CITADEL ADVISORS LLC Q3 2016 Filing
Filed November 10, 2016
Portfolio Value
$99.5T
Holdings
3,959
Report Date
Q3 2016
Filing Type
13F-HR
All Holdings (3,959 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TRUST | 70,747,594 | $15.3T | 15.37% | Put |
| 2 | AMZNAMAZON COM INC CMN STOCK | 3,078,230 | $2.6T | 2.59% | Put |
| 3 | IWMISHARES RUSSELL 2000 ETF | 16,274,100 | $2.0T | 2.03% | Put |
| 4 | AAPLAPPLE INC | 14,164,093 | $1.6T | 1.61% | Put |
| 5 | BKNGPRICELINE GROUP INC/THE | 936,500 | $1.4T | 1.38% | Put |
| 6 | —POWERSHARES QQQ NASDAQ 100 | 11,513,546 | $1.4T | 1.37% | Put |
| 7 | GOOGLALPHABET INC-CL A | 1,467,045 | $1.2T | 1.19% | Put |
| 8 | METAFACEBOOK INC-A | 8,861,721 | $1.1T | 1.14% | Put |
| 9 | BABAALIBABA GROUP HOLDING LTD - SP ADR | 5,940,892 | $628.5B | 0.63% | Put |
| 10 | GQ9SPDR GOLD TRUST | 4,807,463 | $604.0B | 0.61% | Put |
| 11 | TSLATESLA MOTORS INC | 2,935,897 | $599.0B | 0.60% | Put |
| 12 | GOOGALPHABET INC-CL C | 762,893 | $593.0B | 0.60% | Put |
| 13 | CMCSACOMCAST CORP - CL A CMN SHRS | 8,919,876 | $591.7B | 0.59% | Put |
| 14 | PGPROCTER & GAMBLE CO | 6,228,969 | $559.0B | 0.56% | Put |
| 15 | AVGOBROADCOM LTD | 3,173,204 | $547.4B | 0.55% | Put |
| 16 | VVISA INC-CLASS A SHRS | 5,628,424 | $465.5B | 0.47% | Put |
| 17 | VRSN 3.25 08/15/37VERISIGN INC 3.25% CB 08/15/2037-REGISTERED | 198,227,000 | $453.8B | 0.46% | |
| 18 | MUMICRON TECHNOLOGY INC | 25,159,381 | $447.3B | 0.45% | Put |
| 19 | PXDEURPIONEER NATURAL RESOURCES CO | 2,332,998 | $433.1B | 0.44% | Put |
| 20 | APCANADARKO PETROLEUM COMMON STOCK APC | 6,802,309 | $431.0B | 0.43% | Put |
| 21 | BIIBBIOGEN INC | 1,328,440 | $415.8B | 0.42% | Put |
| 22 | COSTCOSTCO WHOLESALE CORP COMMON STOCK | 2,671,133 | $407.4B | 0.41% | Put |
| 23 | MSFTMICROSOFT | 6,704,963 | $386.2B | 0.39% | Put |
| 24 | —NOVELLUS SYSTEMS 2.625% CB 05/15/2041- REGISTERED | 135,034,000 | $376.5B | 0.38% | |
| 25 | BACBANKAMERICA CORP CMN STOCK | 23,763,546 | $371.9B | 0.37% | Put |
| 26 | DONSPDR DJIA TRUST | 2,022,551 | $369.7B | 0.37% | Put |
| 27 | TWXCHFTIME WARNER INC CMN STK | 4,456,596 | $354.8B | 0.36% | Put |
| 28 | MAMASTERCARD INC | 3,342,265 | $340.1B | 0.34% | Put |
| 29 | NXPINXP SEMICONDUCTORS NV | 3,179,277 | $324.3B | 0.33% | Put |
| 30 | TAPMOLSON COORS BREWING COMPANY COMMON STOCK CLASS B | 2,945,270 | $323.4B | 0.32% | Put |
| 31 | BAXBAXTER INTL INC | 6,625,115 | $315.4B | 0.32% | Put |
| 32 | CMGCHIPOTLE MEXICAN GRILL INC COMMON STOCK | 735,927 | $311.7B | 0.31% | Put |
| 33 | UNPUNION PAC CORP | 3,108,842 | $303.2B | 0.30% | Put |
| 34 | BMYBRISTOL MYERS SQUIBB CO | 5,569,730 | $300.3B | 0.30% | Put |
| 35 | IBMIBM COMMON STOCK | 1,882,181 | $299.0B | 0.30% | Put |
| 36 | JPMJPMORGAN CHASE & CO CMN STK | 4,472,736 | $297.8B | 0.30% | Put |
| 37 | MRKMERCK & CO | 4,524,911 | $282.4B | 0.28% | Put |
| 38 | DISDISNEY WALT CO | 3,006,300 | $279.2B | 0.28% | Put |
| 39 | CATCATERPILLAR INC | 3,141,608 | $278.9B | 0.28% | Put |
| 40 | XECEURCIMAREX ENERGY CO CMN STK | 2,075,191 | $278.8B | 0.28% | Put |
| 41 | —ALLERGAN PLC | 1,208,840 | $278.4B | 0.28% | Put |
| 42 | HPEHEWLETT PACKARD ENTERPRISE COMPANY | 12,143,855 | $276.3B | 0.28% | Put |
| 43 | CVXCHEVRON CORP CMN STOCK | 2,653,237 | $273.1B | 0.27% | Put |
| 44 | AMATAPPLIED MATERIAL CMN STK | 8,849,408 | $266.8B | 0.27% | Put |
| 45 | RHT1EURRED HAT INC CMN STOCK | 3,238,082 | $261.7B | 0.26% | Put |
| 46 | JNJJOHNSON & JOHNSON | 2,186,245 | $258.3B | 0.26% | Put |
| 47 | WFCWELLS FARGO CO COMMON STOCK | 5,829,568 | $258.1B | 0.26% | Put |
| 48 | ORLYOREILY AUTOMOTIVE INC | 915,978 | $256.6B | 0.26% | Put |
| 49 | CRMSALESFORCE.COM INC COMMON STOCK | 3,550,127 | $253.2B | 0.25% | Put |
| 50 | MCDMCDONALDS CORP | 2,194,895 | $253.2B | 0.25% | Put |
| 51 | XLEENERGY SELECT SECTOR SPDR | 3,536,069 | $249.7B | 0.25% | Put |
| 52 | CELGCELGENE CORP CMN STK | 2,382,653 | $249.1B | 0.25% | Put |
| 53 | TAT&T INC COMMON STOCK | 6,124,503 | $248.7B | 0.25% | Put |
| 54 | SBACSBA COMMUNICATIONS CORP CMN STK | 2,215,211 | $248.5B | 0.25% | Put |
| 55 | NFLXNETFLIX.COM INC COMMON STK | 2,500,448 | $246.4B | 0.25% | Put |
| 56 | BATHE BOEING COMPANY. COMMON STOCK | 1,843,693 | $242.9B | 0.24% | Put |
| 57 | YUMYUM! BRANDS INC CMN STOCK | 2,674,571 | $242.9B | 0.24% | Put |
| 58 | XOMEXXON MOBIL CORP COMMON STOCK | 2,781,286 | $242.8B | 0.24% | Put |
| 59 | PEPPEPSICO INC | 2,184,425 | $237.6B | 0.24% | Put |
| 60 | EWEDWARDS LIFESCIENCES CP CMN STOCK | 1,926,418 | $232.3B | 0.23% | Put |
| 61 | HRLHORMEL GEO A & CO | 6,115,140 | $231.9B | 0.23% | Put |
| 62 | INTCINTEL CMN STOCK | 6,094,000 | $230.0B | 0.23% | Put |
| 63 | NOWSERVICENOW INC | 2,885,644 | $228.4B | 0.23% | Put |
| 64 | REGNREGENERON PHARMACEUT CMN STK | 567,701 | $228.2B | 0.23% | Put |
| 65 | ETRAE*TRADE FINANCIAL CORP COMMON STOCK | 7,798,403 | $227.1B | 0.23% | Put |
| 66 | TLTISHARES 20+ YEAR TREASURY BOND | 1,644,400 | $226.1B | 0.23% | Put |
| 67 | GILDGILEAD SCIENCES INC CMN STK | 2,850,144 | $225.5B | 0.23% | Put |
| 68 | QCOMQUALCOMM INC CMN STK | 3,291,387 | $225.5B | 0.23% | Put |
| 69 | CLCOLGATE PALMOLIVE CO | 3,024,916 | $224.3B | 0.23% | Put |
| 70 | —SUNTRUST BKS INC | 5,113,677 | $224.0B | 0.23% | Put |
| 71 | FDXFEDEX CORPORATION CMN STOCK | 1,277,215 | $223.1B | 0.22% | Put |
| 72 | HDHOME DEPOT COMMON HD | 1,726,449 | $222.2B | 0.22% | Put |
| 73 | ATVIEURACTIVISION BLIZZARD INC | 4,999,093 | $221.5B | 0.22% | Put |
| 74 | WMTWAL MART STORES INC | 3,007,639 | $216.9B | 0.22% | Put |
| 75 | UALUNITED CONTINENTAL HOLDINGS IN | 4,129,735 | $216.7B | 0.22% | Put |
| 76 | GSTHE GOLDMAN SACHS GROUP INC CMN STOCK | 1,339,001 | $215.9B | 0.22% | Put |
| 77 | HONHONEYWELL INTERNATIONAL INC CMN STK | 1,817,593 | $211.9B | 0.21% | Put |
| 78 | MHKMOHAWK INDUSTRIES INC CMN STK | 1,051,409 | $210.6B | 0.21% | Put |
| 79 | CTSHCOGNIZANT TECH SOLUTIONS CMN STOCK - A | 4,268,738 | $203.7B | 0.20% | Put |
| 80 | AMGNAMGEN INC | 1,220,016 | $203.5B | 0.20% | Put |
| 81 | BKRBAKER HUGHES COMMON STOCK BHI | 4,018,821 | $202.8B | 0.20% | Put |
| 82 | —SPANSION 2% CB 09/01/2020-REGISTERED | 86,437,000 | $202.8B | 0.20% | |
| 83 | AMEAMETEK INC CMN STOCK | 4,168,090 | $199.2B | 0.20% | Call |
| 84 | AMGAFFILIATED MANAGERS GRP INC CMN STOCK | 1,366,309 | $197.7B | 0.20% | Put |
| 85 | SYFSYNCHRONY FINANCIAL | 7,021,620 | $196.6B | 0.20% | Put |
| 86 | ADBEADOBE SYSTEMS COMMON STOCK | 1,810,983 | $196.6B | 0.20% | Put |
| 87 | CP.TOCANADIAN PAC RY LTD CMN STOCK | 1,283,796 | $196.0B | 0.20% | Put |
| 88 | PGRPROGRESSIVE CORP | 6,168,334 | $194.3B | 0.20% | Put |
| 89 | —COMPUTER SCIENCES CORP | 3,697,521 | $193.0B | 0.19% | Put |
| 90 | —TAKE TWO INTERACTIVE 1.75% CB 12/01/2016-REGISTERE | 81,780,000 | $192.8B | 0.19% | |
| 91 | WOOFOOT LOCKER INC CMN STOCK | 2,789,809 | $188.9B | 0.19% | Put |
| 92 | DVNDEVON ENERGY CORP CMN STOCK (NEW) | 4,278,332 | $188.7B | 0.19% | Put |
| 93 | —JETBLUE AIRWAYS CORPORATION 6.75% CB 10/15/2039 B | 53,308,000 | $188.2B | 0.19% | |
| 94 | EEMISHARES MSCI EMERGING MARKETS | 4,977,025 | $186.4B | 0.19% | Put |
| 95 | GDGENERAL DYNAMICS CORP | 1,196,132 | $185.6B | 0.19% | Put |
| 96 | BHCVALEANT PHARMACEUTICALS INTERNATIONAL INC | 7,521,030 | $184.6B | 0.19% | Put |
| 97 | SLBSCHLUMBERGER LTD | 2,344,281 | $184.4B | 0.19% | Put |
| 98 | IBBISHARES NASDAQ BIOTECHNOLOGY E | 633,622 | $183.4B | 0.18% | Put |
| 99 | AZOAUTOZONE INC CMN STK | 237,863 | $182.8B | 0.18% | Put |
| 100 | BCRUSDBARD C R INC | 812,554 | $182.2B | 0.18% | Put |
Page 1 of 40Next