	59,600	$246K	0.27%	Call
5811	KAIKADANT INC CMN STK	4,765	$245K	0.27%
5812	—ELECTRONICS FOR IMAGING INC CMN STK	5,700	$245K	0.27%	Call
5813	—DEL FRISCO'S RESTAURANT GROUP	17,100	$245K	0.27%	Put
5814	—PEOPLE'S UNITED FINANCIAL INC CMN STOCK	16,700	$245K	0.27%	Put
5815	—IMMUNOMEDICS INC CMN STK	105,600	$245K	0.27%	Put
5816	CVGWCALAVO GROWERS INC CMN STOCK	3,653	$245K	0.27%
5817	FANFIRST TRUST GLOBAL WIND	19,464	$245K	0.27%
5818	BMABANCO MACRO ADR	3,300	$245K	0.27%	Call
5819	GU9GUESS INC CMN STK	16,276	$245K	0.27%
5820	XJPIXNUVEEN PREFERRED & INCOME TE	10,024	$245K	0.27%
5821	—CRAY INC CMN STOCK	8,200	$245K	0.27%	Call
5822	MMSIMERIT MEDICAL SYSTEMS INC CMN STK	12,309	$244K	0.27%
5823	—POWERSHARES DWA BASIC MATERIAL	4,540	$244K	0.27%
5824	WNCWABASH NATIONAL CORP CMN STK	19,200	$244K	0.27%	Call
5825	—ZYNGA INC - CL A	97,800	$244K	0.27%	Call
5826	CIGIFIRSTSERVICE CORP CMN STOCK	7,134	$244K	0.27%
5827	SRCE1ST SOURCE CORP CMN STK	7,545	$244K	0.27%
5828	SLABSILICON LABORATORIES INC CMN STOCK	5,000	$244K	0.27%	Put
5829	SPXDDIREXION DLY RUSSIA BEAR 3X	17,700	$244K	0.27%	Call
5830	—LDR HOLDING CORP	6,600	$244K	0.27%	Call
5831	UAAUNDER ARMOUR INC-CLASS C	6,700	$244K	0.27%	Call
5832	—GENOMIC HEALTH INC COMMON STOCK	9,432	$244K	0.27%
5833	—MANNKIND CORP COMMON STOCK	210,000	$244K	0.27%	Put
5834	MANUMANCHESTER UNITED PLC-CL A	15,256	$243K	0.27%
5835	SUNSUNOCO LP	8,100	$243K	0.27%	Put
5836	AGQSHORT QQQ PROSHARES ETF	4,600	$243K	0.27%	Put
5837	—KRISPY KREME DOUGHNUTS INC CMN STK	11,600	$243K	0.27%	Put
5838	BCCBOISE CASCADE CO	10,600	$243K	0.27%	Call
5839	—LIBBEY INC CMN STK	15,279	$243K	0.27%
5840	CERSCERUS CORP CMN STOCK	39,000	$243K	0.27%	Put
5841	CTVHELIX ENERGY SOLUTIONS GROUP 1 CMN STOCK	36,017	$243K	0.27%
5842	AIRRFIRST TRUST RBA AMERICAN IND	13,886	$243K	0.27%
5843	FLOFLOWERS FOODS INC	12,900	$242K	0.27%	Put
5844	NDSNNORDSON CORP CMN STK	2,900	$242K	0.27%	Call
5845	AIZASSURANT INC COMMON STOCK	2,800	$242K	0.27%	Put
5846	—DYNEX CAPITAL INC CMN STK	34,819	$242K	0.27%
5847	—UNIVERSAL INSURANCE HOLDINGS	13,000	$242K	0.27%	Call
5848	—COLUMBIA PIPELINE GROUP	9,500	$242K	0.27%	Put
5849	—SEMGROUP CORP-CLASS A	7,400	$241K	0.27%	Put
5850	—ENBRIDGE ENERGY PARTNERS L.P. CMN STK	10,400	$241K	0.27%	Call
5851	INDBINDEPENDENT BANK CORP/MA CMN STK	5,282	$241K	0.27%
5852	—POWERSHARES DYN LEISURE&ENT	7,172	$241K	0.27%
5853	—FUELCELL ENERGY INC. CMN STK	38,800	$241K	0.27%	Put
5854	ITRIITRON INC CMN STK	5,600	$241K	0.27%	Call
5855	—ACTUA CORP	26,686	$241K	0.27%
5856	CDWCDW CORP/DE	6,000	$240K	0.27%	Call
5857	—ENERGOUS CORP	18,500	$240K	0.27%	Put
5858	SPHSUBURBAN PROPANE PARTNERS LP	7,200	$240K	0.27%	Put
5859	ENVUSDENVESTNET INC	7,206	$240K	0.27%
5860	—CHICOS FAS INC CMN STK	22,400	$240K	0.27%	Call
5861	—CSOP FTSE CHINA A50 ETF	19,387	$240K	0.27%
5862	—ROSE ROCK MIDSTREAM LP	9,100	$240K	0.27%	Put
5863	—AG MORTGAGE INVESTMENT TRUST	16,606	$240K	0.27%
5864	NFGNATIONAL FUEL GAS CO CMN STK	4,200	$239K	0.27%	Put
5865	—CIMPRESS NV	2,589	$239K	0.27%
5866	—CAMDEN PROPERTY TRUST COMMON STOCK	2,700	$239K	0.27%	Call
5867	BDNBRANDYWINE REALTY TRUST CMN STK	14,200	$239K	0.27%	Call
5868	UTLUNITIL CORP CMN STK	5,600	$239K	0.27%	Call
5869	ACMAECOM	7,500	$238K	0.27%	Put
5870	RRXREGAL BELOIT CORP	4,329	$238K	0.27%
5871	—VELOCITYSHARES 2X VIX SH-TRM	109,245	$238K	0.27%
5872	GALSPDR SSGA GLOBAL ALLOCATION ETF	7,137	$238K	0.27%
5873	—POWERSHARES DWA FINANCIAL MOMENTUM PORTFOLIO	7,646	$238K	0.27%
5874	CECOCECO ENVIRONMENTAL CORP CMN STK	27,196	$238K	0.27%
5875	—VECTOR GROUP LTD CMN STK	10,600	$238K	0.27%	Call
5876	SBG1SEACOAST BANKING CORP/FL CMN STK	14,599	$237K	0.26%
5877	—PHH CORPORATION COMMON STOCK	17,800	$237K	0.26%	Call
5878	—APOLLO EDUCATION GROUP INC	26,000	$237K	0.26%	Put
5879	—ARRIS INTERNATIONAL PLC	11,300	$237K	0.26%	Put
5880	LTXBUSDLEGACYTEXAS FINANCIAL GROUP IN	8,796	$237K	0.26%
5881	AQLTISHARES LATIN AMERICA 40 ETF	9,000	$237K	0.26%	Call
5882	GPIGROUP 1 AUTOMOTIVE INC	4,800	$237K	0.26%	Put
5883	—INFRAREIT INC	13,500	$237K	0.26%	Call
5884	—AGL RESOURCES, INC.	3,600	$237K	0.26%	Put
5885	—JA SOLAR HOLDINGS CO LTD-ADR	34,600	$237K	0.26%	Put
5886	ALGTALLEGIANT TRAVEL CO COMMON STOCK	1,567	$237K	0.26%
5887	—WENDY'S CO/THE	24,600	$237K	0.26%	Put
5888	—STATOIL ASA - SPONS ADR 1:1	13,700	$237K	0.26%	Put
5889	—CHINA LIFE INSURANCE CO LTD ADR	22,000	$237K	0.26%	Call
5890	—SOUFUN HOLDINGS LTD-ADR	47,100	$237K	0.26%	Call
5891	PNNTPENNANTPARK INVESTMENT CORP	34,676	$237K	0.26%
5892	—DEVRY EDUCATION GROUP INC	13,300	$237K	0.26%	Call
5893	CROXCROCS INC COMMON STOCK	20,900	$236K	0.26%	Call
5894	GILGILDAN ACTIVEWEAR INC COMMON STOCK	8,100	$236K	0.26%
5895	SCHLSCHOLASTIC CORP CMN STK	5,955	$236K	0.26%
5896	—GENESEE & WYO INC CMN STOCK	4,000	$236K	0.26%	Put
5897	—MDC PARTNERS INC - CLASS A COMMON STOCK	12,900	$236K	0.26%	Call
5898	—ATLAS AIR WORLDWIDE HOLDINGS INC	5,700	$236K	0.26%	Call
5899	EMBJEMBRAER AIRCRAFT CORP--ADR 1:4	10,824	$235K	0.26%
5900	—TIDEWATER COMMON STOCK TDW	53,200	$235K	0.26%	Call

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