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
1001	—IMPAX LABORATORIES INC CMN STOCK	488,381	$11.6M	11.63%
1002	HRSEURHARRIS CORP DEL	126,150	$11.6M	11.61%	Put
1003	CHRWC H ROBINSON WORLDWIDE INC CMN STOCK	163,900	$11.5M	11.60%	Put
1004	TRNTRINITY INDUSTRIES CMN STK	477,358	$11.5M	11.60%	Put
1005	—GIGAMON INC	210,549	$11.5M	11.59%	Put
1006	LQDISHARES IBOXX INVESTMENT GRADE	93,300	$11.5M	11.55%	Put
1007	IWVISHARES RUSSELL 3000 ETF	89,538	$11.5M	11.53%
1008	—NEWPARK RESOURCES 4% CB 10/01/2017-REGISTERED	11,500,000	$11.5M	11.51%
1009	—AGRIUM COMMON	126,000	$11.4M	11.48%	Put
1010	—JANUS CAPITAL GROUP 0.75% CB 07/15/2018-REGISTERED	8,368,000	$11.4M	11.47%
1011	CXOEURCONCHO RESOURCES INC	83,000	$11.4M	11.45%	Put
1012	WMBWILLIAMS COMPANIES COMMON STOCK	370,365	$11.4M	11.44%	Put
1013	TGNATEGNA INC	520,034	$11.4M	11.42%	Put
1014	—DIREXION DAILY ENERGY BUL 3X	341,000	$11.4M	11.41%	Put
1015	OLEDUNIVERSAL DISPLAY CORP CMN STOCK	204,343	$11.3M	11.40%	Put
1016	AVBAVALONBAY COMMUNITIES INC	63,638	$11.3M	11.37%	Put
1017	—BROADSOFT 1% CB 09/01/2022-REGISTERED	8,500,000	$11.3M	11.36%
1018	—STARWOOD PROPERTY TRUST 4% CB 01/15/2019-REGISTERE	10,000,000	$11.3M	11.36%
1019	AGOASSURED GUARANTY COMMON STOCK	405,458	$11.3M	11.30%	Put
1020	—WEATHERFORD INTERNATIONAL 5.875% CB 07/01/2021-REG	10,000,000	$11.3M	11.30%
1021	QRTEALIBERTY INTERACTIVE CORP QVC G	561,040	$11.2M	11.28%	Put
1022	ETRENTERGY CORP NEW	146,087	$11.2M	11.26%	Put
1023	—DSW INC COMMON STOCK	546,303	$11.2M	11.24%	Put
1024	LENLENNAR CORP CMN STK	264,100	$11.2M	11.23%	Put
1025	MLNXMELLANOX TECHNOLOGIES LTD	258,145	$11.2M	11.22%	Put
1026	—FRONTIER COMMUNICATIONS CORP	2,680,966	$11.2M	11.20%	Put
1027	SNEURSANCHEZ ENERGY CORP	1,255,654	$11.1M	11.15%	Put
1028	RSX1USDVANECK VECTORS RUSSIA ETF	587,231	$11.0M	11.07%	Put
1029	—HOUSTON AMERICAN ENERGY CORP	56,003	$11.0M	11.05%
1030	—ENERJEX RESOURCES INC	27,479	$11.0M	11.05%
1031	—POWERSHARES DB US DOL IND BU	445,400	$11.0M	11.04%	Put
1032	STWD 4.55 03/01/18STARWOOD PROPERTY TRUST 4.55% CB 03/01/2018-REGIST	10,000,000	$11.0M	11.02%
1033	TMTOYOTA MOTOR ADR 1:2	94,200	$10.9M	10.98%	Put
1034	—OCLARO INC COMMON STOCK	1,276,566	$10.9M	10.97%	Put
1035	AMD 2.125 09/01/26ADVANCED MICRO DEVICES 2.125% CB 09/01/2026-REGIST	10,000,000	$10.9M	10.92%
1036	EWGISHARES MSCI GERMANY ETF	412,000	$10.8M	10.87%	Put
1037	DCHAMERN AXLE & MFG HLDGS INC CMN STOCK	628,471	$10.8M	10.87%	Put
1038	INGRINGREDION INC	81,334	$10.8M	10.87%	Put
1039	—UNIT CORP CMN STOCK	580,544	$10.8M	10.85%	Call
1040	PFPTPROOFPOINT INC	143,404	$10.7M	10.78%	Put
1041	—QUINTILES IMS HOLDINGS INC	132,377	$10.7M	10.78%	Call
1042	IM8NINSMED INC CMN STK	738,275	$10.7M	10.77%	Call
1043	AGFIRST MAJESTIC RESOURCE CORP COMMON STOCK	1,039,700	$10.7M	10.76%	Put
1044	—HARMAN INTERNATIONAL INDS CMN STK	126,724	$10.7M	10.75%	Put
1045	FDCFIRST DATA CORP- CLASS A	806,367	$10.6M	10.66%	Put
1046	VIPSVIPSHOP HOLDINGS LTD - ADS	722,780	$10.6M	10.65%	Put
1047	UWMPROSHARES ULTRA RUSSELL2000	111,369	$10.6M	10.61%	Put
1048	HIWHIGHWOODS PROPERTIES INC CMN STK	201,316	$10.5M	10.54%
1049	FLRFLUOR CORP	204,452	$10.5M	10.54%	Put
1050	CDECOEUR MINING INC	886,480	$10.5M	10.54%	Put
1051	HAINHAIN CELESTIAL GROUP INC CMN STK	294,300	$10.5M	10.52%	Put
1052	—SYNERGY PHARMACEUTICALS INC	1,899,395	$10.5M	10.51%	Put
1053	—GUGGENHEIM S&P 500 EQUAL WEIGH	85,430	$10.5M	10.50%
1054	ORIOLD REPUBLIC INTERNATIONAL CMN STOCK	592,034	$10.4M	10.48%
1055	A4SAMERIPRISE FINANCIAL INC COMMON STOCK	104,514	$10.4M	10.48%	Put
1056	—RSP PERMIAN INC	268,793	$10.4M	10.47%	Put
1057	THSTREEHOUSE FOODS INC COMMON STOCK	119,308	$10.4M	10.45%	Put
1058	—STILLWATER MINING COMPANY 1.75% CB 10/15/2032-REGI	8,600,000	$10.4M	10.42%
1059	RFREGIONS FINANCIAL CORP. COMMON STOCK	1,050,297	$10.4M	10.41%	Put
1060	—APOLLOR COMMERCIAL REAL ESTATE 5.5% CB 03/15/2019	10,000,000	$10.3M	10.40%
1061	EGRXEAGLE PHARMACEUTICALS INC	147,770	$10.3M	10.39%	Put
1062	TFISPDR NUVEEN BARCLAYS MUNICIPAL BOND ETF	206,217	$10.3M	10.38%
1063	GPKGRAPHIC PACKAGING HOLDING CO CMN STOCK	737,705	$10.3M	10.37%	Call
1064	SINASINA CORP CMN STK	139,735	$10.3M	10.37%	Put
1065	—RETAIL PROPERTIES OF AME - A	612,345	$10.3M	10.33%
1066	OHIOMEGA HEALTHCARE INVS INC CMN STK	289,423	$10.3M	10.31%	Put
1067	UISUNISYS CMN STOCK	1,052,082	$10.2M	10.30%	Put
1068	ROICUSDRETAIL OPPORTUNITY INVESTMENTS	463,851	$10.2M	10.23%
1069	—CALPINE CORP	804,870	$10.2M	10.22%	Put
1070	—SNYDERS-LANCE INC	302,383	$10.2M	10.20%
1071	HPTUSDHOSPITALITY PROPERTIES TRUST	341,437	$10.1M	10.20%	Put
1072	BKHBLACK HILLS CORP CMN STK	165,680	$10.1M	10.19%	Put
1073	—JAZZ PHARMACEUTICALS 1.875% CB 08/15/2021 -REGISTE	10,000,000	$10.1M	10.18%
1074	SYNASYNAPTICS INCORPORATED	172,182	$10.1M	10.13%	Put
1075	AFWALIGN TECHNOLOGY INC.	107,186	$10.0M	10.10%	Put
1076	WEAWESTERN ALLIANCE BANCORP COMMON STOCK	267,544	$10.0M	10.09%	Call
1077	—US NATURAL GAS FUND LP	1,200,779	$10.0M	10.08%	Put
1078	ZEN1EURZENDESK INC	326,637	$10.0M	10.08%	Put
1079	CDNSCADENCE DESIGN SYS INC CMN STK	391,834	$10.0M	10.05%	Call
1080	—XG TECHNOLOGY INC	34,110	$10.0M	10.05%
1081	T77LENDINGTREE INC	103,161	$10.0M	10.04%	Put
1082	IPGTHE INTERPUBLIC GROUP OF COMPANIES, INC. CMN STOCK	446,570	$10.0M	10.03%	Put
1083	RYROYAL BK CDA MONTREAL QUE CMN STOCK	160,940	$10.0M	10.02%	Put
1084	GMEDGLOBUS MEDICAL INC - A	441,793	$10.0M	10.02%	Put
1085	AMKRAMKOR TECHNOLOGY, INC.	1,025,127	$10.0M	10.01%	Put
1086	—WEBMD HEALTH CORP 2.5% CB 01/15/2018-REGISTERED	9,500,000	$9.9M	9.92%
1087	CDPCORPORATE OFFICE PPTYS TR INC CMN STK	347,791	$9.9M	9.91%
1088	—WHITING PETROLEUM 1.25% CB 06/05/2020-REGISTERED	10,200,000	$9.8M	9.89%
1089	—ENERNOC 2.25% CB 08/15/2019-REGISTERED	13,500,000	$9.8M	9.88%
1090	—BANCORPSOUTH INC CMN STK	422,215	$9.8M	9.84%
1091	ACHOWENS & MINOR INC CMN STK	281,657	$9.8M	9.83%
1092	BIGGQBIG LOTS INC CMN STK	204,861	$9.8M	9.83%	Put
1093	CERNCHFCERNER CORP CMN STK	158,120	$9.8M	9.81%	Put
1094	—WORKDAY 1.5% CB 07/15/2020 ""B""-REGISTERED	7,500,000	$9.8M	9.80%
1095	—MICROSEMI CORPORATION COMMON STOCK	232,389	$9.8M	9.80%
1096	—DONNELLEY R R & SONS CO	618,337	$9.7M	9.77%	Put
1097	DEODIAGEO PLC -SPONS ADR 4:1	83,500	$9.7M	9.73%	Put
1098	ASHASHLAND GLOBAL HOLDINGS INC	83,551	$9.7M	9.73%	Put
1099	HRBBLOCK H & R INC	417,956	$9.7M	9.72%	Put
1100	CPGCRESCENT POINT ENERGY CORP	732,633	$9.7M	9.71%	Put

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