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
1201	—TAILORED BRANDS INC	505,089	$7.9M	7.97%	Put
1202	—SERVICENOW 0% CB 11/01/2018-REGISTERED	6,500,000	$7.9M	7.96%
1203	—EZCORP 2.125% CB 06/15/2019-REGISTERED	8,000,000	$7.9M	7.95%
1204	BRXBRIXMOR PROPERTY GROUP INC	284,588	$7.9M	7.94%
1205	EWBCEAST WEST BANCORP INC CMN STOCK	215,434	$7.9M	7.94%
1206	WYNEURWYNDHAM WORLDWIDE CORP	116,485	$7.8M	7.88%	Put
1207	GCI1EURGANNETT CO INC	673,402	$7.8M	7.88%
1208	2362120DSINCLAIR BROADCASTING GROUP COMMON STOCK	270,262	$7.8M	7.84%	Put
1209	PXGBXPRAXAIR INC	64,587	$7.8M	7.84%	Put
1210	MTGMGIC INV CORP CMN STOCK	975,368	$7.8M	7.84%	Put
1211	—CEPHEID 1.25% CB 02/01/2021-REGISTERED	7,500,000	$7.8M	7.82%
1212	ETENERGY TRANSFER EQUITY LP	462,586	$7.8M	7.80%	Put
1213	—PDC ENERGY 1.125% CB 09/15/2021-REGISTERED	7,250,000	$7.8M	7.80%
1214	SAHSONIC AUTOMOTIVE INC. CMN STOCK	412,844	$7.8M	7.80%
1215	DOOREURMASONITE INTERNATIONAL CORP	124,604	$7.7M	7.78%
1216	IYFISHARES U.S. FINANCIALS ETF	86,001	$7.7M	7.78%	Call
1217	TELTE CONNECTIVITY LTD	119,686	$7.7M	7.74%	Put
1218	MSIMOTOROLA SOLUTIONS INC	100,799	$7.7M	7.72%	Put
1219	CICIGNA CORP	58,900	$7.7M	7.71%	Put
1220	BOXBOX INC - CLASS A	485,850	$7.7M	7.69%	Put
1221	—ACCURAY 3.5% CB 02/01/2018-REGISTERED	5,854,000	$7.6M	7.66%
1222	CRSCARPENTER TECHNOLOGY CMN STK	184,577	$7.6M	7.65%	Call
1223	—ISTAR FINANCIAL 3% CB 11/15/2016-REGISTERED	7,500,000	$7.6M	7.64%
1224	PLCECHILDREN'S PLACE INC/THE	95,011	$7.6M	7.62%	Put
1225	MOMOUSDMOMO INC-ADR	337,047	$7.6M	7.62%	Put
1226	IMOIMPERIAL OIL CMN STOCK	242,000	$7.6M	7.61%
1227	TTITETRA TECHNOLOGIES INC/DE CMN STK	1,233,259	$7.5M	7.57%
1228	JPMJPMORGAN CHASE & CO. TARP WARRANT	305,715	$7.5M	7.57%
1229	ARRYEURARRAY BIOPHARMA INC	1,112,865	$7.5M	7.55%	Put
1230	TPDTEMPUR SEALY INTERNATIONAL INC	131,400	$7.5M	7.49%	Put
1231	IWDISHARES RUSSELL 1000 VALUE ETF	70,562	$7.5M	7.49%
1232	GNWGENWORTH FINANCIAL INC COMMON STOCK	1,501,947	$7.4M	7.48%	Put
1233	FRFIRST INDL REALTY TRUST INC CMN STK	262,634	$7.4M	7.45%
1234	QLDPROSHARES ULTRA QQQ ETF	85,600	$7.4M	7.44%	Put
1235	—GRAMERCY PROPERTY TRUST	767,766	$7.4M	7.44%
1236	FDPFRESH DEL MONTE PRODUCE INC CMN STOCK	123,225	$7.4M	7.42%
1237	CROXCROCS INC COMMON STOCK	884,546	$7.3M	7.38%	Put
1238	—VCA INC	104,552	$7.3M	7.35%	Put
1239	—TASER INTL INC CMN STOCK	255,709	$7.3M	7.35%	Put
1240	—TRINA SOLAR 4% CB 10/15/2019-REGISTERED	7,700,000	$7.2M	7.28%
1241	GRPNCHFGROUPON INC	1,405,417	$7.2M	7.27%	Put
1242	KGCKINROSS GOLD CORP	1,716,561	$7.2M	7.26%	Put
1243	ETSYETSY INC	505,910	$7.2M	7.26%	Put
1244	HIIHUNTINGTON INGALLS INDUSTRIE	47,060	$7.2M	7.25%	Put
1245	CCOCAMECO CORP CMN STK	835,338	$7.2M	7.18%	Put
1246	CLHCLEAN HARBORS INC CMN STK	148,662	$7.1M	7.17%	Put
1247	EWHISHARES MSCI HONG KONG ETF	323,841	$7.1M	7.16%	Put
1248	CSTECAESARSTONE LTD	188,731	$7.1M	7.15%	Put
1249	ARANTERO RESOURCES CORP	263,846	$7.1M	7.15%	Put
1250	MTARCELOR MITTAL-CLASS A NY RE	1,177,048	$7.1M	7.14%	Put
1251	—MODUSLINK GLOBAL SOLUTIONS INC 5.25% CB 3/01/2019-REGISTERED	8,750,000	$7.1M	7.11%
1252	YRIYAMANA GOLD INC	1,641,733	$7.1M	7.11%	Put
1253	TTMCHFTATA MOTORS LTD ADR 1:1 COMMON	176,506	$7.1M	7.09%	Put
1254	BLUEBLUEBIRD BIO INC	103,891	$7.0M	7.07%	Put
1255	—KBS Fashion Group Ltd	16,955	$7.0M	7.03%
1256	GU9GUESS INC CMN STK	475,903	$7.0M	6.99%	Put
1257	PDCEUSDPDC ENERGY INC	103,075	$6.9M	6.95%	Put
1258	ASMLASML HOLDING NV NY- US STOCK	62,812	$6.9M	6.92%	Put
1259	VTYVERINT SYSTEMS INC CMN STK	181,945	$6.8M	6.88%
1260	AQLTISHARES U.S. OIL & GAS EXPLORA	111,173	$6.8M	6.87%	Put
1261	STLAFIAT CHRYSLER AUTOMOBILES NV	1,068,077	$6.8M	6.87%	Put
1262	LTHLIFEPOINT HEALTH INC	114,750	$6.8M	6.83%
1263	IEURISHARES CORE MSCI EUROPE	163,643	$6.8M	6.80%
1264	CTXSEURCITRIX SYS INC CMN STOCK	79,201	$6.8M	6.78%	Put
1265	SPWRQSUNPOWER CORP COMMON STOCK	753,200	$6.7M	6.75%	Put
1266	—BLUCORA 4.25% CB 04/01/2019-REGISTERED	7,000,000	$6.7M	6.75%
1267	ALAIR LEASE CORP	233,890	$6.7M	6.72%	Put
1268	THOTHOR INDUSTRIES INC CMN STK	78,911	$6.7M	6.72%	Put
1269	AQLTISHARES SELECT DIVIDEND ETF	77,900	$6.7M	6.71%	Put
1270	—B2GOLD CORP 3.25% CB 10/01/2018-REGISTERED	6,500,000	$6.7M	6.70%
1271	SIGISELECTIVE INSURANCE GROUP COMMON STOCK	167,320	$6.7M	6.70%
1272	—NOVATEL WIRELESS 5.5% CB 06/15/2020-REGISTERED	6,700,000	$6.6M	6.68%
1273	BENFRANKLIN RESOURCES INC CMN STK	186,602	$6.6M	6.67%	Put
1274	—SOLAZYME 6% CB 02/01/2018-REGISTERED	10,042,000	$6.6M	6.67%
1275	LEGLEGGETT & PLATT INC COMMON LEG	145,175	$6.6M	6.65%	Call
1276	HSTHOST HOTELS & RESORTS INC COMMON STOCK REIT	424,934	$6.6M	6.65%	Put
1277	GLPIGAMING AND LEISURE PROPE	196,546	$6.6M	6.60%	Put
1278	VNOVORNADO REALTY TRUST CMN STK	64,841	$6.6M	6.59%	Put
1279	USCRUS CONCRETE INC	142,160	$6.5M	6.58%	Put
1280	KLACKLA-TENCOR INSTRUMENTS CORP CMN STK	93,928	$6.5M	6.58%	Put
1281	PORPORTLAND GENERAL ELECTRIC CO	153,707	$6.5M	6.58%	Call
1282	NYTNEW YORK TIMES COMPANY CLASS A COMMON STOCK	547,515	$6.5M	6.57%	Call
1283	—SONIC CORP CMN STK	248,192	$6.5M	6.53%	Put
1284	AQLTISHARES CORE MSCI EAFE ETF	117,630	$6.5M	6.52%
1285	DGXQUEST DIAGNOSTICS CMN STOCK	76,442	$6.5M	6.50%	Put
1286	MURMURPHY OIL CORP CMN STK	212,674	$6.5M	6.49%	Put
1287	AMJEURJPMORGAN ALERIAN MLP INDEX	204,900	$6.5M	6.48%	Put
1288	CSIQCANADIAN SOLAR INC	467,457	$6.4M	6.45%	Put
1289	FITBFIFTH THIRD BANCORP CMN STOCK	313,279	$6.4M	6.44%	Put
1290	LIVNLIVANOVA PLC	106,457	$6.4M	6.43%
1291	CIKCREDIT SUISSE GROUP - SPON ADR 4:1	485,141	$6.4M	6.40%	Put
1292	SNISCRIPPS NETWORKS INTERACTIVE	100,217	$6.4M	6.39%	Put
1293	IDXXIDEXX LABS INC CMN STK	56,319	$6.3M	6.38%	Call
1294	EVHEVOLENT HEALTH INC - A	257,522	$6.3M	6.37%
1295	EFVISHARES MSCI EAFE VALUE ETF	137,074	$6.3M	6.36%
1296	VOOVANGUARD S&P 500 ETF	31,621	$6.3M	6.31%
1297	—SEACOR HOLDINGS INC CMN STK	105,300	$6.3M	6.29%	Put
1298	—FOREST CITY REALTY TRUST- A	269,541	$6.2M	6.26%
1299	—CIENA CORP 4% CB 12/15/2020-144A	4,635,000	$6.2M	6.24%
1300	ACADACADIA PHARMACEUTICALS, INC.	195,372	$6.2M	6.24%	Put

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