CITADEL ADVISORS LLC Q3 2016 Filing

Filed November 10, 2016

Portfolio Value

$99.5M

Holdings

3,959

Report Date

Q3 2016

Filing Type

13F-HR

All Holdings (3,959 positions)

#	Stock	Shares	Value	% Portfolio	Type
1501	IDUISHARES US UTILITIES ETF	35,998	$4.4M	4.43%
1502	AGQPROSH ULTRAPRO SHORT S&P 500	190,000	$4.4M	4.42%	Put
1503	IJKISHARES S&P MID-CAP 400 GROWTH	25,161	$4.4M	4.42%
1504	—LENDINGCLUB CORP	710,900	$4.4M	4.41%	Put
1505	CNMDCONMED CORP CMN STK	109,604	$4.4M	4.41%
1506	NNNNATIONAL RETAIL PROPERTIES	86,066	$4.4M	4.40%	Call
1507	JOBSUSD51JOBS INC ADR COMMON 2:1	130,951	$4.4M	4.39%
1508	FIVEFIVE BELOW	108,432	$4.4M	4.39%	Put
1509	—HORNBECK OFFSHORE SERVICES 1.5% CB 09/01/2019-REGI	7,500,000	$4.4M	4.39%
1510	—AEGERION PHARMACEUTICALS 2% CB 08/15/2019-REGISTER	6,500,000	$4.3M	4.36%
1511	TROWPRICE (T. ROWE) GROUP CMN STK	65,100	$4.3M	4.35%	Put
1512	BMTABRITISH AMERICAN TOBACCO -SPONS ADR 2:1	33,900	$4.3M	4.35%	Put
1513	HRIHERC HOLDINGS INC	128,027	$4.3M	4.34%	Call
1514	IYCISHARES U.S. CONSUMER SERVICES	29,315	$4.3M	4.33%
1515	—CURRENCYSHARES CANADIAN DOLL	57,143	$4.3M	4.33%	Put
1516	SRESEMPRA ENERGY CMN STOCK	40,190	$4.3M	4.33%	Put
1517	—ESSENDANT INC	209,470	$4.3M	4.32%
1518	EBIXEUREBIX INC CMN STK	75,500	$4.3M	4.31%	Put
1519	SNYSANOFI-AVENTIS SA -ADR 1:0.5	112,300	$4.3M	4.31%	Put
1520	CMTLCOMTECH TELECOMMUN CMN STK	334,088	$4.3M	4.30%	Call
1521	NWBINORTHWEST BANCSHARES INC	272,273	$4.3M	4.30%
1522	—MB FINANCIAL INC CMN STOCK	112,221	$4.3M	4.29%
1523	WATTENERGOUS CORP	217,524	$4.3M	4.29%	Put
1524	—AQUA AMERICA INC CMN STK	139,607	$4.3M	4.28%
1525	EGHT8X8 INC CMN STOCK	273,985	$4.2M	4.25%	Call
1526	SLABSILICON LABORATORIES INC CMN STOCK	71,844	$4.2M	4.24%	Put
1527	—GUGGENHEIM S&P 500 PURE GROWTH	50,047	$4.2M	4.23%
1528	—ACACIA COMMUNICATIONS INC	40,700	$4.2M	4.22%	Put
1529	—PHARMERICA CORP	149,373	$4.2M	4.21%
1530	JXC1J2 GLOBAL INC	62,721	$4.2M	4.20%	Put
1531	NTNXNUTANIX INC - A	112,908	$4.2M	4.20%
1532	AGROADECOAGRO SA	366,083	$4.2M	4.20%
1533	—CELLDEX THERAPEUTICS INC	1,030,411	$4.2M	4.18%	Put
1534	EXPDEXPEDITORS INTL WASH INC CMN STK	80,511	$4.1M	4.17%	Put
1535	SXCSUNCOKE ENERGY INC	512,119	$4.1M	4.13%
1536	DEMWISDOMTREE EMERGING MARKETS HI	108,669	$4.1M	4.10%	Call
1537	DBAUSDPOWERSHARES DB AGRICULTURE F	204,172	$4.1M	4.10%	Put
1538	MXIMMAXIM INTEGRATED PRODUCTS CMN STK	101,844	$4.1M	4.09%	Put
1539	SIRIEURSIRIUS XM HOLDINGS INC	974,131	$4.1M	4.08%	Put
1540	—LEXMARK INTERNATIONAL INC CLASS-A COMMON STOCK	101,552	$4.1M	4.08%	Put
1541	HMHCHOUGHTON MIFFLIN HARCOURT CO	302,580	$4.1M	4.08%
1542	FHBFIRST HAWAIIAN INC-CL A	151,066	$4.1M	4.08%
1543	GSPIPATH GOLDMAN SACHS CRUDE	692,000	$4.0M	4.05%	Put
1544	—SELECT COMFORT CMN STOCK	186,353	$4.0M	4.04%	Put
1545	CSIIEURCARDIOVASCULAR SYSTEMS INC	169,532	$4.0M	4.04%
1546	—SOLARCITY 2.75% CB 11/01/2018-REGISTERED	5,000,000	$4.0M	4.03%
1547	CPE3EURCALLON PETE CO DEL CMN STOCK	255,321	$4.0M	4.03%	Put
1548	—AEGEAN MARINE PETROLEUM NETWORK 4% CB 11/01/2018-R	4,000,000	$4.0M	4.02%
1549	—APRICUS BIOSCIENCES INC	12,200	$4.0M	4.02%	Call
1550	TLOGTETRALOGIC PHARMACEUTICALS C	27,442	$4.0M	4.02%
1551	—AG&E HOLDINGS INC	15,502	$4.0M	4.02%
1552	—OLD REPUBLIC INTERNATIONAL 3.75% CB 03/15/2018- RE	3,311,000	$4.0M	4.02%
1553	—NAVIGATORS GROUP INC CMN STK	41,224	$4.0M	4.01%
1554	IXJISHARES GLOBAL HEALTHCARE ETF	39,647	$4.0M	4.01%
1555	INFYINFOSYS TECHNOLOGIES LTD - SPONS ADR 1:1	252,961	$4.0M	4.01%	Put
1556	—AMYRIS 9.5% CB 04/15/2019-144A	7,000,000	$4.0M	4.01%
1557	TRIB 4 04/01/45TRINITY BIOTECH INVESTMENT INTO TRINITY BIOTECH 4%	4,000,000	$4.0M	4.01%
1558	—HEALTHWAYS INC CMN STK	150,592	$4.0M	4.00%
1559	—IMPAX LABORATORIES 2% CB 06/15/2022-REGISTERED	4,500,000	$4.0M	3.98%
1560	—BLACKHAWK NETWORK HOLDINGS I	131,080	$4.0M	3.97%
1561	TRPTRANSCANADA CORP CMN STK	83,100	$3.9M	3.97%
1562	—INTEROIL CORP COMMON STOCK	77,475	$3.9M	3.96%	Put
1563	BRKDDIREXION DAILY 20 YEAR PLUS TR	142,030	$3.9M	3.95%	Put
1564	—CARDTRONICS 1% CB 12/01/2020-REGISTERED	3,716,000	$3.9M	3.95%
1565	CBRECBRE GROUP INC	140,515	$3.9M	3.95%	Put
1566	STTSPDR BARCLAYS CAPITAL HIGH YIELD BOND ETF	106,935	$3.9M	3.95%	Put
1567	RRXREGAL BELOIT CORP	65,808	$3.9M	3.93%
1568	CRREURCARBO CERAMICS INC CMN STOCK	357,122	$3.9M	3.93%	Put
1569	FNDFSCHWAB FUNDAMENTAL INTL L/C	154,698	$3.9M	3.92%
1570	USMVISHARES EDGE MSCI MIN VOL USA	85,778	$3.9M	3.92%
1571	—RITE AID CORP NEW YORK	504,766	$3.9M	3.90%	Put
1572	FTECFIDELITY MSCI INFO TECH	106,019	$3.9M	3.89%
1573	PRIMRHAPSODY ACQUISITION CORP COMMON STOCK	187,170	$3.9M	3.87%
1574	DOEURDIAMOND OFFSHORE DRILLING COMMON	218,885	$3.9M	3.87%	Put
1575	JECUSDJACOBS ENGINEERING GROUP INC CMN STK	74,270	$3.8M	3.86%	Put
1576	FLOFLOWERS FOODS INC	253,986	$3.8M	3.86%	Put
1577	MORNMORNINGSTAR INC COMMON STOCK	48,372	$3.8M	3.85%
1578	AVAAVISTA CORP CMN STK	91,776	$3.8M	3.85%
1579	WPCWP CAREY INC	59,226	$3.8M	3.84%	Put
1580	—TREVENA INC	565,728	$3.8M	3.84%	Put
1581	—SOLAZYME 5% CB 10/01/2019-REGISTERED	7,567,000	$3.8M	3.83%
1582	—TRANSOCEAN PARTNERS LLC	309,242	$3.8M	3.83%
1583	EGOELDORADO GOLD COMMON STOCK	965,749	$3.8M	3.81%	Put
1584	—TALEND SA	144,988	$3.8M	3.81%
1585	MKTXMARKETAXESS HOLDINGS INC COMMON STOCK	22,857	$3.8M	3.80%	Put
1586	DIODDIODES INC CMN STK	177,088	$3.8M	3.80%
1587	EUOPROSHARES ULTRASHORT EURO	158,706	$3.8M	3.79%	Put
1588	—NEOPHOTONICS CORP	230,478	$3.8M	3.78%	Put
1589	IDV*ISHARES INTERNATIONAL SELECT D	125,392	$3.8M	3.78%
1590	—SUPERIOR ENERGY SVCS INC CMN STK	208,951	$3.7M	3.76%	Put
1591	—CALAMP 1.625% CB 05/15/2020-REGISTERED	3,972,000	$3.7M	3.76%
1592	PXFPOWERSHARES FTSE RAFI DEV EX	101,412	$3.7M	3.74%
1593	TRTOOTSIE ROLL INDS INC	101,098	$3.7M	3.74%
1594	DFJWISDOMTREE JAP S/C DVD FUND	60,533	$3.7M	3.74%
1595	KCESPDR S&P CAPITAL MARKETS ETF	91,763	$3.7M	3.73%
1596	AELUSDAMERICAN EQUITY INVT LIFE HL COMMON STOCK	209,621	$3.7M	3.73%
1597	ITUBBANCO ITAU SA -ADR 1:500 PREF SHARES (ITAU4-BSAA)	339,557	$3.7M	3.73%	Put
1598	IYMISHARES U.S. BASIC MATERIALS E	46,927	$3.7M	3.72%	Call
1599	MR4MERIDIAN BIOSCIENCE INC CMN STK	191,394	$3.7M	3.71%
1600	BBDBANCO BRADESCO-SPON ADR 1:1000	405,735	$3.7M	3.70%	Put

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