13F-HR 1 d13fhr.txt FORM 13F HR HOLDINGS REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: SEPTEMBER 30, 2006 Check here if Amendment [ ]; Amendment Number: ______ This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: CITADEL LIMITED PARTNERSHIP Address: 131 SOUTH DEARBORN CHICAGO, IL 60603 13F File Number: 28-5912 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: GERALD A. BEESON Title: CHIEF FINANCIAL OFFICER Phone: (312) 395-3121 Signature, Place, and Date of Signing: /s/ Gerald A. Beeson CHICAGO, ILLINOIS 11/14/2006 ------------------------ ------------------------ ------------------------ [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) FORM 13F SUMMARY PAGE Report Summary: CONFIDENTIAL INFORMATION HAS BEEN OMITTED FROM THIS PUBLIC FORM 13F REPORT AND FILED SEPARATELY WITH THE COMMISSION. Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 4,699 Form 13F Information Table Value Total: $24,932,231 (thousands) List of Other Included Managers: NONE
FORM 13F Page 1 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- 1ST SOURCE CORP CMN STK.. Cmn 336901103 533,397 18,069 X n/a X 21ST CENTURY INSURANCE GROUP CMN STK.......... Cmn 90130N103 396,369 26,513 X n/a X 24 / 7 REAL MEDIA INC CMN STOCK.............. Cmn 901314203 109,261 12,794 X n/a X 3 COM CORP CMN STOCK..... Cmn 885535104 1,054,369 239,086 X n/a X 3M CO.................... Cmn 88579Y101 3,883,012 52,177 X n/a X 4 KIDS ENTMT INC CMN STK. Cmn 350865101 2,072,582 125,611 X n/a X 99 CENTS ONLY STORES CMN STOCK.................. Cmn 65440K106 1,899,366 160,555 X n/a X A S V INC CMN STOCK...... Cmn 001963107 342,170 22,949 X n/a X A.O. SMITH CORP. COMMON STOCK.................. Cmn 831865209 7,576,396 192,148 X n/a X ABERCROMBIE & FITCH COMMON STOCK........... Cmn 002896207 42,408,091 610,364 X n/a X ABITIBI- CONSOLIDATED INC CMN STOCK.......... Cmn 003924107 1,159,551 469,454 X n/a X ABRAXAS PETROLEUM CORP/NV CMN STK........ Cmn 003830106 136,709 44,676 X n/a X ABRAXIS BIOSCIENCE INC CMN STK................ Cmn 00383E106 28,979,040 1,043,162 X n/a X ACADIA PHARMACEUTICALS, INC.................... Cmn 004225108 113,564 13,144 X n/a X ACCELRYS INC CMN STOCK... Cmn 00430U103 569,880 90,601 X n/a X COLUMN TOTALS............ 91,233,756
FORM 13F Page 2 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- ACCO BRANDS COMMON STOCK. Cmn 00081T108 2,226,000 100,000 X n/a X ACCREDITED HOME LENDERS HOLDING CO COMMON STOCK Cmn 00437P107 13,656,948 379,993 X n/a X ACE CASH EXPRESS INC CMN STK.................... Cmn 004403101 371,054 12,414 X n/a X ACETO CORP CMN STK....... Cmn 004446100 299,010 42,473 X n/a X ACTIVISION INC CMN STK... Cmn 004930202 18,781,048 1,243,778 X n/a X ACUITY BRANDS INC CMN STOCK.................. Cmn 00508Y102 13,296,797 292,881 X n/a X ACXIOM CORP CMN STK...... Cmn 005125109 7,274,182 294,979 X n/a X ADAMS RESPIRATORY THERAPEUTICS INC COMMON STOCK........... Cmn 00635P107 10,757,131 293,991 X n/a X ADAPTEC INC CMN STK...... Cmn 00651F108 6,025,361 1,366,295 X n/a X ADC TELECOMMUNICATIONS INC CMN STK............ Cmn 000886309 296,432 19,749 X n/a X ADESA INC COMMON STOCK... Cmn 00686U104 697,321 30,174 X n/a X ADMINISTAFF INC CMN STOCK Cmn 007094105 204,020 6,054 X n/a X ADOBE SYSTEMS COMMON STOCK.................. Cmn 00724F101 44,632,429 1,191,469 X n/a X ADVANCED ANALOGIC TECHNOLOGIES INC COMMON STOCK........... Cmn 00752J108 4,819,358 877,843 X n/a X COLUMN TOTALS............ 123,337,092
FORM 13F Page 3 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- ADVANCED ENERGY INDS INC CMN STOCK.............. Cmn 007973100 5,019,844 294,419 X n/a X ADVANCED MICRO DEVICES NYSE................... Cmn 007903107 18,548,015 746,399 X n/a X ADVENT SOFTWARE INC CMN STOCK.................. Cmn 007974108 698,129 19,280 X n/a X ADVENTRX PHARMACEUTICALS INC COMMON STOCK....... Cmn 00764X103 45,758 16,700 X n/a X ADVISORY BOARD COMPANY... Cmn 00762W107 4,522,298 89,515 X n/a X AEP INDUSTRIES INC CMN STK.................... Cmn 001031103 1,826,167 43,532 X n/a X AEROFLEX INC CMN STK..... Cmn 007768104 2,261,127 219,954 X n/a X AEROPOSTALE INC CMN STK.. Cmn 007865108 29,707,618 1,016,340 X n/a X AETHER SYSTEMS INC CMN STOCK.................. Cmn 00809C106 3,253,386 547,708 X n/a X AETNA INC--NEW........... Cmn 00817Y108 6,648,157 168,095 X n/a X AFFORDABLE RESIDENTIAL COMMUNITIES COMMON STOCK.................. Cmn 008273104 3,915,845 404,112 X n/a X AGILYSYS INC............. Cmn 00847J105 4,415,460 315,390 X n/a X AGL RESOURCES, INC....... Cmn 001204106 5,406,709 148,129 X n/a X AGNICO EAGLE-- NYSE CMN STOCK.................. Cmn 008474108 515,762 16,568 X n/a X COLUMN TOTALS............ 86,784,275
FORM 13F Page 4 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- AIR PRODS CHEMS INC...... Cmn 009158106 22,901,300 345,055 X n/a X AIRGAS INC CMN STK....... Cmn 009363102 12,592,911 348,159 X n/a X AIRTRAN HOLDINGS INC CMN STOCK.................. Cmn 00949P108 272,433 27,463 X n/a X AK STEEL COMMON STOCK.... Cmn 001547108 9,046,182 745,155 X n/a X ALABAMA NATL BANCORPORATION CMN STOCK.................. Cmn 010317105 2,212,392 32,416 X n/a X ALADDIN KNOWLEDGE SYS LTD CMN STOCK.......... Cmn M0392N101 1,196,030 70,981 X n/a X ALASKA AIR GROUP COMMON STOCK ALK.............. Cmn 011659109 4,843,785 127,334 X n/a X ALBANY MOLECULAR RESEARCH Cmn 012423109 2,245,249 239,877 X n/a X ALBEMARLE CORP CMN STK... Cmn 012653101 6,161,837 113,415 X n/a X ALBERTO CULVER CO........ Cmn 013068101 34,567,338 683,284 X n/a X ALCAN INC................ Cmn 013716105 18,500,238 464,014 X n/a X ALCOA INC CMN STOCK...... Cmn 013817101 13,698,353 488,529 X n/a X ALEXANDRIA RE EQUITIES INC CMN STOCK.......... Cmn 015271109 2,444,522 26,061 X n/a X ALEXION PHARMACEUTICALS INC CMN STOCK.......... Cmn 015351109 916,848 26,982 X n/a X COLUMN TOTALS............ 131,599,418
FORM 13F Page 5 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- ALFA CORP CMN STK........ Cmn 015385107 352,619 20,418 X n/a X ALIGN TECHNOLOGY INC..... Cmn 016255101 1,505,563 132,299 X n/a X ALKERMES INC CMN STK..... Cmn 01642T108 7,526,547 474,861 X n/a X ALLEGHANY CORPORATION COMMON STOCK........... Cmn 017175100 2,502,538 8,659 X n/a X ALLEGHENY TECHNOLOGIES INC. CMN STK........... Cmn 01741R102 31,748,928 510,515 X n/a X ALLETE INC CMN STK....... Cmn 018522300 8,142,400 187,397 X n/a X ALLIANCE BERNSTEIN HOLDING LP CMN STOCK... Cmn 01881G106 31,336,707 454,221 X n/a X ALLIANCE IMAGING INC..... Cmn 018606202 1,103,748 141,325 X n/a X ALLIANCE RESOURCE PARTNERS CMN STOCK..... Cmn 01877R108 4,749,309 136,396 X n/a X ALLIANT ENERGY CORP CMN STOCK.................. Cmn 018802108 3,097,827 86,701 X n/a X ALLIED CAPITAL CORP CMN STOCK.................. Cmn 01903Q108 692,625 22,927 X n/a X ALLIED HEALTHCARE INTL INC CMN STK............ Cmn 01923A109 486,515 244,480 X n/a X ALLIED WORLD ASSURANCE HOLDINGS LTD/ BERMUDA COMMON................. Cmn G0219G203 31,467,762 778,905 X n/a X ALLOS THERAPEUTICS INC CMN STOCK.............. Cmn 019777101 390,448 103,567 X n/a X COLUMN TOTALS............ 125,103,533
FORM 13F Page 6 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- ALLOY INC CMN............ Cmn 019855303 5,046,933 427,344 X n/a X ALLSTATE CORP CMN STK.... Cmn 020002101 407,745 6,500 X n/a X ALLTEL CORP CMN STK...... Cmn 020039103 40,920,983 737,315 X n/a X ALPHA NATURAL RESOURCES INC COMMON STOCK....... Cmn 02076X102 179,664 11,400 X n/a X ALTERA CORP CMN STK...... Cmn 021441100 225,706 12,280 X n/a X ALTRIA GROUP INC CMN STK. Cmn 02209S103 3,211,655 41,955 X n/a X ALVARION LTD CMN STOCK... Cmn M0861T100 2,535,859 396,848 X n/a X AMBAC FINANCIAL GROUP INC CMN STK............ Cmn 023139108 19,030,183 229,972 X n/a X AMCORE FINL INC CMN STK.. Cmn 023912108 503,359 16,618 X n/a X AMDOCS LIMITED CMN STOCK. Cmn G02602103 77,634,929 1,960,478 X n/a X AMEDISYS INC. CMN STK.... Cmn 023436108 554,388 13,975 X n/a X AMER ITALIAN PASTA CMN STOCK.................. Cmn 027070101 4,008,100 515,180 X n/a X AMERICA SERVICE GROUP INC CMN STK............ Cmn 02364L109 520,491 40,007 X n/a X AMERICAN ELEC PWR INC.... Cmn 025537101 60,137,140 1,653,482 X n/a X COLUMN TOTALS............ 214,917,136
FORM 13F Page 7 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- AMERICAN EXPRESS CO. COMMON STOCK........... Cmn 025816109 111,454,121 1,987,413 X n/a X AMERICAN FINANCIAL GROUP INC COMMON STOCK....... Cmn 025932104 1,755,651 37,410 X n/a X AMERICAN FINANCIAL REALTY TRUST........... Cmn 02607P305 14,321,170 1,283,259 X n/a X AMERICAN INTL GROUP INC.. Cmn 026874107 2,555,714 38,571 X n/a X AMERICAN MEDICAL SYSTEMS HOLDINGS............... Cmn 02744M108 40,668,762 2,206,661 X n/a X AMERICAN ORINTL CMN STK.. Cmn 028731107 448,297 73,733 X n/a X AMERICAN PHYSICIANS CAPITAL INC............ Cmn 028884104 1,584,832 32,758 X n/a X AMERICAN PWR CNVRSION CMN STK................ Cmn 029066107 2,628,612 119,700 X n/a X AMERICAN STATES WATER CO CMN STK................ Cmn 029899101 1,302,604 34,055 X n/a X AMERICAN SUPERCONDUCTOR CP CMN STK............. Cmn 030111108 376,095 40,615 X n/a X AMERICAN WOODMARK CORP CMN STK................ Cmn 030506109 7,298,939 216,650 X n/a X AMERICANWEST BANCORPORATION CMN STK. Cmn 03058P109 513,698 24,174 X n/a X AMERIGAS PARTNERS LP CMN STK.................... Cmn 030975106 1,111,886 36,030 X n/a X AMERIGROUP CORPORATION... Cmn 03073T102 6,490,658 219,650 X n/a X COLUMN TOTALS............ 192,511,038
9
FORM 13F Page 8 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- AMERIPRISE FINANCIAL INC COMMON STOCK........... Cmn 03076C106 203,751,000 4,344,371 X n/a X AMERIS BANCORP CMN STK... Cmn 03076K108 415,633 15,275 X n/a X AMERN EAGLE OUTFITTERS INC CMN STK............ Cmn 02553E106 18,576,557 423,832 X n/a X AMETEK INC CMN STOCK..... Cmn 031100100 7,407,245 170,086 X n/a X AMEX ENERGY SELECT SPDR (ETF).................. Cmn 81369Y506 11,910,705 222,630 X n/a X AMEX HEALTH CARE SELECT SECTOR SPD (ETF)....... Cmn 81369Y209 1,033,715 31,136 X n/a X AMICAS INC CMN STOCK..... Cmn 001712108 414,059 138,946 X n/a X AMN HEALTHCARE SERVICES INC.................... Cmn 001744101 1,706,818 71,866 X n/a X AMR CORPORATION CMN STOCK Cmn 001765106 2,210,749 95,538 X n/a X AMSOUTH BANCORPORATION CMN STK................ Cmn 032165102 207,433 7,143 X n/a X AMSURG CORP.............. Cmn 03232P405 1,750,883 78,656 X n/a X AMYLIN PHARMACEUTICALS INC CMN STK............ Cmn 032346108 8,619,034 195,576 X n/a X ANALOG DEVICES INC....... Cmn 032654105 577,602 19,653 X n/a X ANAREN INC CMN STK....... Cmn 032744104 1,006,788 47,783 X n/a X COLUMN TOTALS............ 259,588,220
FORM 13F Page 9 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- ANDERSONS INC CMN STOCK.. Cmn 034164103 6,818,696 199,669 X n/a X ANDREW CORP.............. Cmn 034425108 18,660,996 2,017,405 X n/a X ANDRX GROUP CMN STK...... Cmn 034553107 3,420,005 139,992 X n/a X ANESIVA INC COMMON STOCK. Cmn 03460L100 466,457 68,799 X n/a X ANHEUSER BUSCH COS INC... Cmn 035229103 850,096 17,893 X n/a X ANNALY CAPITAL MANAGEMENT INC CMN STOCK.................. Cmn 035710409 18,180,281 1,383,583 X n/a X ANNTAYLOR STORES CORP CMN STK................ Cmn 036115103 12,696,808 303,316 X n/a X ANSOFT CORP CMN STOCK.... Cmn 036384105 2,811,891 112,882 X n/a X ANTHRACITE CAPITAL INC... Cmn 037023108 2,849,866 221,607 X n/a X ANTIGENICS INC CMN STOCK. Cmn 037032109 16,754 10,809 X n/a X AON CORPORATION.......... Cmn 037389103 79,224,165 2,339,066 X n/a X APACHE CORP COMMON APA... Cmn 037411105 51,615,693 816,704 X n/a X APOLLO GROUP INC CMN STOCK.................. Cmn 037604105 5,383,114 109,324 X n/a X APPLE COMPUTER INC....... Cmn 037833100 66,019,588 857,620 X n/a X COLUMN TOTALS............ 269,014,409
FORM 13F Page 10 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- APPLEBEES INTL INC CMN STK.................... Cmn 037899101 56,735,636 2,637,640 X n/a X APPLERA CORP- CELERA GENOMICS CMN STOCK..... Cmn 038020202 6,406,833 460,261 X n/a X APPLICA INCORPORATED CMN STK.................... Cmn 03815A106 2,450,348 454,610 X n/a X APPLIED DIGITAL SOLUTIONS INC CMN STOCK Cmn 038188306 67,230 41,500 X n/a X APPLIED INDUSTRIAL TECHNOLOGIES CMN STK... Cmn 03820C105 10,740,294 440,176 X n/a X APPLIED MATERIAL CMN STK. Cmn 038222105 217,831 12,286 X n/a X APPLIED MICRO CIRCUITS CORP CMN STOCK......... Cmn 03822W109 4,665,108 1,619,829 X n/a X APRIA HEALTHCARE GROUP INC COMMON............. Cmn 037933108 8,398,245 425,443 X n/a X APTARGROUP INC CMN STK... Cmn 038336103 1,121,853 22,049 X n/a X AQUA AMERICA INC CMN STK. Cmn 03836W103 2,753,338 125,494 X n/a X AQUILA INC COMMON STOCK UCU.................... Cmn 03840P102 590,759 136,434 X n/a X ARBITRON INC COMMON STOCK Cmn 03875Q108 15,444,310 417,301 X n/a X ARCH CAPITAL GROUP LTD CMN STOCK.............. Cmn G0450A105 43,508,364 685,279 X n/a X ARCH CHEMICALS INC CMN STOCK.................. Cmn 03937R102 307,118 10,795 X n/a X COLUMN TOTALS............ 153,407,267
FORM 13F Page 11 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- ARCH COAL INC CMN STK.... Cmn 039380100 6,998,591 242,082 X n/a X ARCHER DANIELS MIDLAND CO Cmn 039483102 10,105,361 266,773 X n/a X ARCHSTONE-SMITH TRUST COMMON STOCK........... Cmn 039583109 10,765,891 197,757 X n/a X ARENA PHARMACEUTICALS INC Cmn 040047102 2,307,947 192,650 X n/a X ARES CAPITAL CORP COMMON STOCK.................. Cmn 04010L103 11,444,452 656,972 X n/a X ARIAD PHARMACEUTICALS INC CMN STOCK.......... Cmn 04033A100 1,490,789 341,924 X n/a X ARIBA INC................ Cmn 04033V203 3,052,063 407,485 X n/a X ARQULE INC CMN STOCK..... Cmn 04269E107 495,012 117,580 X n/a X ARROW ELEC. COMMON STOCK. Cmn 042735100 433,394 15,800 X n/a X ARTECH CORP.............. Cmn 042682203 27,764 14,690 X n/a X ARTIC CAT INC CMN STK.... Cmn 039670104 2,483,991 149,638 X n/a X ASBURY AUTOMOTIVE GROUP.. Cmn 043436104 529,832 25,720 X n/a X ASE TEST LTD-- NASDAQ COMMON................. Cmn Y02516105 5,380,234 630,004 X n/a X ASHFORD HOSPITALITY TRUST COMMON STOCK..... Cmn 044103109 9,913,579 830,979 X n/a X COLUMN TOTALS............ 65,428,900
FORM 13F Page 12 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- ASIAINFO HOLDINGS INC CMN STOCK.............. Cmn 04518A104 1,522,026 338,228 X n/a X ASPEN TECHNOLOGY INC CMN STOCK.................. Cmn 045327103 5,695,173 521,536 X n/a X ASPREVA PHARMACEUTICALS CORP COMMON STOCK...... Cmn 04538T109 4,164,300 160,474 X n/a X ASSET ACCEPTANCE CAPITAL COMMON STOCK........... Cmn 04543P100 6,886,409 423,779 X n/a X ASSOCIATED ESTATES RLTY CORP CMN STK........... Cmn 045604105 180,195 11,648 X n/a X ASSURANT INC COMMON STOCK Cmn 04621X108 68,379,167 1,280,269 X n/a X ASYST TECHNOLOGIES INC CMN STK................ Cmn 04648X107 4,531,634 670,360 X n/a X AT&T INC COMMON STOCK.... Cmn 00206R102 39,640,986 1,217,475 X n/a X ATHEROS COMMUNICATIONS COMMON STOCK........... Cmn 04743P108 1,029,820 56,802 X n/a X ATLAS AMERICA INC COMMON STOCK.................. Cmn 049167109 39,997,690 937,153 X n/a X ATMOS ENERGY CORP CMN STK Cmn 049560105 9,160,467 320,857 X n/a X AUDIBLE INC CMN STK...... Cmn 05069A302 209,299 28,829 X n/a X AUDIOCODES LTD........... Cmn M15342104 216,148 23,019 X n/a X AUDIOVOX CORP-- CL A CMN STK................ Cmn 050757103 972,298 69,849 X n/a X COLUMN TOTALS............ 182,585,612
FORM 13F Page 13 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- AUROR OIL & GAS CORP COMMON STOCK........... Cmn 052036100 1,904,587 622,414 X n/a X AUTODESK INC............. Cmn 052769106 23,076,808 663,508 X n/a X AUTOLIV INC CMN STOCK.... Cmn 052800109 3,562,972 64,652 X n/a X AUTOZONE INC CMN STK..... Cmn 053332102 25,640,196 248,211 X n/a X AVALONBAY COMMUNITIES INC Cmn 053484101 450,657 3,743 X n/a X AVANEX CORP CMN STOCK.... Cmn 05348W109 26,030 15,046 X n/a X AVANIR PHARMACEUTICALS - CL A................... Cmn 05348P401 350,242 50,613 X n/a X AVERY DENNISON CORP...... Cmn 053611109 6,462,800 107,409 X n/a X AVI BIOPHARM INC CMN STOCK.................. Cmn 002346104 384,471 105,624 X n/a X AVIS BUDGET GROUP INC COMMON STOCK........... Cmn 053774105 13,095,036 715,967 X n/a X AVISTA CORP CMN STK...... Cmn 05379B107 4,056,952 171,324 X n/a X AVNET, INC. COMMON STOCK. Cmn 053807103 8,992,042 458,310 X n/a X AVOCENT CORP............. Cmn 053893103 3,493,077 115,972 X n/a X AVON PRODS INC........... Cmn 054303102 4,793,262 156,336 X n/a X COLUMN TOTALS............ 96,289,132
FORM 13F Page 14 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- AVX CORP NEW CMN STOCK... Cmn 002444107 3,702,765 209,314 X n/a X AXCAN PHARMA INC CMN STOCK.................. Cmn 054923107 1,025,852 75,099 X n/a X AXT INC CMN STOCK........ Cmn 00246W103 59,214 13,900 X n/a X BAKER CAPITAL GROUP INC CMN STOCK.............. Cmn 05548G102 812,175 208,250 X n/a X BAKER HUGHES COMMON STOCK BHI.............. Cmn 057224107 2,014,151 29,533 X n/a X BALDOR ELECTRIC CMN STK.. Cmn 057741100 4,074,709 132,167 X n/a X BALLY TECHNOLOGIES INC CMN STK................ Cmn 05874B107 355,995 20,227 X n/a X BALLYS TOTAL FITNESS CORP CMN STOCK......... Cmn 05873K108 812,434 538,036 X n/a X bANCTRUST FINANCIAL GROUP INC CMN STK...... Cmn 05978R107 405,855 14,552 X n/a X BANDAG INC............... Cmn 059815100 2,039,688 49,700 X n/a X BANK OF HAWAII CORP. CMN STK.................... Cmn 062540109 6,940,916 144,122 X n/a X BANK OF NEW YORK CMN STOCK.................. Cmn 064057102 55,195,581 1,565,388 X n/a X BANKAMERICA CORP CMN STOCK.................. Cmn 060505104 1,976,251 36,891 X n/a X BANKRATE INC CMN STK..... Cmn 06646V108 811,222 30,543 X n/a X COLUMN TOTALS............ 80,226,807
FORM 13F Page 15 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- BANKUNITED FINANCIAL COMMON STOCK - CLASS A. Cmn 06652B103 9,066,442 347,773 X n/a X BANNER CORPORATION CMN STOCK.................. Cmn 06652V109 418,403 10,195 X n/a X BANTA CORP............... Cmn 066821109 55,964,605 1,175,727 X n/a X BARD C R INC............. Cmn 067383109 21,306,150 284,082 X n/a X BARNES & NOBLE INC CMN STK.................... Cmn 067774109 2,103,849 55,452 X n/a X BARR LABORATORIES INC CMN STK................ Cmn 068306109 37,074,408 713,793 X n/a X BAUSCH & LOMB INC........ Cmn 071707103 643,719 12,841 X n/a X BAXTER INTL INC.......... Cmn 071813109 48,992,333 1,077,702 X n/a X BCE INC CMN STK.......... Cmn 05534B760 3,030,477 111,867 X n/a X BEARINGPOINT INC CMN STK. Cmn 074002106 19,309,073 2,456,625 X n/a X BECTON DICKINSON CO...... Cmn 075887109 254,907 3,607 X n/a X BED BATH & BEYOND INC CMN STK................ Cmn 075896100 11,867,028 310,168 X n/a X BELO CORP - SER A COM CMN STK................ Cmn 080555105 435,407 27,540 X n/a X BEMA GOLD CORP........... Cmn 08135F107 488,908 110,363 X n/a X COLUMN TOTALS............ 210,955,709
FORM 13F Page 16 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- BEMIS INC................ Cmn 081437105 633,672 19,284 X n/a X BENCHMARK ELECTRONICS INC CMN STK............ Cmn 08160H101 8,445,588 314,196 X n/a X BERKLEY (W R) CORP CMN STK.................... Cmn 084423102 272,220 7,692 X n/a X BERKSHIRE HATHAWAY INC CMN STK................ Cmn 084670108 10,633,800 111 X n/a X BERKSHIRE HILLS BANCORP INC.................... Cmn 084680107 449,751 12,637 X n/a X BERRY PETROLEUM - CL A CMN STK................ Cmn 085789105 363,292 12,901 X n/a X BFC FINANCIAL CORP - A SHARE.................. Cmn 055384200 282,720 48,411 X n/a X BIG LOTS INC CMN STK..... Cmn 089302103 5,557,220 280,526 X n/a X BIOCRYST PHARMACEUTICALS INC CMN STK............ Cmn 09058V103 3,325,487 266,679 X n/a X BIOENVISION INC CMN STOCK Cmn 09059N100 69,332 12,583 X n/a X BIOGEN IDEC INC CMN STK.. Cmn 09062X103 52,801,439 1,181,769 X n/a X BIOLASE TECHNOLOGY INC CMN STK................ Cmn 090911108 1,302,550 208,408 X n/a X BIOMARIN PHARMACEUTICAL INC CMN STOCK.......... Cmn 09061G101 145,388 10,217 X n/a X BIOMED REALTY TRUST COMMON STOCK........... Cmn 09063H107 4,106,974 135,365 X n/a X COLUMN TOTALS............ 88,389,434
FORM 13F Page 17 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- BIOMET INC............... Cmn 090613100 42,430,573 1,318,129 X n/a X BIO-RAD LABS - CL A CMN STK.................... Cmn 090572207 365,250 5,164 X n/a X BIOSCRIP INC COMMON STOCK Cmn 09069N108 516,918 171,165 X n/a X BIOSITE INC CMN STOCK.... Cmn 090945106 421,571 9,119 X n/a X BIOTECH HOLDRS TRUST COM STK.................... Cmn 09067D201 55,511,934 300,308 X n/a X BIOVAIL CORP CMN STK..... Cmn 09067J109 22,236,684 1,459,100 X n/a X BIOVERIS CORP COMMON STOCK-WHEN ISSUED...... Cmn 090676107 445,114 47,403 X n/a X BIRCH MOUNTAIN RESOURCES LTD. COMMON STOCK...... Cmn 09066X109 91,014 26,004 X n/a X BJ SERVICES CO CMN STK... Cmn 055482103 286,807 9,519 X n/a X BJS WHOLESALE CLUB INC CMN STOCK.............. Cmn 05548J106 1,012,546 34,700 X n/a X BLACK BOX CORP CMN STK... Cmn 091826107 3,346,692 85,989 X n/a X BLACK HILLS CORP CMN STK. Cmn 092113109 5,216,440 155,205 X n/a X BLACKBAUD INC COMMON STOCK.................. Cmn 09227Q100 1,862,245 84,686 X n/a X BLACKROCK HIGH INCOME SHARES................. Cmn 09250E107 27,126 10,275 X n/a X COLUMN TOTALS............ 133,770,914
FORM 13F Page 18 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- BLOCK H & R INC.......... Cmn 093671105 656,178 30,183 X n/a X BLOCKBUSTER INC CMN STOCK CL A............. Cmn 093679108 1,094,097 284,921 X n/a X BLUE COAT SYSTEMS INC CMN STK................ Cmn 09534T508 3,134,875 174,063 X n/a X BLUE NILE INC. COMMON STOCK.................. Cmn 09578R103 240,274 6,610 X n/a X BODISEN BIOTECH INC COMMON STOCK........... Cmn 096892104 336,993 37,695 X n/a X BOIS D ARC ENERGY LLC COMMON STOCK........... Cmn 09738U103 178,735 11,682 X n/a X BOMBAY CO INC CMN STK.... Cmn 097924104 404,698 295,400 X n/a X BOOKHAM INC COMMON STOCK. Cmn 09856E105 57,908 17,984 X n/a X BORG WARNER INC CMN STK.. Cmn 099724106 8,102,018 141,718 X n/a X BOSTON BEER CO INC - CL A CMN STOCK............ Cmn 100557107 2,338,624 71,191 X n/a X BOSTON COMMUNS GROUP INC CMN STOCK.............. Cmn 100582105 1,159,656 571,259 X n/a X BOSTON PRIVATE FINL HOLDING CMN STK........ Cmn 101119105 6,458,597 231,657 X n/a X BOSTON SCIENTIFIC CORP... Cmn 101137107 4,692,335 317,264 X n/a X BOWATER, INC. COMMON STOCK.................. Cmn 102183100 5,056,867 245,837 X n/a X COLUMN TOTALS............ 33,911,855
FORM 13F Page 19 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- BOWNE CO INC............. Cmn 103043105 1,082,353 75,795 X n/a X BOYD GAMING CORP CMN STK. Cmn 103304101 1,535,832 39,954 X n/a X BOYDS COLLECTION LTD CMN STOCK.................. Cmn 103354106 13,420 24,400 X n/a X BRADLEY PHARMACEUTICALS INC COMMON STOCK....... Cmn 104576103 1,545,338 97,069 X n/a X BRANDYWINE REALTY TRUST CMN STK................ Cmn 105368203 15,642,423 480,566 X n/a X BRE PROPERTIES - CL A CMN STK................ Cmn 05564E106 25,350,607 424,420 X n/a X BRIGHTPOINT INC CMN STK.. Cmn 109473405 12,080,459 849,540 X n/a X BRINKER INTL INC CMN STK. Cmn 109641100 9,920,190 247,448 X n/a X BRINK'S CO/THE CMN STOCK. Cmn 109696104 923,244 17,400 X n/a X BRISTOL MYERS SQUIBB CO.. Cmn 110122108 16,015,411 642,673 X n/a X BRISTOW GROUP INC CMN STK Cmn 110394103 1,792,240 52,100 X n/a X BROADCOM CORP CMN STK.... Cmn 111320107 31,176,899 1,027,584 X n/a X BROADWING CORP COMMON STOCK.................. Cmn 11161E101 4,552,084 360,704 X n/a X BROCADE COMMUNICATIONS SYS CMN................ Cmn 111621108 6,818,061 965,731 X n/a X BROOKDALE SENIOR LIVING INC COMMON STOCK....... Cmn 112463104 5,165,339 111,274 X n/a X COLUMN TOTALS............ 133,613,900
FORM 13F Page 20 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- BROOKFIELD HOMES CORP COMMON STOCK........... Cmn 112723101 4,775,429 169,582 X n/a X BROOKLINE BANCORP INC CMN STOCK.............. Cmn 11373M107 6,087,895 442,756 X n/a X BROOKS AUTOMATION INC CMN STOCK.............. Cmn 114340102 415,016 31,802 X n/a X BROWN BROWN INC CMN STK.. Cmn 115236101 353,274 11,560 X n/a X BROWN SHOE CO INC CMN STK Cmn 115736100 8,281,585 231,071 X n/a X BROWN-FORMAN - CL B CMN STK.................... Cmn 115637209 439,741 5,737 X n/a X BRUKER BIOSCIENCES CORP.. Cmn 116794108 2,313,665 330,052 X n/a X BRUNSWICK CORP........... Cmn 117043109 26,195,202 839,859 X n/a X BRUSH ENGINEERED MATERIALS INC CMN STK.. Cmn 117421107 1,691,334 68,007 X n/a X BUCYRUS INTERNATIONAL INC COMMON STOCK....... Cmn 118759109 328,331 7,740 X n/a X BUILDING MATERIAL HOLDING CORP CMN STK... Cmn 120113105 1,304,044 50,117 X n/a X BURLINGTON NORTHERN SANTA FE CMN STOCK..... Cmn 12189T104 26,829,174 365,321 X n/a X C&D TECHNOLOGY CMN STK... Cmn 124661109 3,165,301 445,817 X n/a X COLUMN TOTALS............ 82,179,990
FORM 13F Page 21 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- CABELA'S INC COMMON STOCK Cmn 126804301 229,338 10,554 X n/a X CABLEVISION SYSTEMS - CL A CMN STK.............. Cmn 12686C109 27,543,142 1,212,820 X n/a X CABOT MICROELECTRONICS CORP................... Cmn 12709P103 1,724,128 59,824 X n/a X CACHE INC CMN STK........ Cmn 127150308 858,326 47,978 X n/a X CADENCE DESIGN SYS INC CMN STK................ Cmn 127387108 4,966,244 292,821 X n/a X CALAMP CORP CMN STK...... Cmn 128126109 2,296,728 377,131 X n/a X CALIFORNIA MICRO DEVICES CMN STOCK.............. Cmn 130439102 1,127,177 221,015 X n/a X CALIFORNIA PIZZA KITCHEN. Cmn 13054D109 440,839 14,729 X n/a X CALIFORNIA WATER SERVICE GRP CMN STK............ Cmn 130788102 297,656 8,060 X n/a X CALPINE CORP CMN STOCK... Cmn 131347106 108,020 313,102 X n/a X CAMDEN PROPERTY TRUST COMMON STOCK........... Cmn 133131102 4,821,466 63,432 X n/a X CAMECO CORP CMN STK...... Cmn 13321L108 5,258,291 143,787 X n/a X CAMERON INTERNATIONAL CORP CMN STOCK......... Cmn 13342B105 34,929,145 723,021 X n/a X CANADIAN NATURAL RESOURCES.............. Cmn 136385101 9,314,592 204,357 X n/a X COLUMN TOTALS............ 93,915,092
FORM 13F Page 22 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- CANARGO ENERGY INC CMN STOCK.................. Cmn 137225108 18,385 13,420 X n/a X CANDELA LASER 00 COMMON STOCK.................. Cmn 136907102 2,285,285 209,467 X n/a X CAPITAL CORP OF THE WEST CMN STOCK.............. Cmn 140065202 306,447 9,879 X n/a X CAPITAL CROSSING BANK CMN STOCK.............. Cmn 140071101 459,227 15,781 X n/a X CAPITAL ONE FINL CORP CMN STOCK.............. Cmn 14040H105 2,916,555 37,078 X n/a X CAPITAL SENIOR LIVING CORP CMN STOCK......... Cmn 140475104 182,660 19,747 X n/a X CAPITAL SOUTHWEST CORP CMN STOCK.............. Cmn 140501107 237,704 1,995 X n/a X CAPITAL TRUST CMN STK.... Cmn 14052H506 388,564 9,540 X n/a X CAPITOL BANCORP LTD CMN STK.................... Cmn 14056D105 1,141,425 25,650 X n/a X CAPSTONE TURBINE CORP.... Cmn 14067D102 51,050 36,464 X n/a X CAPTARIS INC CMN STOCK... Cmn 14071N104 721,958 123,201 X n/a X CARACO PHARMACEUTICAL LABS CMN STK........... Cmn 14075T107 451,013 44,391 X n/a X CARBO CERAMICS INC CMN STOCK.................. Cmn 140781105 9,403,794 260,999 X n/a X CARDINAL FINANCIAL CORP CMN STOCK.............. Cmn 14149F109 1,847,264 168,546 X n/a X COLUMN TOTALS............ 20,411,331
FORM 13F Page 23 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- CARDINAL HEALTH, INC. COMMON STOCK........... Cmn 14149Y108 42,104,432 640,469 X n/a X CARDIODYNAMICS INTL CORP CMN STOCK.............. Cmn 141597104 57,347 80,770 X n/a X CAREER EDUCATION CORPORATION............ Cmn 141665109 262,481 11,671 X n/a X CAREMARK RX INC COMMON STOCK.................. Cmn 141705103 771,562 13,615 X n/a X CARPENTER TECHNOLOGY CMN STK.................... Cmn 144285103 957,807 8,909 X n/a X CARREKER CORPORATION CMN STOCK.................. Cmn 144433109 745,740 121,456 X n/a X CASCADE BANCORP CMN STK.. Cmn 147154108 458,372 12,220 X n/a X CASCADE CORP CMN STK..... Cmn 147195101 240,758 5,274 X n/a X CASCADE NATURAL GAS CORP CMN STK................ Cmn 147339105 1,059,802 40,621 X n/a X CASUAL MALE RETAIL GROUP INC CMN STK............ Cmn 148711104 907,951 66,129 X n/a X CATALYST SEMICONDUCTOR INC CMN STK............ Cmn 148881105 37,183 11,001 X n/a X CATAPULT COMMUNICATIONS CMN STOCK.............. Cmn 149016107 186,252 22,279 X n/a X CATERPILLAR INC.......... Cmn 149123101 100,895,220 1,533,362 X n/a X CATO CORP - CL A CMN STK. Cmn 149205106 5,885,749 268,633 X n/a X COLUMN TOTALS............ 154,570,656
FORM 13F Page 24 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- CBIZ INC CMN STOCK....... Cmn 124805102 252,040 34,526 X n/a X CBL ASSOCIATES PPTYS INC CMN STK................ Cmn 124830100 7,276,875 173,631 X n/a X CBRL GROUP INC CMN STK... Cmn 12489V106 454,191 11,234 X n/a X CBS CORP COMMON STOCK.... Cmn 124857202 7,464,796 264,991 X n/a X CCO Capital PLC COMMON STOCK.................. Cmn 125581108 90,731,325 1,865,748 X n/a X CDC CORP - CL A CMN STOCK Cmn G2022L106 569,392 100,956 X n/a X CEC ENTERTAINMENT INC CMN STK................ Cmn 125137109 5,416,790 171,907 X n/a X CEDAR FAIR - LP CMN STK.. Cmn 150185106 476,658 18,117 X n/a X CEDAR SHOPPING CENTERS INC CMN STK............ Cmn 150602209 2,415,232 149,365 X n/a X CELESTICA INC CMN STOCK.. Cmn 15101Q108 53,437,407 4,975,550 X n/a X CELGENE CORP CMN STK..... Cmn 151020104 33,442,192 772,337 X n/a X CELL GENESYS INC CMN STK. Cmn 150921104 349,440 76,464 X n/a X CELL THERAPEUTICS CMN STOCK.................. Cmn 150934107 1,117,545 653,535 X n/a X CENTENE CORP COMMON STOCK Cmn 15135B101 368,256 22,400 X n/a X COLUMN TOTALS............ 203,772,140
FORM 13F Page 25 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- CENTER BANCORP INC CMN STOCK.................. Cmn 151408101 469,811 28,647 X n/a X CENTER FINL CORP CALIF CMN STOCK.............. Cmn 15146E102 461,760 19,418 X n/a X CENTERPOINT ENERGY CMN STK.................... Cmn 15189T107 35,116,979 2,452,303 X n/a X CENTILLIUM COMMUNICATIONS INC CMN STK.................... Cmn 152319109 792,110 388,289 X n/a X CENTRAL EUROPEAN DSTR CORP CMN STOCK......... Cmn 153435102 302,621 12,927 X n/a X CENTRAL PACIFIC FINANCIAL CO CMN STK... Cmn 154760102 2,929,875 80,095 X n/a X CENTURY ALUM CO CMN STOCK Cmn 156431108 2,527,115 75,100 X n/a X CENTURY BANCORP INC/ MA CMN STK................ Cmn 156432106 219,791 8,494 X n/a X CEPHALON INC CMN STK..... Cmn 156708109 2,462,220 39,874 X n/a X CERADYNE INC CMN STK..... Cmn 156710105 451,209 10,981 X n/a X CERIDIAN CORP NEW CMN STOCK.................. Cmn 156779100 375,044 16,773 X n/a X CERNER CORP CMN STK...... Cmn 156782104 2,848,623 62,745 X n/a X CERUS CORP CMN STOCK..... Cmn 157085101 1,161,498 209,279 X n/a X Ceva Inc COMMON STOCK.... Cmn 157210105 516,990 91,341 X n/a X COLUMN TOTALS............ 50,635,646
FORM 13F Page 26 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- CFS BANCORP INC CMN STOCK Cmn 12525D102 571,486 38,640 X n/a X CH ENERGY GROUP INC CMN STK.................... Cmn 12541M102 1,483,932 28,831 X n/a X CHARLES RIVER LABORATORIES........... Cmn 159864107 392,036 9,031 X n/a X CHARMING SHOPPES INC..... Cmn 161133103 3,111,412 217,886 X n/a X CHART INDUSTRIES COMMON STOCK.................. Cmn 16115Q308 11,127,563 903,945 X n/a X CHARTER COMMUNICATIONS INC CL A CMN STOCK..... Cmn 16117M107 1,194,992 786,179 X n/a X CHARTER FINL CORP WEST PT GA CMN STOCK........ Cmn 16122M100 209,588 5,241 X n/a X CharterMac CMN STOCK..... Cmn 160908109 1,715,023 85,923 X n/a X CHATTEM INC CMN STK...... Cmn 162456107 3,101,834 88,321 X n/a X CHECK POINT SOFTWARE TECHNOLOGIES LTD....... Cmn M22465104 2,177,925 114,147 X n/a X CHECKPOINT SYSTEMS INC CMN STK................ Cmn 162825103 664,445 40,245 X n/a X CHEMICAL FINANCIAL CORP CMN STK................ Cmn 163731102 1,694,906 57,106 X n/a X CHEMTURA CORP CMN STK.... Cmn 163893100 1,295,159 149,384 X n/a X CHENIERE ENERGY INC CMN STOCK.................. Cmn 16411R208 5,249,400 176,688 X n/a X COLUMN TOTALS............ 33,989,700
FORM 13F Page 27 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- CHESAPEAKE CORP.......... Cmn 165159104 1,569,492 109,678 X n/a X CHESAPEAKE ENERGY CORP CMN STK................ Cmn 165167107 375,233 12,948 X n/a X CHICAGO BRIDGE IRON--NY SHR.................... Cmn 167250109 320,912 13,338 X n/a X CHICAGO MERCANTILE EXCHANGE COMMON STOCK.. Cmn 167760107 14,420,672 30,153 X n/a X CHICOS FAS INC CMN STK... Cmn 168615102 5,364,630 249,170 X n/a X CHINA YUCHAI INTERNATIONAL LIMITED COMMON STOCK........... Cmn G21082105 217,722 38,399 X n/a X CHIPMOS TECHNOLOGIES LTD CMN STOCK.............. Cmn G2110R106 1,559,143 261,163 X n/a X CHIQUITA BRANDS INTERNATIONAL INC / NEW Cmn 170032809 372,004 27,803 X n/a X CHITTENDEN CORP CMN STK.. Cmn 170228100 896,649 31,253 X n/a X CHOICE HOTELS INTL INC CMN STOCK.............. Cmn 169905106 2,295,922 56,135 X n/a X CHORDIANT SOFTWARE INC CMN STK................ Cmn 170404107 1,655,755 539,334 X n/a X CHRISTOPHER & BANKS CORP CMN STK................ Cmn 171046105 961,195 32,605 X n/a X CHUBB CORP. COMMON STOCK. Cmn 171232101 29,303,258 563,958 X n/a X CIENA CORP CMN STOCK..... Cmn 171779309 47,968,584 1,760,315 X n/a X COLUMN TOTALS............ 107,281,172
FORM 13F Page 28 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- CIGNA CORP. COMMON STOCK. Cmn 125509109 414,681 3,565 X n/a X CIMAREX ENERGY CO CMN STK Cmn 171798101 738,568 20,988 X n/a X CIRRUS LOGIC INC CMN STK. Cmn 172755100 1,472,361 201,970 X n/a X CISCO SYS INC CMN STK.... Cmn 17275R102 28,333,490 1,232,963 X n/a X CITADEL BROADCASTING CORP COMMON STOCK...... Cmn 17285T106 8,801,840 936,366 X n/a X CITIGROUP INC. COMMON STOCK (WAS TRV)........ Cmn 172967101 5,973,811 120,270 X n/a X CITIZENS COMMUNICATIONS COMPANY CMN STOCK...... Cmn 17453B101 146,676 10,447 X n/a X CITIZENS FIRST BANCORP INC.................... Cmn 17461R106 548,561 21,546 X n/a X CITRIX SYS INC CMN STOCK. Cmn 177376100 49,728,026 1,373,323 X n/a X CITY HLDGS CO CMN STK.... Cmn 177835105 626,158 15,705 X n/a X CITY NATIONAL CORP CMN STK.................... Cmn 178566105 8,191,111 122,146 X n/a X CKE RESTAURANTS INC CMN STK.................... Cmn 12561E105 21,775,844 1,302,383 X n/a X CLAYTON WILLIAMS ENERGY INC CMN STK............ Cmn 969490101 505,434 16,681 X n/a X CLEAR CHANNEL COMMUNICATIONS CMN STK. Cmn 184502102 1,437,480 49,826 X n/a X COLUMN TOTALS............ 128,694,041
FORM 13F Page 29 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- CLEVELAND- CLIFFS INC CMN STK................ Cmn 185896107 320,505 8,410 X n/a X CLIFTON SAVINGS BANCORP INC COMMON STOCK....... Cmn 18712Q103 446,601 39,804 X n/a X CLOROX CO................ Cmn 189054109 59,343,732 941,964 X n/a X CMGI INC CMN STK......... Cmn 125750109 36,050 34,009 X n/a X CMS ENERGY CORP CMN STK.. Cmn 125896100 40,607,374 2,812,145 X n/a X CNA SURETY CORPORATION... Cmn 12612L108 510,454 25,270 X n/a X CNET NETWORKS INC DEL CMN STOCK.............. Cmn 12613R104 7,582,627 792,333 X n/a X CNH GLOBAL N.V. COMMON STOCK.................. Cmn N20935206 489,731 21,100 X n/a X CNX GAS CORP COMMON STOCK Cmn 12618H309 669,798 28,908 X n/a X CO ST REIT UTL CEF....... Cmn 19247Y108 685,105 33,177 X n/a X COACH INC................ Cmn 189754104 12,315,234 358,001 X n/a X COCA COLA CO............. Cmn 191216100 46,526,535 1,041,328 X n/a X COCA COLA ENTERPRISES INC Cmn 191219104 982,155 47,151 X n/a X COEUR D' ALENE MINES CORP CMN STOCK......... Cmn 192108108 3,478,754 738,589 X n/a X COLUMN TOTALS............ 173,994,656
FORM 13F Page 30 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- COGENT INC COMMON STOCK.. Cmn 19239Y108 2,443,501 177,968 X n/a X COGNOS INC CMN STOCK..... Cmn 19244C109 9,291,915 254,573 X n/a X COHU INC CMN STK......... Cmn 192576106 390,548 21,904 X n/a X COLGATE PALMOLIVE CO..... Cmn 194162103 42,193,472 679,444 X n/a X COLONIAL BANCGROUP INC COMMON STOCK........... Cmn 195493309 29,369,424 1,198,752 X n/a X COLONIAL PROPERTIES TRUST CMN STK.......... Cmn 195872106 15,002,539 313,795 X n/a X COLUMBIA BANKSHARES CMN STOCK.................. Cmn 197236102 1,689,744 52,788 X n/a X COLUMBIA LABORATORIES INC CMN STK............ Cmn 197779101 959,295 277,253 X n/a X COMBIMATRIX CORP CMN STK-- PENDING.......... Cmn 003881208 14,783 15,085 X n/a X COMERICA INC CMN STK..... Cmn 200340107 37,912,363 666,064 X n/a X COMFORT SYSTEMS USA INC CMN STOCK.............. Cmn 199908104 3,649,219 318,431 X n/a X COMMERCE GROUP INC/ MA CMN STK................ Cmn 200641108 1,830,255 60,907 X n/a X COMMERCIAL BANKSHARES INC CMN STK............ Cmn 201607108 249,119 6,984 X n/a X COMMERCIAL METALS CMN STK Cmn 201723103 9,394,574 462,104 X n/a X COLUMN TOTALS............ 154,390,752
FORM 13F Page 31 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- COMMTOUCH SOFTWARE LTD CMN STOCK.............. Cmn M25596103 12,096 13,439 X n/a X COMPASS BANCSHARES INC CMN STK................ Cmn 20449H109 418,461 7,344 X n/a X COMTECH TELECOMMUN CMN STK.................... Cmn 205826209 1,774,875 53,013 X n/a X COMVERSE TECHNOLOGY COMMON STOCK........... Cmn 205862402 39,838,908 1,858,158 X n/a X CONEXANT SYS INC CMN STOCK.................. Cmn 207142100 30,560 15,280 X n/a X CONNETICS CORP. CMN STOCK Cmn 208192104 361,793 33,192 X n/a X CONOCOPHILLIPS CMN STK... Cmn 20825C104 155,131,132 2,605,932 X n/a X CONOR MEDSYSTEMS COMMON STOCK.................. Cmn 208264101 40,473,202 1,717,149 X n/a X CONSECO INC/ NEW - CMN STK.................... Cmn 208464883 102,510,143 4,883,761 X n/a X CONSOL ENERGY INC........ Cmn 20854P109 24,669,853 777,493 X n/a X CONSOLIDATED GRAPHICS INC CMN STOCK.......... Cmn 209341106 11,807,881 196,242 X n/a X CONSTELLATION BRANDS INC - CL A CMN STK......... Cmn 21036P108 395,063 13,727 X n/a X CONSTELLATION ENERGY GROUP INC.............. Cmn 210371100 6,444,808 108,865 X n/a X CONVERA CORP CMN STK..... Cmn 211919105 131,991 24,951 X n/a X COLUMN TOTALS............ 384,000,766
FORM 13F Page 32 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- CONVERGYS CORP CMN STOCK. Cmn 212485106 4,626,054 224,022 X n/a X CON-WAY INC COMMON STOCK. Cmn 205944101 664,457 14,825 X n/a X COOPER INDUSTRIES COMMON STOCK.................. Cmn G24182100 369,088 4,331 X n/a X COOPER TIRE RUBR CO...... Cmn 216831107 10,566,501 1,050,348 X n/a X COPA HOLDINGS SA CMN STK - CL A................. Cmn P31076105 25,944,760 755,746 X n/a X CORE LABORATORIES N.V.... Cmn N22717107 219,472 3,440 X n/a X CORINTHIAN COLLEGES INC CMN STOCK.............. Cmn 218868107 2,740,897 253,552 X n/a X CORN PRODUCTS INTL INC CMN STOCK.............. Cmn 219023108 3,503,354 107,663 X n/a X CORNING INC.............. Cmn 219350105 56,196,263 2,302,182 X n/a X CORPORATE EXECUTIVE BRD CO CMN STOCK........... Cmn 21988R102 8,138,294 90,516 X n/a X CORRECTIONS CORP OF AMERICA................ Cmn 22025Y407 1,154,472 26,693 X n/a X CORSS COUNTRY HEALTHCARE INC CMN STK............ Cmn 227483104 981,087 57,711 X n/a X CORUS BANKSHARES INC..... Cmn 220873103 7,619,438 340,762 X n/a X CORVEL CORP CMN STK...... Cmn 221006109 506,696 14,444 X n/a X COLUMN TOTALS............ 123,230,832
FORM 13F Page 33 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- COSI INC COMMON STOCK.... Cmn 22122P101 90,059 16,802 X n/a X COSTCO WHOLESALE CORP COMMON STOCK........... Cmn 22160K105 3,673,637 73,946 X n/a X COUNTRYWIDE FINANCIAL CORP CMN STK........... Cmn 222372104 65,870,224 1,879,858 X n/a X COVANSYS CORP CMN STOCK.. Cmn 22281W103 2,174,140 126,846 X n/a X COVENTRY CORPORATION CMN STK.................... Cmn 222862104 7,915,481 153,639 X n/a X COX RADIO INC-CL A....... Cmn 224051102 3,202,624 208,640 X n/a X CPI CORP CMN STK......... Cmn 125902106 1,691,522 34,848 X n/a X CRANE CO................. Cmn 224399105 5,473,125 130,936 X n/a X CRAY INC CMN STOCK....... Cmn 225223304 3,505,024 315,200 X n/a X CREDENCE SYSTEMS CORP CMN STK................ Cmn 225302108 2,130,480 747,537 X n/a X CREE INC CMN STK......... Cmn 225447101 793,098 39,438 X n/a X CRESCENT R E EQUITIES INC CMN STK............ Cmn 225756105 11,951,749 547,994 X n/a X CROWN HOLDINGS INC CMN STK.................... Cmn 228368106 56,967,038 3,062,744 X n/a X CROWN MEDIA HOLDINGS CL A Cmn 228411104 66,012 14,702 X n/a X COLUMN TOTALS............ 165,504,215
FORM 13F Page 34 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- CRYOLIFE INC CMN STK..... Cmn 228903100 116,668 18,088 X n/a X CRYSTALLEX INTL INC CMN STOCK.................. Cmn 22942F101 91,904 32,247 X n/a X CSX CORP................. Cmn 126408103 47,933,704 1,460,058 X n/a X CT COMMUNICATIONS INC CMN STOCK.............. Cmn 126426402 2,783,309 128,145 X n/a X CTS CORP CMN STK......... Cmn 126501105 825,436 59,901 X n/a X CULLEN/FROST BANKERS INC CMN STK................ Cmn 229899109 25,433,052 439,866 X n/a X CV THERAPEUTICS INC CMN STOCK.................. Cmn 126667104 4,979,936 447,032 X n/a X CVB FINANCIAL CORP CMN STK.................... Cmn 126600105 1,030,724 69,785 X n/a X CVS CORP................. Cmn 126650100 34,483,422 1,073,581 X n/a X CYBERONICS INC CMN STK... Cmn 23251P102 502,585 28,670 X n/a X CYMER INC CMN STOCK...... Cmn 232572107 575,221 13,100 X n/a X CYPRESS SEMICONDUCTOR COMMON STOCK........... Cmn 232806109 665,060 37,426 X n/a X D E COMMUNICATIONS INC CMN STOCK.............. Cmn 232860106 177,410 14,069 X n/a X D R HORTON INC CMN STK... Cmn 23331A109 13,135,425 548,452 X n/a X COLUMN TOTALS............ 132,733,857
FORM 13F Page 35 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- DADE BEHRING HOLDINGS INC CMN STK............ Cmn 23342J206 7,052,377 175,607 X n/a X DAKTRONICS INC CMN STK... Cmn 234264109 2,839,330 137,232 X n/a X DANA CORP................ Cmn 235811106 14,016 13,477 X n/a X DARDEN RESTAURANTS, INC. COMMON STOCK NYSE...... Cmn 237194105 3,820,304 89,953 X n/a X DATASCOPE CORP CMN STK... Cmn 238113104 845,787 25,270 X n/a X DDI CORP COMMON STOCK.... Cmn 233162502 251,349 32,474 X n/a X DEAN FOODS CO CMN STOCK.. Cmn 242370104 5,331,161 126,872 X n/a X DECKERS OUTDOOR CORP CMN STK.................... Cmn 243537107 4,330,064 91,506 X n/a X DECODE GENETICS INC...... Cmn 243586104 1,104,312 200,784 X n/a X DEERFIELD TRIARC CAPITAL COR COMMON STOCK....... Cmn 244572301 9,616,657 733,536 X n/a X DEL MONTE FOODS CMN STOCK Cmn 24522P103 2,665,711 255,092 X n/a X DELL INC CMN STOCK....... Cmn 24702R101 11,296,847 494,608 X n/a X DELPHI FINANCIAL GRP - CL A CMN STK........... Cmn 247131105 1,428,900 35,830 X n/a X DELTA PETROLEUM CORP CMN STK.................... Cmn 247907207 1,545,683 68,636 X n/a X COLUMN TOTALS............ 52,142,498
FORM 13F Page 36 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- DENBURY RES INC CMN STOCK Cmn 247916208 335,789 11,619 X n/a X DENDREON CORP............ Cmn 24823Q107 2,527,874 565,520 X n/a X DENDRITE INTL INC CMN STOCK.................. Cmn 248239105 1,875,256 191,744 X n/a X DENNY'S CORP CMN STOCK... Cmn 24869P104 39,928 11,709 X n/a X DENTSPLY INTERNATL INC CMN STK................ Cmn 249030107 6,249,632 207,560 X n/a X DEPOMED INC CMN STOCK.... Cmn 249908104 1,084,733 265,866 X n/a X DEUTSCHE BANK............ Cmn D18190898 4,191,187 34,724 X n/a X DEVON ENERGY CORP CMN STOCK (NEW)............ Cmn 25179M103 47,317,979 749,295 X n/a X DIAMOND MANAGEMENT TECHNOLOGY CMN STOCK... Cmn 25269L106 624,196 56,032 X n/a X DIAMONDS TRUSTSERIES 1 CMN STOCK (ETF)........ Cmn 252787106 20,004,566 171,360 X n/a X DIGENE CORP CMN STOCK.... Cmn 253752109 488,890 11,330 X n/a X DIGI INTERNATIONAL INC CMN STK................ Cmn 253798102 3,336,093 247,118 X n/a X DIGITAL INSIGHT CMN STOCK Cmn 25385P106 2,266,817 77,313 X n/a X DIGITAS INC CMN STOCK.... Cmn 25388K104 10,996,391 1,143,076 X n/a X COLUMN TOTALS............ 101,339,332
FORM 13F Page 37 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- DIONEX CORP CMN STK...... Cmn 254546104 1,690,444 33,185 X n/a X DISCOVERY LABORATORIES INC CMN STOCK.......... Cmn 254668106 150,962 70,874 X n/a X DISTRIBUTED ENERGY SYSTEMS CORP CMN STK... Cmn 25475V104 74,878 23,182 X n/a X DIVERSA CORP COM STK..... Cmn 255064107 687,506 85,724 X n/a X DOLBY LABORATORIES INC. COMMON STOCK........... Cmn 25659T107 37,746,681 1,901,596 X n/a X DOLLAR GEN CORP.......... Cmn 256669102 1,346,726 98,806 X n/a X DOLLAR TREE STORES INC CMN STOCK.............. Cmn 256747106 8,884,251 286,959 X n/a X DOMINO'S PIZZA, INC. COMMON STOCK........... Cmn 25754A201 14,117,991 550,409 X n/a X DOMTAR INC............... Cmn 257561100 194,570 33,034 X n/a X DONEGAL GROUP INC COMMON STOCK- CLASS A......... Cmn 257701201 216,233 10,694 X n/a X DONNELLEY R R SONS CO.... Cmn 257867101 46,786,621 1,419,497 X n/a X DORAL FINANCIAL CORP CMN STK.................... Cmn 25811P100 360,420 54,692 X n/a X DOT HILL SYSTEMS CORP CMN STOCK.............. Cmn 25848T109 615,424 157,801 X n/a X DOVER CORP............... Cmn 260003108 34,282,801 722,656 X n/a X COLUMN TOTALS............ 147,155,507
FORM 13F Page 38 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- DOVR DWNS GAMNG & ENTMT INC CMN STOCK.......... Cmn 260095104 3,006,335 247,435 X n/a X DOW CHEMICAL COMPANY COMMON STOCK........... Cmn 260543103 2,388,538 61,276 X n/a X DOW JONES & CO INC....... Cmn 260561105 33,776,994 1,007,066 X n/a X DOWNEY FINL CORP CMN STK. Cmn 58440J104 1,414,574 21,259 X n/a X DRESSER-RAND GROUP INC. COMMON STOCK........... Cmn 261608103 13,036,130 639,026 X n/a X DRIL-QUIP INC CMN STOCK.. Cmn 262037104 1,121,864 16,576 X n/a X DRS TECHNOLOGIES INC CMN STK.................... Cmn 23330X100 994,541 22,774 X n/a X DRYSHIPS INC COMMON STOCK Cmn Y2109Q101 177,014 13,210 X n/a X DSW INC COMMON STOCK..... Cmn 23334L102 252,000 8,000 X n/a X DU PONT DE NEMOURS & CO. COMMON STOCK........... Cmn 263534109 296,581 6,923 X n/a X DUKE ENERGY COMMON STOCK. Cmn 26441C105 14,718,634 487,372 X n/a X DUN & BRADSTREET CORP NEW Cmn 26483E100 21,672,260 289,002 X n/a X Duquesne Light Holdings Inc.................... Cmn 266233105 2,604,655 132,485 X n/a X DURA AUTOMOTIVE SYS INC CMN STOCK.............. Cmn 265903104 3,865 14,864 X n/a X COLUMN TOTALS............ 95,463,985
FORM 13F Page 39 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- DYAX CORP................ Cmn 26746E103 274,069 82,303 X n/a X DYNAMIC MATERIALS CORP CMN STK................ Cmn 267888105 562,163 17,340 X n/a X DYNEGY INC CMN STOCK..... Cmn 26816Q101 4,207,342 759,448 X n/a X EAGLE MATERIALS INC CMN STK.................... Cmn 26969P108 7,656,778 227,339 X n/a X EARTHLINK INC CMN STOCK.. Cmn 270321102 4,215,964 579,116 X n/a X EASTGROUP PROPERTIES CMN STK.................... Cmn 277276101 1,652,510 33,143 X n/a X EASTMAN CHEMICAL CO CMN STOCK.................. Cmn 277432100 375,601 6,953 X n/a X EATON CORP............... Cmn 278058102 77,344,920 1,123,383 X n/a X EATON VANCE CORP CMN STK. Cmn 278265103 777,056 26,925 X n/a X ECHOSTAR COMMUNICATIONS - CL A COMMON STOCK.... Cmn 278762109 83,326,509 2,545,098 X n/a X ECI TELECOM LTD CMN STK.. Cmn 268258100 335,767 40,699 X n/a X EDGE PETROLEUM CMN STK... Cmn 279862106 3,352,567 203,556 X n/a X EDISON INTERNATIONAL..... Cmn 281020107 50,072,850 1,202,518 X n/a X EDWARDS (A G) INC CMN STK Cmn 281760108 6,129,757 115,048 X n/a X COLUMN TOTALS............ 240,283,851
FORM 13F Page 40 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- EDWARDS LIFESCIENCES CP CMN STOCK.............. Cmn 28176E108 856,464 18,383 X n/a X EGL INC CMN STOCK........ Cmn 268484102 1,160,541 31,848 X n/a X EL PASO CORP CMN STK..... Cmn 28336L109 2,512,024 184,166 X n/a X ELECTRONIC ARTS INC CMN STK.................... Cmn 285512109 17,184,257 307,741 X n/a X ELECTRONICS FOR IMAGING INC CMN STK............ Cmn 286082102 483,020 21,111 X n/a X ELI LILLY COMMON STOCK... Cmn 532457108 93,899,634 1,647,362 X n/a X ELIZABETH ARDEN INC CMN STOCK.................. Cmn 28660G106 853,216 52,798 X n/a X EMBARCADERO TECHNOLOGIES INC.................... Cmn 290787100 2,587,040 314,725 X n/a X EMC CORPORATION COMMON STOCK.................. Cmn 268648102 69,448,815 5,797,063 X n/a X EMCOR GROUP INC COMMON STOCK.................. Cmn 29084Q100 4,369,048 79,669 X n/a X EMDEON CORP CMN STOCK.... Cmn 290849108 38,708,927 3,305,630 X n/a X EMERSON ELECTRIC COMMON STOCK.................. Cmn 291011104 519,513 6,195 X n/a X EMISPHERE TECHNOLOGIES INC CMN STK............ Cmn 291345106 2,753,010 325,800 X n/a X EMPIRE DISTRICT ELECTRIC CO CMN STK............. Cmn 291641108 964,578 43,100 X n/a X COLUMN TOTALS............ 236,300,086
FORM 13F Page 41 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- EMPIRE RESORTS INC CMN STK.................... Cmn 292052107 729,300 102,000 X n/a X EMS TECHNOLOGIES INC CMN STK.................... Cmn 26873N108 1,342,207 71,470 X n/a X EMULEX CORP CMN STK...... Cmn 292475209 13,601,099 748,547 X n/a X ENBRIDGE ENERGY PARTNERS L.P. CMN STK........... Cmn 29250R106 769,239 16,525 X n/a X ENCANA CORP CMN STOCK.... Cmn 292505104 1,086,196 23,264 X n/a X ENCORE CAPITAL GROUP INC. Cmn 292554102 12,312,945 948,609 X n/a X ENCORE MEDICAL CMN STOCK. Cmn 29256E109 735,374 116,726 X n/a X ENCYSIVE PHARMACEUTICALS INC CORP CMN STOCK..... Cmn 29256X107 2,072,682 482,019 X n/a X ENDEAVOR INTERNATIONAL CORP COMMON STOCK...... Cmn 29259G101 11,513,687 4,296,152 X n/a X ENDO PHARMACEUTICALS HLDGS INC.............. Cmn 29264F205 47,363,993 1,455,115 X n/a X ENDURANCE SPECIALTY HOLDINGS LTD COMMON STOCK.................. Cmn G30397106 6,980,951 197,985 X n/a X ENDWAVE CORPORATION...... Cmn 29264A206 243,835 20,185 X n/a X ENERGEN CORP CMN STK..... Cmn 29265N108 12,571,844 300,259 X n/a X ENERGY COAL RESOURCES INC Cmn 29268G100 3,018,750 187,500 X n/a X COLUMN TOTALS............ 114,342,102
FORM 13F Page 42 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- ENERGY CONVERSION DEV CMN STK................ Cmn 292659109 8,500,939 229,507 X n/a X ENERGY EAST CORPORATION CMN STK................ Cmn 29266M109 4,127,802 174,022 X n/a X ENERGY PARTNERS LTD...... Cmn 29270U105 20,590,145 835,300 X n/a X ENERGY TRANSFER PARTNERS LP..................... Cmn 29273R109 669,237 14,445 X n/a X ENGLOBAL CORP CMN STOCK.. Cmn 293306106 119,479 19,302 X n/a X ENSCO INTL INC CMN STOCK (N/ C ENERGY SERVICES). Cmn 26874Q100 33,717,762 769,285 X n/a X ENTERCOM COMM CORP COM STK.................... Cmn 293639100 3,501,590 138,952 X n/a X ENTERGY CORP NEW......... Cmn 29364G103 6,615,285 84,562 X n/a X ENTERPRISE PRODUCTS PARTNERS L.P. CMN STOCK Cmn 293792107 1,038,301 38,815 X n/a X ENTERRA ENERGY CORP CMN STOCK.................. Cmn 29381P102 2,359,561 246,816 X n/a X ENTERTAINMENT PROPERTIES TR CMN STOCK........... Cmn 29380T105 1,187,971 24,087 X n/a X ENTRUST INC. CMN......... Cmn 293848107 1,086,983 314,157 X n/a X ENZO BIOCHEM INC CMN STK. Cmn 294100102 1,478,964 121,326 X n/a X EQUIFAX INC CMN STK...... Cmn 294429105 15,529,578 423,034 X n/a X COLUMN TOTALS............ 100,523,598
FORM 13F Page 43 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- EQUITABLE RESOURCES INC CMN STK................ Cmn 294549100 67,836,504 1,939,294 X n/a X EQUITY BARE ESCENTUALS INC COMMON STOCK....... Cmn 067511105 13,830,427 509,408 X n/a X EQUITY CBRE REALTY FINANCE INC COMMON STOCK.................. Cmn 12498B307 8,768,750 575,000 X n/a X EQUITY COMMVAULT SYSTEMS INC COMMON STOCK....... Cmn 204166102 2,921,400 162,300 X n/a X EQUITY COMPLETE PRODUCTION SERVICES INC COMMON S........... Cmn 20453E109 255,811 12,959 X n/a X EQUITY COREL CORP COMMON STOCK.................. Cmn 21869X103 533,050 41,418 X n/a X EQUITY ICF INTERNATIONAL INC COMMON STOCK....... Cmn 44925C103 2,530,000 200,000 X n/a X EQUITY LUMINA COPPER CORP COMMON STOCK...... Cmn 90341W108 49,968,865 1,127,202 X n/a X EQUITY RAYONIER INC MUTUAL FUND............ Cmn 754907103 336,420 8,900 X n/a X EQUITY SPANSION INC COMMON STOCK........... Cmn 84649R101 206,958 12,415 X n/a X EQUITY INNS INC CMN STK.. Cmn 294703103 3,197,230 200,831 X n/a X EQUITY RESIDENTIAL TR CMN STK................ Cmn 29476L107 4,200,113 83,039 X n/a X ERIE INDTY CO CMN STOCK.. Cmn 29530P102 648,393 12,381 X n/a X ESB FINANCIAL CORP CMN STK.................... Cmn 26884F102 154,858 14,078 X n/a X COLUMN TOTALS............ 155,388,777
FORM 13F Page 44 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- ESCALA GROUP INC CMN STK. Cmn 29605W107 625,752 115,028 X n/a X ESPEED INC CMN STOCK..... Cmn 296643109 174,690 18,988 X n/a X ESS TECHNOLOGY INC CMN STOCK.................. Cmn 269151106 476,378 517,802 X n/a X ESTEE-LAUDER COMPANIES CLASS A COMMON STOCK... Cmn 518439104 13,684,050 339,302 X n/a X ETHAN ALLEN INTERIORS INC CMN STK............ Cmn 297602104 2,492,747 71,920 X n/a X EVCI CAREER HOLDING CORP CMN STOCK.............. Cmn 26926P100 81,461 123,425 X n/a X EVEREST RE GROUP LTD CMN STOCK.................. Cmn G3223R108 12,332,083 126,444 X n/a X EVERGREEN SOLAR INC...... Cmn 30033R108 305,847 36,849 X n/a X EXACT SCIENCES CORP...... Cmn 30063P105 590,324 290,800 X n/a X EXCEL TECHNOLOGY COMMON STOCKS................. Cmn 30067T103 653,732 22,093 X n/a X EXELIXIS INC CMN STK..... Cmn 30161Q104 1,372,844 157,617 X n/a X EXELON CORP.............. Cmn 30161N101 45,844,460 757,259 X n/a X EXFO ELECTRO- OPTICAL ENGINEERING INC........ Cmn 302043104 670,539 114,622 X n/a X EXPRESSJET HOLDINGS, INC CMN STK................ Cmn 30218U108 3,374,359 510,493 X n/a X COLUMN TOTALS............ 82,679,264
FORM 13F Page 45 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- EXTRA SPACE STORAGE INC. COMMON STOCK........... Cmn 30225T102 3,304,825 190,920 X n/a X EXXON MOBIL CORP COMMON STOCK.................. Cmn 30231G102 211,633 3,154 X n/a X F N B CORP VA CMN STOCK.. Cmn 302930102 382,426 10,620 X n/a X FACTSET RESH SYS INC CMN STOCK.................. Cmn 303075105 17,421,816 358,695 X n/a X FAIR ISAAC CORPORATION CMN STK................ Cmn 303250104 4,819,377 131,785 X n/a X FANNIE MAE CMN STOCK..... Cmn 313586109 836,525 14,962 X n/a X FARO TECHNOLOGIES INC CMN STOCK.............. Cmn 311642102 1,126,386 59,004 X n/a X FEDERAL AGRIC MTG CORP CMN STOCK.............. Cmn 313148306 633,665 23,939 X n/a X FEDERATED DEPT STORES CMN STOCK.............. Cmn 31410H101 162,266,167 3,755,292 X n/a X FEDERATED INVESTORS INC-CL B............... Cmn 314211103 5,320,612 157,368 X n/a X FEDEX CORPORATION CMN STOCK.................. Cmn 31428X106 2,560,283 23,558 X n/a X FELCOR LODGING TRUST INC CMN STOCK.............. Cmn 31430F101 20,693,765 1,032,108 X n/a X FERRO CORP............... Cmn 315405100 4,073,629 229,113 X n/a X FIDELITY NATIONAL TITLE GROUP INC COMMON STOCK. Cmn 31620R105 4,444,400 212,042 X n/a X COLUMN TOTALS............ 228,095,513
FORM 13F Page 46 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- FINISAR CORCMN STOCK..... Cmn 31787A101 226,178 62,308 X n/a X FIRST ACCEPTANCE CORP CMN STK................ Cmn 318457108 310,678 27,039 X n/a X FIRST ADVANTAGE CORP--CL A...................... Cmn 31845F100 349,843 16,771 X n/a X FIRST ALBANY COMPANIES INC CMN STK............ Cmn 318465101 355,207 84,573 X n/a X FIRST AMER FINL CP CA CMN STK................ Cmn 318522307 283,382 6,693 X n/a X FIRST CHARTER CORP CMN STK.................... Cmn 319439105 896,115 37,245 X n/a X FIRST COMMUNITY BANCORP /CA CMN STK............ Cmn 31983B101 31,694,948 566,487 X n/a X FIRST DATA CORP. COMMON STOCK.................. Cmn 319963104 24,285,660 578,230 X n/a X FIRST DEFIANCE FINL CORP CMN STK................ Cmn 32006W106 398,051 13,952 X n/a X FIRST FINANCIAL HOLDINGS INC CMN STK............ Cmn 320239106 550,360 16,083 X n/a X FIRST FINL BANCSHARES INC CMN STOCK.......... Cmn 32020R109 410,837 10,769 X n/a X FIRST INDL REALTY TRUST INC CMN STK............ Cmn 32054K103 13,474,692 306,243 X n/a X FIRST MARBLEHEAD CORP COMMON STOCK........... Cmn 320771108 6,137,960 88,622 X n/a X FIRST MERCHANTS CORP CMN STK.................... Cmn 320817109 390,367 16,506 X n/a X COLUMN TOTALS............ 79,764,277
FORM 13F Page 47 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- FIRST NIAGARA FINANCIAL GROUP INC CMN STOCK.... Cmn 33582V108 8,215,753 561,953 X n/a X FIRST STATE BANCORPORATION CMN STK. Cmn 336453105 1,366,749 52,628 X n/a X FIRSTBANK BANCORP/ PUERTO RICO CMN STK.... Cmn 318672102 1,302,138 117,734 X n/a X FIRSTENERGY CORP COMMON STOCK.................. Cmn 337932107 5,804,301 103,908 X n/a X FIRSTFED FINANCIAL CORP/CA CMN STK........ Cmn 337907109 20,900,129 368,479 X n/a X FLAG FINL CORP CMN STK... Cmn 33832H107 966,218 38,587 X n/a X FLEETWOOD ENTERPRISES INC Cmn 339099103 1,064,350 158,150 X n/a X FLEXTRONICS INTERNATIONAL LTD CMN STK.................... Cmn Y2573F102 14,782,796 1,169,525 X n/a X FLIR SYSTEMS INC CMN STK. Cmn 302445101 420,654 15,488 X n/a X FLORIDA ROCK INDS CMN STK Cmn 341140101 212,247 5,483 X n/a X FLOW INTL CORP CMN STK... Cmn 343468104 865,968 66,767 X n/a X FLOWERS FOODS INC........ Cmn 343498101 11,858,004 441,146 X n/a X FMC CORP COMMON STOCK.... Cmn 302491303 2,893,273 45,158 X n/a X FMC TECHNOLOGIES, INC.... Cmn 30249U101 642,682 11,968 X n/a X COLUMN TOTALS............ 71,295,262
FORM 13F Page 48 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- FONAR CORP CMN STK....... Cmn 344437108 4,675 14,608 X n/a X FOOT LOCKER INC CMN STOCK Cmn 344849104 2,871,809 113,735 X n/a X FORD MOTOR COMPANY....... Cmn 345370860 333,971 41,282 X n/a X FORDING CANANDIAN COAL TRUST COMMON STOCK..... Cmn 345425102 5,894,462 222,181 X n/a X FOREST OIL CORP COMMON STOCK.................. Cmn 346091705 44,352,676 1,404,010 X n/a X FORRESTER RESEARCH INC. COMMON................. Cmn 346563109 869,782 33,059 X n/a X FOSSIL INC CMN STK....... Cmn 349882100 287,537 13,349 X n/a X FOSTER WHEELER LTD....... Cmn G36535139 69,604,629 1,803,696 X n/a X FOUNDRY NETWORKS INC CMN STOCK.................. Cmn 35063R100 28,205,001 2,144,867 X n/a X FOXHOLLOW TECHNOLOGIES, INC. COMMON STOCK...... Cmn 35166A103 216,320 6,327 X n/a X FPIC INS GROUP INC CMN STOCK.................. Cmn 302563101 1,031,880 26,051 X n/a X FPL GROUP INC............ Cmn 302571104 38,015,280 844,784 X n/a X FRANKLIN BANK CORP/ HOUSTON T COMMON STOCK. Cmn 352451108 3,582,853 180,224 X n/a X FRANKLIN ELECTRIC CO CMN STK.................... Cmn 353514102 2,215,672 41,695 X n/a X COLUMN TOTALS............ 197,486,548
FORM 13F Page 49 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- FRANKLIN RESOURCES INC CMN STK................ Cmn 354613101 5,877,797 55,582 X n/a X FRANKLIN STREET PROPERTIES CORP COMMON STOCK.................. Cmn 35471R106 325,585 16,394 X n/a X FREESCALE SEMICONDUCTOR B SHS.................. Cmn 35687M206 65,975,972 1,735,753 X n/a X FREESCALE SEMICONDUCTOR INC. - A COMMON STOCK.. Cmn 35687M107 115,854,564 3,044,798 X n/a X FREIGHTCAR AMERICA INC. COMMON STOCK........... Cmn 357023100 28,304,650 534,050 X n/a X FRIEDMAN BILLINGS RAMSEY-A............... Cmn 358434108 1,295,062 161,278 X n/a X FRONTIER FINL CORP WASH CMN STOCK.............. Cmn 35907K105 1,536,193 59,221 X n/a X FUEL SYSTEMS SOLUTIONS INC COMMON STOCK....... Cmn 35952W103 765,871 60,210 X n/a X FUELCELL ENERGY INC. CMN STK.................... Cmn 35952H106 369,557 48,562 X n/a X FULLER (H. B.) CO CMN STK Cmn 359694106 7,519,529 320,799 X n/a X FX ENERGY INC CMN STOCK.. Cmn 302695101 190,511 37,355 X n/a X GAMCO INVESTORS INC CMN STK.................... Cmn 361438104 216,942 5,700 X n/a X GAMESTOP CORP............ Cmn 36467W109 3,098,307 66,947 X n/a X GAMESTOP CORP - CL B COMMON STOCK........... Cmn 36467W208 612,482 13,699 X n/a X COLUMN TOTALS............ 231,943,020
FORM 13F Page 50 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- GAMMON LAKE RESOURCES INC COMMON STOCK....... Cmn 364915108 4,333,330 379,119 X n/a X GANNETT INC.............. Cmn 364730101 1,019,019 17,931 X n/a X GAP INC.................. Cmn 364760108 7,409,791 391,018 X n/a X GARMIN LTD............... Cmn G37260109 10,409,506 213,397 X n/a X GASCO ENERGY, INC COMMON STOCK.................. Cmn 367220100 109,239 40,459 X n/a X GATEWAY INC CMN STK...... Cmn 367626108 134,623 71,229 X n/a X GAYLORD ENTERTAINMENT-CLASS A CMN STOCK.............. Cmn 367905106 2,152,947 49,098 X n/a X GB&T BANCSHARES INC CMN STOCK.................. Cmn 361462104 539,364 25,623 X n/a X GENE LOGIC INC CMN STOCK. Cmn 368689105 321,985 207,732 X n/a X GENELABS TECHNOLOGIES INC CMN STK............ Cmn 368706206 42,131 25,847 X n/a X GENERAL DYNAMICS CORP.... Cmn 369550108 88,029,036 1,228,255 X n/a X GENERAL ELECTRIC CORP.... Cmn 369604103 298,144 8,446 X n/a X GENERAL GROWTH PPTYS INC CMN STK................ Cmn 370021107 14,077,192 295,429 X n/a X GENERAL MLS INC.......... Cmn 370334104 50,792,387 897,392 X n/a X COLUMN TOTALS............ 179,668,693
FORM 13F Page 51 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- GENERAL MOTORS COMMON STK Cmn 370442105 4,596,532 138,200 X n/a X GENEREX BIOTECHNOLOGY CRP DE CMN STOCK....... Cmn 371485103 108,102 62,850 X n/a X GENESIS MICROCHIP INC CMN STOCK.............. Cmn 37184C103 31,846,995 2,705,777 X n/a X GENITOPE CORP CMN STOCK.. Cmn 37229P507 1,003,178 343,554 X n/a X GENLYTE GROUP INC CMN STK Cmn 372302109 14,659,653 205,894 X n/a X GEN-PROBE INC COMMON STOCK.................. Cmn 36866T103 306,614 6,539 X n/a X GENZYME CORP - GENL DIVISION COMMON STOCK.. Cmn 372917104 4,255,805 63,077 X n/a X GEO GROUP INC/ THE CMN STOCK.................. Cmn 36159R103 331,282 7,841 X n/a X GEOEYE INC COMMON STOCK.. Cmn 68555Y101 3,178,000 200,000 X n/a X GEOGLOBAL RESOURCES INC.. Cmn 37249T109 175,800 30,000 X n/a X GEORGIA GULF CORP CMN STK Cmn 373200203 3,963,232 144,538 X n/a X GERDAU AMERISTEEL CORPORATION CMN STOCK.. Cmn 37373P105 232,815 25,500 X n/a X GERMAN AMERN BANCORP INC CMN STK................ Cmn 373865104 306,893 21,750 X n/a X GERON CORP CMN STOCK..... Cmn 374163103 2,898,057 462,210 X n/a X COLUMN TOTALS............ 67,862,957
FORM 13F Page 52 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- GETTY IMAGES INC CMN STOCK.................. Cmn 374276103 1,237,529 24,910 X n/a X GFI GROUP INC COMMON STOCK.................. Cmn 361652209 360,878 6,527 X n/a X GIANT INDUSTRIES INC CMN STK.................... Cmn 374508109 2,038,770 25,108 X n/a X GIGAMEDIA LIMITED COM STK Cmn Y2711Y104 197,680 17,650 X n/a X GILAT SATELLITE NETWORKS, LTD. COMMON STOCK.................. Cmn M51474118 591,095 64,813 X n/a X GILEAD SCIENCES INC CMN STK.................... Cmn 375558103 58,648,088 852,815 X n/a X GIVEN IMAGING LTD........ Cmn M52020100 253,592 13,284 X n/a X GLAMIS GOLD LTD CMN STOCK Cmn 376775102 1,416,602 35,927 X n/a X GLENBOROUGH RLTY TR INC CMN STOCK.............. Cmn 37803P105 476,854 18,533 X n/a X GLIMCHER REALTY TRUST CMN STK................ Cmn 379302102 6,432,591 259,588 X n/a X GLOBAL CROSSING LTD - CMN STK................ Cmn G3921A175 6,633,800 323,600 X n/a X GLOBAL PAYMENTS INC W/I.. Cmn 37940X102 479,709 10,900 X n/a X GLOBETEL COMMUNICATIONS CORP COMMON STOCK...... Cmn 37958F209 16,133 31,025 X n/a X GMH COMMUNITIES TRUST COMMON STOCK........... Cmn 36188G102 213,480 16,916 X n/a X COLUMN TOTALS............ 78,996,798
FORM 13F Page 53 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- GMX RESOURCES INC - UNITS Cmn 38011M108 377,528 12,027 X n/a X GOLD KIST INC COMMON STOCK.................. Cmn 380614107 53,550,276 2,569,591 X n/a X GOLDCORP INC NEW CMN STOCK.................. Cmn 380956409 40,218,624 1,704,179 X n/a X GOLDEN STAR RESOURCES LTD - AMEX CMN STOCK... Cmn 38119T104 95,804 35,093 X n/a X GOLDEN WEST FINL CORP DEL Cmn 381317106 260,274,099 3,369,244 X n/a X GOLDFIELD CORP CMN STK... Cmn 381370105 26,357 24,633 X n/a X GOODMAN GLOBAL INC COMMON STOCK........... Cmn 38239A100 16,635,675 1,246,118 X n/a X GOODRICH PETE CORP CMN STK.................... Cmn 382410405 596,677 19,810 X n/a X GOOGLE INC COMMON STOCK - CLASS A.............. Cmn 38259P508 57,879,227 144,014 X n/a X GRACO INC CMN STK........ Cmn 384109104 16,224,157 415,365 X n/a X GRAINGER W W INC......... Cmn 384802104 5,973,694 89,133 X n/a X GRANITE CONSTRUCTION INC CMN STK................ Cmn 387328107 2,155,233 40,398 X n/a X GREAT AMERICAN FINANCIAL RESORCES INC CMN STK... Cmn 389915109 228,765 10,930 X n/a X GREAT ATLANTIC & PAC TEA INC.................... Cmn 390064103 406,952 16,900 X n/a X COLUMN TOTALS............ 454,643,068
FORM 13F Page 54 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- GREAT LAKES BANCORP INC CMN STK................ Cmn 390914109 926,934 57,681 X n/a X GREAT WOLF RESORTS INC COMMON STOCK........... Cmn 391523107 553,365 46,268 X n/a X GREATBATCH INC........... Cmn 39153L106 2,512,517 111,075 X n/a X GREENE CNTY BANCSHARES INC CMN STOCK.......... Cmn 394361208 681,186 18,632 X n/a X GREENHILL & CO INC COMMON STOCK........... Cmn 395259104 5,120,328 76,400 X n/a X GREIF INC CMN STK........ Cmn 397624107 2,405,383 30,026 X n/a X GREY WOLF INC CMN STK.... Cmn 397888108 786,016 117,667 X n/a X GRIFFON CORPORATION- FOMERLY INST SYSTEMS COMM STOC.............. Cmn 398433102 362,824 15,200 X n/a X GSI COMMERCE INC CMN STK. Cmn 36238G102 4,245,902 286,112 X n/a X GTC BIOTHERAPEUTICS INC CMN STK................ Cmn 36238T104 60,094 48,463 X n/a X GTX INC COMMON STOCK..... Cmn 40052B108 162,753 17,614 X n/a X GUESS INC CMN STK........ Cmn 401617105 2,416,600 49,796 X n/a X GULF ISLAND FABRICATION INC CMN STOCK.......... Cmn 402307102 310,132 11,887 X n/a X GYMBOREE CORP CMN STK.... Cmn 403777105 9,740,796 230,934 X n/a X COLUMN TOTALS............ 30,284,829
FORM 13F Page 55 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- HAEMONETICS CORPORATION CMN STK................ Cmn 405024100 7,994,236 170,817 X n/a X HALLIBURTON CO COMMON.... Cmn 406216101 20,256,542 712,005 X n/a X HANCOCK HLDG CO CMN STK.. Cmn 410120109 7,301,435 136,348 X n/a X HANDLEMAN CO DEL......... Cmn 410252100 3,472,015 457,446 X n/a X HANESBRANDS INC COMMON STOCK.................. Cmn 410345102 39,537,622 1,756,447 X n/a X HANGER ORTHOPEDIC GRP CMN STK................ Cmn 41043F208 912,811 138,725 X n/a X HANMI FINL CORP CMN STOCK Cmn 410495105 240,629 12,277 X n/a X HANOVER COMPRESSOR COM STK.................... Cmn 410768105 1,820,196 99,901 X n/a X HANSEN NATURAL COMMON STOCK.................. Cmn 411310105 226,061 6,960 X n/a X HARBOR FLORIDA BANCSHARES CMN STOCK... Cmn 411901101 655,478 14,793 X n/a X HARKEN ENERGY CORP CMN STK.................... Cmn 412552309 10,353 18,163 X n/a X HARLAND (JOHN) CO. COMMON STOCK........... Cmn 412693103 8,433,327 231,367 X n/a X HARLEYSVILLE GROUP INC CMN STK................ Cmn 412824104 209,030 5,974 X n/a X HARMAN INTERNATIONAL INDS CMN STK........... Cmn 413086109 1,374,173 16,469 X n/a X COLUMN TOTALS............ 92,443,909
FORM 13F Page 56 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- HARMONIC LIGHTWAVES INC CMN STOCK.............. Cmn 413160102 111,843 15,196 X n/a X HARRAH S ENTERTAINMENT INC CMN STOCK.......... Cmn 413619107 39,620,446 596,424 X n/a X HARRIS HARRIS GROUP INC CMN STOCK.............. Cmn 413833104 3,598,777 293,060 X n/a X HARRIS CORP DEL.......... Cmn 413875105 7,297,561 164,027 X n/a X HARTE HANKS INC CMN STK.. Cmn 416196103 2,942,847 111,683 X n/a X HARTFORD FINANCIAL SVCS GRP CMN STOCK.......... Cmn 416515104 94,407,943 1,088,276 X n/a X HARVARD BIOSCIENCE INC... Cmn 416906105 480,956 106,879 X n/a X HARVEST NATURAL RESOURCES INC COMMON STOCK.................. Cmn 41754V103 128,278 12,394 X n/a X HASBRO 94 CMN STOCK...... Cmn 418056107 14,540,139 639,127 X n/a X HAVERTY FURNITURE CMN STK Cmn 419596101 1,270,051 79,627 X n/a X HAWAIIAN ELECTRIC INDS CMN STK................ Cmn 419870100 919,012 33,962 X n/a X HAYES LEMMERZ INTERNATIONAL (NEW) COMMON STOCK........... Cmn 420781304 1,183,273 533,006 X n/a X HCC INS HLDGS INC CMN STK Cmn 404132102 32,257,878 981,079 X n/a X HEADWATERS INC CMN STOCK. Cmn 42210P102 1,457,344 62,413 X n/a X COLUMN TOTALS............ 200,216,346
FORM 13F Page 57 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- HEALTH CARE REIT INC CMN STK.................... Cmn 42217K106 1,257,274 31,424 X n/a X HEALTH NET INC CMN STK... Cmn 42222G108 14,806,897 340,232 X n/a X HEALTHCARE REALTY TRUST CMN STK................ Cmn 421946104 2,476,907 64,486 X n/a X HEALTHSPRING INC CMN STK. Cmn 42224N101 3,097,537 160,911 X n/a X HEALTHWAYS INC CMN STK... Cmn 422245100 8,075,544 181,066 X n/a X HEARTLAND EXPRESS INC CMN STK................ Cmn 422347104 4,345,257 277,121 X n/a X HEICO CORP CMN STK....... Cmn 422806109 1,495,960 43,614 X n/a X HEINZ (H.J.) CO. COMMON STOCK.................. Cmn 423074103 23,251,694 554,536 X n/a X HELIX ENERGY SOLUTIONS GROUP 1 CMN STOCK...... Cmn 42330P107 60,269,532 1,804,477 X n/a X HELMERICH PAYNE INC...... Cmn 423452101 8,925,346 387,553 X n/a X HEMISPHERX BIOPHARMA INC CMN STOCK.............. Cmn 42366C103 33,479 17,903 X n/a X HENRY (JACK) & ASSOCIATES CMN STK..... Cmn 426281101 305,169 14,005 X n/a X HERITAGE PROPERTY INVESTMENT TRUST....... Cmn 42725M107 1,414,101 38,785 X n/a X HESS CORP COMMON STOCK... Cmn 42809H107 30,225,375 729,729 X n/a X COLUMN TOTALS............ 159,980,072
FORM 13F Page 58 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- HEWITT ASSOCIATES INC CMN STK................ Cmn 42822Q100 10,042,864 413,968 X n/a X HEWLETT PACKARD CO....... Cmn 428236103 47,616,649 1,297,810 X n/a X HEXCEL CORP. COMMON STOCK Cmn 428291108 171,569 12,125 X n/a X HI TECH PHARMACAL CO INC CMN STK................ Cmn 42840B101 536,100 42,413 X n/a X HIGHLAND HOSPITALITY CORP COMMON STOCK...... Cmn 430141101 9,711,326 677,692 X n/a X HIGHWOODS PROPERTIES INC CMN STK................ Cmn 431284108 9,957,061 267,591 X n/a X HILB ROGAL & HOBBS CO CMN STK................ Cmn 431294107 323,714 7,590 X n/a X HILLENBRAND INDUSTRIES CMN STK................ Cmn 431573104 59,037,662 1,036,112 X n/a X HNI CORP CMN STK......... Cmn 404251100 10,128,472 243,590 X n/a X HOKU SCIENTIFIC INC COMMON STOCK........... Cmn 434712105 55,600 13,900 X n/a X HOLLIS-EDEN PHARMACEUTICALS CMN STOCK.................. Cmn 435902101 61,274 11,583 X n/a X HOLLY CORP CMN STK....... Cmn 435758305 204,084 4,710 X n/a X HOME DEPOT COMMON HD..... Cmn 437076102 66,540,688 1,834,593 X n/a X HOME SOLUTIONS OF AMERICA INC COMMON STOCK.................. Cmn 437355100 65,935 12,032 X n/a X COLUMN TOTALS............ 214,452,998
FORM 13F Page 59 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- HOOKER FURNITURE CORP CMN STOCK.............. Cmn 439038100 409,146 27,909 X n/a X HOOPER HOLMES INC CMN STK Cmn 439104100 150,487 44,655 X n/a X HORACE MANN EDUCATORS COMMON................. Cmn 440327104 818,237 42,550 X n/a X HORIZON FINL CORP WASH CMN STK................ Cmn 44041F105 404,394 13,543 X n/a X HORIZON LINES INC COMMON STOCK.................. Cmn 44044K101 13,191,948 789,937 X n/a X HORMEL GEO A & CO........ Cmn 440452100 3,383,811 94,047 X n/a X HORNBECK OFFSHORE SERVICES COMMON STOCK.. Cmn 440543106 25,982,165 775,587 X n/a X HOSPITALITY PROPERTIES TRUST.................. Cmn 44106M102 31,190,798 660,822 X n/a X HOST HOTELS & RESORTS INC COMMON STOCK REIT.. Cmn 44107P104 18,293,004 797,776 X n/a X HOT TOPIC INC CMN STOCK.. Cmn 441339108 174,508 15,665 X n/a X HOVNANIAN ENTRPRS INC - CL A CMN STK........... Cmn 442487203 375,552 12,800 X n/a X HRPT PROPERTIES TRUST CMN STOCK.............. Cmn 40426W101 10,807,245 904,372 X n/a X HUB GROUP INC CMN STOCK.. Cmn 443320106 277,643 12,188 X n/a X HUBBELL INC - CL B CMN STK.................... Cmn 443510201 2,888,322 60,299 X n/a X COLUMN TOTALS............ 108,347,260
FORM 13F Page 60 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- HUDSON CITY BANCORP CMN STK.................... Cmn 443683107 541,064 40,835 X n/a X HUGOTON ROYALTY TRUST COM SHS................ Cmn 444717102 9,242,289 350,751 X n/a X HUMAN GENOME SCIENCES INC CMN STK............ Cmn 444903108 1,663,514 144,152 X n/a X HUMANA INCORPORATED COMMON................. Cmn 444859102 2,627,606 39,758 X n/a X HUNT J B TRANS SVCS INC.. Cmn 445658107 4,808,691 231,521 X n/a X HUNTSMAN COS/THE COMMON STOCK.................. Cmn 447011107 25,046,440 1,376,178 X n/a X HUTCHINSON TECH CMN STK.. Cmn 448407106 811,471 38,568 X n/a X HYPERCOM CORP CMN STOCK.. Cmn 44913M105 3,934,807 580,355 X n/a X HYPERION SOLUTIONS CORP CMN STOCK.............. Cmn 44914M104 5,093,972 147,737 X n/a X I2 TECHNOLOGIES INC CMN STOCK.................. Cmn 465754208 2,287,214 122,115 X n/a X IAMGOLD CORPORATION COMMON STOCK........... Cmn 450913108 1,632,415 192,275 X n/a X IBERIABANK CORP CMN STOCK Cmn 450828108 576,328 9,448 X n/a X IBM COMMON STOCK......... Cmn 459200101 87,128,687 1,063,323 X n/a X ICOS CORPORATION CMN STK. Cmn 449295104 1,834,041 73,186 X n/a X COLUMN TOTALS............ 147,228,538
FORM 13F Page 61 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- ICU MEDICAL INC CMN STK.. Cmn 44930G107 211,209 4,644 X n/a X IDACORP INC CMN STK...... Cmn 451107106 9,373,099 247,900 X n/a X IDENIX PHARMACEUTICALS INC COMMON STOCK....... Cmn 45166R204 584,638 60,272 X n/a X IDEX CORP CMN STK........ Cmn 45167R104 3,368,189 78,239 X n/a X IDEXX LABS INC CMN STK... Cmn 45168D104 14,628,973 160,511 X n/a X II-VI INC CMN STK........ Cmn 902104108 5,855,452 234,970 X n/a X ILLINOIS TOOL WKS INC.... Cmn 452308109 2,469,455 54,999 X n/a X ILLUMINA INC............. Cmn 452327109 303,968 9,200 X n/a X IMATION CORPORATION COMMON STOCK........... Cmn 45245A107 11,711,875 291,703 X n/a X IMAX CORP CMN STOCK...... Cmn 45245E109 222,798 45,562 X n/a X IMMERSION CORP CMN STOCK. Cmn 452521107 490,876 68,654 X n/a X IMMUCOR INC CMN STK...... Cmn 452526106 2,656,773 118,553 X n/a X IMMUNOGEN INC CMN STK.... Cmn 45253H101 299,530 84,613 X n/a X IMMUNOMEDICS INC CMN STK. Cmn 452907108 27,401 15,394 X n/a X COLUMN TOTALS............ 52,204,237
FORM 13F Page 62 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- IMS HEALTH INC CMN STOCK. Cmn 449934108 5,627,034 211,225 X n/a X INCYTE CORP CMN STK...... Cmn 45337C102 2,490,679 588,813 X n/a X INDEPENDENT BANK CORP/MA CMN STK................ Cmn 453836108 698,139 21,468 X n/a X INDEVUS PHARMACEUTICALS INC COMMON STOCK....... Cmn 454072109 2,944,969 497,461 X n/a X INDUSTRIAL SVCS AMER INC FLA CMN STOCK.......... Cmn 456314103 170,070 29,373 X n/a X INERGY LP................ Cmn 456615103 3,246,790 119,192 X n/a X INFOCUS CORP CMN STK..... Cmn 45665B106 2,327,928 819,693 X n/a X INFOUSA INC CMN STK-CL B SHARES................. Cmn 456818301 564,948 68,066 X n/a X INFRASOURCE SERVICES INC COMMON STOCK........... Cmn 45684P102 2,135,466 121,679 X n/a X INGERSOLL RAND CO........ Cmn G4776G101 1,024,890 26,985 X n/a X INGRAM MICRO INC - CL A.. Cmn 457153104 2,371,893 123,794 X n/a X INLAND REAL ESTATE CORP COMMON STOCK........... Cmn 457461200 256,948 14,666 X n/a X INNERWORKINGS INC COMMON STOCK.................. Cmn 45773Y105 1,763,769 150,108 X n/a X INNKEEPERS USA TR CMN STOCK.................. Cmn 4576J0104 1,021,693 62,719 X n/a X COLUMN TOTALS............ 26,645,217
FORM 13F Page 63 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- INNOSPEC INC CMN STK..... Cmn 45768S105 1,370,863 46,157 X n/a X INNOVATIVE SOLUTIONS SUPPORT................ Cmn 45769N105 2,922,433 201,131 X n/a X INNOVEX INC CMN STK...... Cmn 457647105 118,042 57,025 X n/a X INPUT/OUTPUT INC CMN STK. Cmn 457652105 1,685,588 169,747 X n/a X INSITE VISION INC CMN STK Cmn 457660108 16,568 10,486 X n/a X INTASYS CORP CMN STOCK... Cmn 56150Q102 316,020 282,161 X n/a X INTEGRA BANK CORP CMN STK Cmn 45814P105 815,255 32,249 X n/a X INTEGRATED DEVICE TECH INC CMN STK............ Cmn 458118106 56,115,187 3,491,922 X n/a X INTEGRATED SILICON SOLUTION CMN STOCK..... Cmn 45812P107 1,365,855 245,212 X n/a X INTEL CMN STOCK.......... Cmn 458140100 16,844,506 818,887 X n/a X INTERACTIVE DATA CORP CMN STK................ Cmn 45840J107 2,750,706 137,880 X n/a X INTERCONTINENTALEXCHANGE INC COMMON STOCK....... Cmn 45865V100 1,884,707 25,106 X n/a X INTERDIGITAL COMMUNICATIONS CMN STK. Cmn 45866A105 729,297 21,387 X n/a X INTERGRAPH CORP.......... Cmn 458683109 1,154,630 26,927 X n/a X COLUMN TOTALS............ 88,089,656
FORM 13F Page 64 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- INTERMAGNETICS GENERAL COMMON STOCK........... Cmn 458771102 2,711,735 100,249 X n/a X INTERMEC INC COMMON STOCK Cmn 458786100 2,886,525 109,504 X n/a X INTERMUNE INC CMN STOCK.. Cmn 45884X103 403,932 24,600 X n/a X INTERNAP NETWORK SERV COM STK................ Cmn 45885A300 2,184,131 143,504 X n/a X INTERNATIONAL DISPLAYWORKS INC CMN STOCK.................. Cmn 459412102 102,895 16,153 X n/a X INTERNATIONAL GAME TECHNOLOGY COMMON NEW YORK................... Cmn 459902102 3,650,548 87,965 X n/a X INTERNATIONAL RECTIFIER COMMON NEW YORK........ Cmn 460254105 15,069,310 432,529 X n/a X INTERNATIONAL SECURITIES EXCHANGE HOLDINGS INC COM.................... Cmn 46031W204 2,077,227 44,300 X n/a X INTERNET HOLDRs TRUST (ETF).................. Cmn 46059W102 16,891,572 347,206 X n/a X INTERNET SECURITY SYSTEMS INC CMN STOCK.. Cmn 46060X107 588,456 21,198 X n/a X INTERSIL CORPORATION CMN STOCK.................. Cmn 46069S109 63,596,800 2,590,501 X n/a X INTERSTATE BAKERIES CP CMN STK................ Cmn 46072H108 2,777,403 957,725 X n/a X INTERSTATE HOTLS RESORTS CMN STOCK.............. Cmn 46088S106 1,903,155 176,545 X n/a X INTERWOVEN INC CMN STOCK. Cmn 46114T508 3,344,230 303,194 X n/a X COLUMN TOTALS............ 118,187,919
FORM 13F Page 65 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- INTROGEN THERAPEUTICS INC Cmn 46119F107 201,150 44,700 X n/a X INTUITIVE SURGICAL INC CMN STK................ Cmn 46120E602 363,803 3,450 X n/a X INVACARE CORP CMN STK.... Cmn 461203101 692,758 29,454 X n/a X INVESTMENT TCHNLGY GRP INC CMN STOCK.......... Cmn 46145F105 5,112,732 114,251 X n/a X INVESTORS BANCORP INC COMMON STOCK........... Cmn 46146P102 5,534,533 367,255 X n/a X INVESTORS FINL SERVICES CORP CMN STOCK......... Cmn 461915100 210,963 4,897 X n/a X ION MEDIA NETWORKS INC CMN STOCK.............. Cmn 46205A103 2,206,770 2,724,407 X n/a X IOWA TELECOMMUNICATIONS SERVICES INCORPORATED COMM................... Cmn 462594201 222,954 11,266 X n/a X IPARTY CORPORATION....... Cmn 46261R107 3,794 10,254 X n/a X IPASS INC COMMON STOCK... Cmn 46261V108 1,551,008 331,412 X n/a X IPC HOLDINGS LTD CMN STOCK.................. Cmn G4933P101 7,873,548 258,828 X n/a X IPIX CORP CMN STOCK...... Cmn 44982L103 772 12,866 X n/a X IPSCO INC CMN STOCK...... Cmn 462622101 9,305,758 107,370 X n/a X IRWIN FINL CORP CMN STK.. Cmn 464119106 1,114,959 57,002 X n/a X COLUMN TOTALS............ 34,395,501
FORM 13F Page 66 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- ISHARES MSCI HONG KONG... Cmn 464286871 1,075,139 76,143 X n/a X ISHARES MSCI JAPAN ETF... Cmn 464286848 1,271,487 93,906 X n/a X ISHARES NASDAQ BIOTECH INDX................... Cmn 464287556 4,876,120 66,090 X n/a X ISHARES RUSSELL 2000 INDEX FUND............. Cmn 464287655 84,588,984 1,174,847 X n/a X ISHARES RUSSELL MIDCAP VALUE IND FD........... Cmn 464287473 317,183 2,330 X n/a X ISHARES S&P SMALLCAP 600 / GROWTH............... Cmn 464287887 341,531 2,858 X n/a X ISHARES S&P/TOPIX 150 INDEX FUND COMMON STOCK Cmn 464287382 206,353 1,731 X n/a X ISIS PHARMACEUTICALS INC CMN STK................ Cmn 464330109 3,728,868 519,341 X n/a X ISLE OF CAPRI CASINOS INC CMN STK............ Cmn 464592104 404,836 19,223 X n/a X ISOLAGEN INC CMN STOCK... Cmn 46488N103 712,615 206,555 X n/a X ISONICS CORPORATION...... Cmn 464895101 272,693 345,181 X n/a X ITC DELTACOM INC (NEW) COMMON STOCK........... Cmn 45031T872 30,755 17,574 X n/a X ITT CORP CMN STOCK....... Cmn 450911102 5,756,237 112,273 X n/a X ITT EDUCATIONAL SVCS INC CMN STOCK.............. Cmn 45068B109 6,273,638 94,625 X n/a X COLUMN TOTALS............ 109,856,438
FORM 13F Page 67 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- IVANHOE ENERGY INC....... Cmn 465790103 23,098 15,713 X n/a X IVANHOE MINES LTD COMMON STOCK.................. Cmn 46579N103 69,749 11,142 X n/a X IXYS CORP DEL CMN STOCK.. Cmn 46600W106 144,694 17,246 X n/a X J J SNACK FOODS CORP CMN STK.................... Cmn 466032109 411,360 13,227 X n/a X J2 GLOBAL COMMUNICATIONS INC. CMN STOCK......... Cmn 46626E205 1,216,075 44,758 X n/a X JACK IN THE BOX INC. CMN STK.................... Cmn 466367109 1,438,498 27,568 X n/a X JACOBS ENGINEERING GROUP INC CMN STK............ Cmn 469814107 2,626,834 35,151 X n/a X JDS UNIPHASE CORPORATION CMN STK................ Cmn 46612J101 2,154,748 983,903 X n/a X JETBLUE AIRWAYS CORP..... Cmn 477143101 1,606,956 173,913 X n/a X JLG INDUSTRIES INC CMN STK.................... Cmn 466210101 5,732,222 289,360 X n/a X JMAR TECHNOLOGIES INC COMMON STOCK........... Cmn 466212107 5,205 12,395 X n/a X JOHNSON CTLS INC......... Cmn 478366107 32,886,262 458,409 X n/a X JONES APPAREL GROUP INC CMN STK................ Cmn 480074103 11,185,831 344,816 X n/a X JOURNAL COMMUNICATIONS INC COMMON STOCK....... Cmn 481130102 2,432,393 215,829 X n/a X COLUMN TOTALS............ 61,933,923
FORM 13F Page 68 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- JOY GLOBAL INC CMN STK... Cmn 481165108 25,091,463 667,859 X n/a X JPMORGAN CHASE & CO CMN STK.................... Cmn 46625H100 12,019,459 255,951 X n/a X JUNIPER NETWORKS INC..... Cmn 48203R104 1,033,188 59,791 X n/a X JUPITERMEDIA CORP CMN STOCK.................. Cmn 48207D101 227,827 26,308 X n/a X K V PHARMACEUTICAL - CL A CMN STK.............. Cmn 482740206 24,480,323 1,032,925 X n/a X K2 INC................... Cmn 482732104 2,974,329 253,566 X n/a X KELLOGG CO............... Cmn 487836108 1,035,760 20,916 X n/a X KEMET CORP CMN STK....... Cmn 488360108 6,451,368 799,426 X n/a X KENNAMETAL INC CMN STK... Cmn 489170100 56,866,970 1,003,830 X n/a X KERYX BIOPHARMACEUTICALS INC CMN STK............ Cmn 492515101 515,279 43,557 X n/a X KEY ENERGY GROUP INC CMN STK.................... Cmn 492914106 21,753,146 1,599,496 X n/a X KEYSPAN CORPORATION CMN STK.................... Cmn 49337W100 588,508 14,305 X n/a X KEYSTONE AUTOMOTIVE INDS INC CMN STOCK.......... Cmn 49338N109 665,464 17,503 X n/a X KIMBALL INTERNATIONAL - CL B CMN STK........... Cmn 494274103 2,664,037 138,033 X n/a X COLUMN TOTALS............ 156,367,120
FORM 13F Page 69 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- KINDER MORGAN ENERGY PTNRS LP CMN STK....... Cmn 494550106 358,895 8,179 X n/a X KINDER MORGAN MANAGEMENT LLC.................... Cmn 49455U100 11,215,701 265,649 X n/a X KINETIC CONCEPTS INC COMMON STOCK........... Cmn 49460W208 6,360,457 202,176 X n/a X KINROSS GOLD CORP........ Cmn 496902404 5,456,829 435,849 X n/a X KINTERA INC COMMON STOCK. Cmn 49720P506 242,333 140,891 X n/a X KKR FINANCIAL CORP COMMON STOCK........... Cmn 482476306 6,953,262 283,344 X n/a X KLA-TENCOR INSTRUMENTS CORP CMN STK........... Cmn 482480100 23,225,125 522,265 X n/a X KNBT BANCORP INC CMN STOCK.................. Cmn 482921103 4,618,047 287,192 X n/a X KNIGHTSBRIDGE TANKERS CMN STOCK.............. Cmn G5299G106 249,615 9,675 X n/a X KNOLL INC COMMON STOCK... Cmn 498904200 11,171,206 553,030 X n/a X KNOLOGY INC COMMON STOCK. Cmn 499183804 1,001,206 100,928 X n/a X KOHLS CORP CMN STK....... Cmn 500255104 27,722,853 427,031 X n/a X KOPIN CORP CMN STK....... Cmn 500600101 988,753 295,150 X n/a X KOSAN BIOSCIENCES INC.... Cmn 50064W107 448,519 92,861 X n/a X COLUMN TOTALS............ 100,012,798
FORM 13F Page 70 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- KRISPY KREME DOUGHNUTS INC CMN STK............ Cmn 501014104 892,847 110,228 X n/a X K-SWISS INC - CL A CMN STK.................... Cmn 482686102 3,521,499 117,149 X n/a X KULICKE AND SOFFA IND. COMMON STOCK........... Cmn 501242101 1,809,415 204,685 X n/a X KVH INDS INC CMN STOCK... Cmn 482738101 389,589 30,556 X n/a X L-1 IDENTITY SOLUTIONS INC.................... Cmn 50212A106 311,934 23,903 X n/a X L-3 COMMUNICATIONS HLDGS INC CMN STOCK.......... Cmn 502424104 7,927,309 101,204 X n/a X LA JOLLA PHARMACEUTICAL CO CMN STK............. Cmn 503459307 351,298 94,435 X n/a X LABOR READY INC CMN STOCK Cmn 505401208 210,611 13,221 X n/a X LABORATORY CORP. OF AMER. HLDGS COMMON STOCK.................. Cmn 50540R409 6,455,104 98,446 X n/a X LABRANCHE COMPANY CMN.... Cmn 505447102 1,368,913 132,007 X n/a X LAIDLAW INTERNATIONAL INC COMMON STOCK....... Cmn 50730R102 5,135,772 187,917 X n/a X LAKELAND FINL CORP CMN STOCK.................. Cmn 511656100 397,789 16,920 X n/a X LAM RESEARCH COMMON STOCK Cmn 512807108 33,450,367 737,930 X n/a X LANDAMERICA FINANCIAL GROUP CMN STK.......... Cmn 514936103 914,481 13,900 X n/a X COLUMN TOTALS............ 63,136,928
FORM 13F Page 71 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- LANDRYS RESTAURANTS INC CMN STK................ Cmn 51508L103 7,717,978 255,986 X n/a X LANDSTAR SYSTEM INC CMN STK.................... Cmn 515098101 7,361,010 172,389 X n/a X LAS VEGAS SANDS, INC. COMMON STOCK........... Cmn 517834107 958,062 14,017 X n/a X LASALLE HOTEL PROPERTIES CMN STOCK.............. Cmn 517942108 1,546,415 35,681 X n/a X LATTICE SEMICONDUCTOR CORP CMN STK........... Cmn 518415104 78,362 11,490 X n/a X LA-Z-BOY CHAIR CO CMN STK Cmn 505336107 2,549,445 182,625 X n/a X LCA-VISION INC CMN STOCK. Cmn 501803308 1,386,694 33,568 X n/a X LEAP WIRELESS INTERNATIONAL INC COMMON STOCK........... Cmn 521863308 4,936,379 101,802 X n/a X LEAPFROG ENTERPRISES INC CMN STK................ Cmn 52186N106 214,903 27,100 X n/a X LEGG MASON COMMON STOCK.. Cmn 524901105 8,447,126 83,751 X n/a X LEGGETT & PLATT INC COMMON LEG............. Cmn 524660107 865,487 34,578 X n/a X LEHMAN BROTHERS HOLDINGS INC CMN STK............ Cmn 524908100 122,669,790 1,660,842 X n/a X LENNAR CORP CMN STK...... Cmn 526057104 1,428,497 31,569 X n/a X LEVEL 3 COMMUNICATIONS INC CMN STOCK.......... Cmn 52729N100 2,667,004 494,806 X n/a X COLUMN TOTALS............ 162,827,152
FORM 13F Page 72 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- LEXICON GENETICS INC CMN STK.................... Cmn 528872104 393,249 104,310 X n/a X LEXINGTON CORPORATE PROPS INC CMN STK...... Cmn 529043101 8,682,868 409,956 X n/a X LIBERTY GLOBAL INC-A COMMON STOCK........... Cmn 530555101 11,527,762 447,854 X n/a X LIBERTY MEDIA HOLDING CORP - CAPITAL A COMMON STOC............ Cmn 53071M302 278,964,683 3,338,096 X n/a X LIBERTY MEDIA HOLDING CORP - INTERACTIVE A COMMON................. Cmn 53071M104 6,016,563 295,219 X n/a X LIBERTY PROPERTY TRUST CMN STK................ Cmn 531172104 1,385,193 28,985 X n/a X LIGAND PHARMACEUTICAL - CL B CMN STK........... Cmn 53220K207 759,285 75,626 X n/a X LIGHTBRIDGE INC CMN STOCK Cmn 532226107 3,335,535 284,602 X n/a X LIMITED BRANDS INC CMN STK.................... Cmn 532716107 32,346,621 1,221,088 X n/a X LIN TV CORP CMN STK...... Cmn 532774106 885,255 113,786 X n/a X LINCARE HOLDINGS INC CMN STK.................... Cmn 532791100 285,503 8,242 X n/a X LINEAR TECHNOLOGY CORP CMN STK................ Cmn 535678106 13,810,309 443,776 X n/a X LINK ENERGY LLC COMMON STOCK.................. Cmn 535763106 11,784 736,500 X n/a X LIONS GATE ENTERTAINMENT INC COMMON STOCK....... Cmn 535919203 108,659 10,855 X n/a X COLUMN TOTALS............ 358,513,269
FORM 13F Page 73 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- LITHIA MOTORS CMN STOCK.. Cmn 536797103 3,556,021 143,852 X n/a X LITTLEFUSE CMN STOCK - NASDAQ................. Cmn 537008104 3,861,416 111,280 X n/a X LIVE NATION COMMON STOCK. Cmn 538034109 360,372 17,648 X n/a X LIVEPERSON INC CMN STK... Cmn 538146101 421,513 78,494 X n/a X LNB BANCORP INC CMN STOCK Cmn 502100100 181,444 10,663 X n/a X LOCAL.COM COMMON STOCK... Cmn 45845K109 304,916 64,738 X n/a X LOCKHEED MARTIN CORPORATION COMMON STOCK.................. Cmn 539830109 9,081,482 105,525 X n/a X LODGENET ENTERTAINMENT CORP CMN STK........... Cmn 540211109 3,324,239 176,072 X n/a X LOEWS CORP - CAROLINA GROUP.................. Cmn 540424207 5,850,181 105,618 X n/a X LOEWS CORP. COMMON STOCK LTR.................... Cmn 540424108 32,611,017 860,449 X n/a X LONE STAR TECHNOLOGIES INC CMN STK............ Cmn 542312103 30,119,695 622,565 X n/a X LONGS DRUG STORES CORP... Cmn 543162101 8,203,123 178,290 X n/a X LONGVIEW FIBRE CO CMN STK Cmn 543213102 7,965,521 392,004 X n/a X LOUISIANA- PACIFIC CORP.. Cmn 546347105 1,001,511 53,357 X n/a X COLUMN TOTALS............ 106,842,451
FORM 13F Page 74 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- LOWE'S COMPANIES COMMON STOCK.................. Cmn 548661107 987,712 35,200 X n/a X LSI INDS INC CMN STK..... Cmn 50216C108 1,415,001 87,077 X n/a X LSI LOGIC CORP. COMMON STOCK.................. Cmn 502161102 26,220,329 3,189,821 X n/a X LTX CORP COMMON STOCK.... Cmn 502392103 789,130 157,511 X n/a X LUBRIZOL CORP............ Cmn 549271104 339,088 7,415 X n/a X LUCENT TECHNOLOGIES INC CMN STOCK.............. Cmn 549463107 241,018 102,999 X n/a X LUFKIN INDUSTRIES INC CMN STK................ Cmn 549764108 2,630,918 49,715 X n/a X Luminent Mortgage Capital In COMMON STOCK Cmn 550278303 11,404,901 1,108,348 X n/a X LUMINEX CORP CMN STOCK... Cmn 55027E102 616,210 33,802 X n/a X LYDALL INC CMN STK....... Cmn 550819106 691,770 77,727 X n/a X MACDERMID INC CMN STK.... Cmn 554273102 20,438,550 626,565 X n/a X MACERICH CO CMN STK...... Cmn 554382101 2,446,040 32,033 X n/a X MAGMA DESIGN AUTOMATION.. Cmn 559181102 4,540,709 498,979 X n/a X MAIR HOLDINGS INC CMN STK Cmn 560635104 286,693 50,209 X n/a X COLUMN TOTALS............ 73,048,070
FORM 13F Page 75 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- MANITOWOC COMPANY, INC. COMMON STOCK........... Cmn 563571108 6,981,686 155,876 X n/a X MANNATECH INC CMN STOCK.. Cmn 563771104 323,160 18,237 X n/a X MANNKIND CORP COMMON STOCK.................. Cmn 56400P201 339,682 17,878 X n/a X MANPOWER, INC. COMMON STOCK.................. Cmn 56418H100 5,564,909 90,826 X n/a X MANULIFE FINANCIAL CORPORATION............ Cmn 56501R106 9,668,774 299,714 X n/a X MAPINFO CORP CMN STK..... Cmn 565105103 1,358,530 105,887 X n/a X MARATHON OIL CORP COMMON STOCK.................. Cmn 565849106 62,728,022 815,709 X n/a X MARKWEST ENERGY PARTNERS, LP COMMON STOCK.................. Cmn 570759100 1,857,884 37,916 X n/a X MARLIN BUSINESS SVCS CORP CMN STOCK......... Cmn 571157106 218,468 10,453 X n/a X MARRIOTT INTL INC........ Cmn 571903202 51,254,492 1,326,462 X n/a X MARSH MCLENNAN COS INC... Cmn 571748102 771,057 27,391 X n/a X MARSHALL ILSLEY CORP CMN STK.................... Cmn 571834100 102,857,169 2,134,852 X n/a X MARTEK BIOSCIENCES CORP CMN STK................ Cmn 572901106 3,460,722 160,889 X n/a X MARTEN TRANSPORT LTD CMN STK.................... Cmn 573075108 706,859 41,361 X n/a X COLUMN TOTALS............ 248,091,414
FORM 13F Page 76 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- MARTHA STEWART LIVING CMN STOCK.............. Cmn 573083102 896,258 50,465 X n/a X MARTIN MARIETTA MATERIALS CMN STK...... Cmn 573284106 11,724,270 138,552 X n/a X MARVELL TECHNOLOGY GROUP LTD.................... Cmn G5876H105 40,661,368 2,099,193 X n/a X MASSEY ENERGY COMPANY.... Cmn 576206106 601,418 28,721 X n/a X MATERIALS SELECT SECTOR SPDR................... Cmn 81369Y100 3,571,998 112,895 X n/a X MATRITECH INC CMN STK.... Cmn 576818108 6,931 11,362 X n/a X MATRIX SERVICE CO CMN STK Cmn 576853105 3,609,031 275,709 X n/a X MATTSON TECHNOLOGY INC CMN STOCK.............. Cmn 577223100 6,197,295 746,662 X n/a X MAVERICK TUBE CORP CMN STK.................... Cmn 577914104 31,785,825 490,295 X n/a X MAX RE CAPITAL LTD....... Cmn G6052F103 25,326,418 1,103,067 X n/a X MAXIM INTEGRATED PRODUCTS CMN STK....... Cmn 57772K101 15,361,782 547,072 X n/a X MAXIMUS INC CMN STOCK.... Cmn 577933104 459,960 17,623 X n/a X MBT FINANCIAL CORP COMMON STOCK........... Cmn 578877102 429,648 28,952 X n/a X MCCLATCHY COMPANY - CL A CMN STK................ Cmn 579489105 106,710,914 2,529,294 X n/a X COLUMN TOTALS............ 247,343,116
FORM 13F Page 77 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- MCCORMICK & CO. COMMON STOCK.................. Cmn 579780206 2,456,698 64,684 X n/a X MCDATA CORP-A SHARES - A SHR.................... Cmn 580031201 1,298,238 258,099 X n/a X MCDATA CORPORATION- CLASS B SHARES......... Cmn 580031102 1,498,814 304,019 X n/a X MCDERMOTT INC COMMON STOCK.................. Cmn 580037109 33,860,466 810,059 X n/a X MCDONALDS CORP........... Cmn 580135101 6,645,706 169,880 X n/a X MCG CAPITAL CORP CMN STOCK.................. Cmn 58047P107 4,494,343 275,220 X n/a X MCGRAW-HILL, INC. COMMON STOCK.................. Cmn 580645109 9,636,810 166,066 X n/a X MCKESSON CORP............ Cmn 58155Q103 14,520,195 275,421 X n/a X MCMORAN EXPLORATION CO CMN STOCK.............. Cmn 582411104 4,261,414 240,215 X n/a X MDC HOLDINGS INC CMN STK. Cmn 552676108 459,855 9,900 X n/a X MDI INC CMN STK.......... Cmn 552705105 10,239 19,687 X n/a X MDU RESOURCES GROUP INC CMN STK................ Cmn 552690109 7,796,995 349,015 X n/a X MEADWESTVACO CORP COMMON STK.................... Cmn 583334107 377,582 14,243 X n/a X MEDAREX COMMON STOCK..... Cmn 583916101 806,788 75,050 X n/a X COLUMN TOTALS............ 88,124,142
FORM 13F Page 78 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- MEDCATH CORPORATION...... Cmn 58404W109 1,133,430 37,668 X n/a X MEDCO HEALTH SOLUTIONS INC CMN STK............ Cmn 58405U102 5,645,591 93,921 X n/a X MEDIABAY INC CMN STOCK... Cmn 58446J207 2,545 20,363 X n/a X MEDIACOM COMMUNICATIONS CORP - CL A............ Cmn 58446K105 2,687,537 377,463 X n/a X MEDICAL ACTION IND INC CMN STK................ Cmn 58449L100 525,565 19,545 X n/a X MEDICAL STAFFING NETWORK HOLDINGS, INC CMN STK.. Cmn 58463F104 653,815 105,115 X n/a X MEDICIS PHARMACEUTICAL-CL A COMMON STOCK........... Cmn 584690309 7,521,310 232,498 X n/a X MEDTRONIC INC............ Cmn 585055106 2,231,535 48,052 X n/a X MEMC ELECTRONIC MATERIALS COMMON STOCK. Cmn 552715104 28,279,935 772,043 X n/a X MENS WEARHOUSE INC CMN STK.................... Cmn 587118100 314,425 8,450 X n/a X MENTOR CORP COMMON NASDAQ Cmn 587188103 33,471,558 664,250 X n/a X MENTOR GRAPHICS CORP CMN STK.................... Cmn 587200106 90,900,874 6,456,028 X n/a X MERCANTILE BANK CORP CMN STOCK.................. Cmn 587376104 574,424 14,524 X n/a X MERCANTILE BANKSHARES CORP CMN STK........... Cmn 587405101 11,181,968 308,298 X n/a X COLUMN TOTALS............ 185,124,513
FORM 13F Page 79 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- MERCHANTS BANCSHARES INC/ VT CMN STK........ Cmn 588448100 331,733 14,009 X n/a X MERCK CO................. Cmn 589331107 695,289 16,594 X n/a X MERCURY COMPUTER SYSTEMS INC.................... Cmn 589378108 773,710 65,292 X n/a X MERCURY INTERACTIVE CORP CMN STK................ Cmn 589405109 2,029,406 39,383 X n/a X MEREDITH CORP............ Cmn 589433101 13,600,725 275,709 X n/a X MERGE TECHNOLOGIES INC CMN STOCK.............. Cmn 589981109 1,436,269 208,760 X n/a X MERIDIAN GOLD, INC. COMMON STOCK........... Cmn 589975101 7,566,763 304,375 X n/a X METAL MGMT INC CMN STOCK. Cmn 591097209 1,275,796 45,826 X n/a X METHANEX CORP............ Cmn 59151K108 7,374,290 302,970 X n/a X METHODE ELECTRONICS - CL A CMN STK.............. Cmn 591520200 2,106,979 221,554 X n/a X METLIFE INC CMN STK...... Cmn 59156R108 4,833,104 85,270 X n/a X METRO ONE TELECOMMNICTNSINC CMN STOCK.................. Cmn 59163F204 46,413 17,715 X n/a X METTLER TOLEDO INTL INC CMN STOCK.............. Cmn 592688105 11,696,577 176,819 X n/a X MGI PHARMA INC CMN STK... Cmn 552880106 1,854,928 107,782 X n/a X COLUMN TOTALS............ 55,621,980
FORM 13F Page 80 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- MGIC INV CORP CMN STOCK.. Cmn 552848103 7,248,094 120,862 X n/a X MGM MIRAGE CMN STK....... Cmn 552953101 585,044 14,815 X n/a X MGP INGREDIENTS INC CMN STK.................... Cmn 55302G103 2,010,058 94,502 X n/a X MI DEVELOPMENTS INC...... Cmn 55304X104 56,766,319 1,557,375 X n/a X MICHAEL STORES COMMON STOCK.................. Cmn 594087108 176,114,815 4,044,897 X n/a X MICREL INC CMN STOCK..... Cmn 594793101 16,544,851 1,723,422 X n/a X MICROS SYSTEMS INC CMN STK.................... Cmn 594901100 4,673,768 95,539 X n/a X MICROSOFT................ Cmn 594918104 1,051,525 38,447 X n/a X MICROSTRATEGY INC CMN STK Cmn 594972408 4,994,049 49,043 X n/a X MICROTUNE INC............ Cmn 59514P109 145,499 29,938 X n/a X MID-AMERICA APT CMNTYS INC CMN STK............ Cmn 59522J103 1,537,785 25,119 X n/a X MIDDLEBY CORP CMN STK.... Cmn 596278101 7,340,967 95,263 X n/a X MID-STATE BANCSHARES CMN STOCK.................. Cmn 595440108 440,304 16,093 X n/a X MIDWAY GAMES INC CMN STOCK.................. Cmn 598148104 385,539 43,911 X n/a X COLUMN TOTALS............ 279,838,617
FORM 13F Page 81 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- MIDWEST BANC HLDGS INC CMN STOCK.............. Cmn 598251106 1,657,947 67,893 X n/a X MILLER (HERMAN) INC CMN STK.................... Cmn 600544100 6,904,673 201,832 X n/a X MILLICOM INTERNATIONAL CELLULAR SA CMN STK.... Cmn L6388F110 14,944,516 365,213 X n/a X MILLIPORE CORP........... Cmn 601073109 1,606,673 26,210 X n/a X MILLS CORP CMN STK....... Cmn 601148109 2,024,901 121,179 X n/a X MIVA INC CMN STOCK....... Cmn 55311R108 55,664 16,868 X n/a X MOLECULAR DEVICES CORP CMN STOCK.............. Cmn 60851C107 1,069,961 57,867 X n/a X MOLEX INC CMN STK........ Cmn 608554101 368,111 9,446 X n/a X MOLINA HEALTHCARE INC COMMON STOCK........... Cmn 60855R100 5,238,407 148,145 X n/a X MOLSON COORS BREWING COMPANY COMMON STOCK CLASS B................ Cmn 60871R209 242,046 3,513 X n/a X MONARCH CASINO RESORT INC CMN STK............ Cmn 609027107 3,489,134 179,945 X n/a X MONMOUTH RE INVEST CP - CL A CMN STK........... Cmn 609720107 146,816 18,352 X n/a X MONSANTO COMPANY - NEW... Cmn 61166W101 9,583,130 203,853 X n/a X MONSTER WORLDWIDE INC CMN STK................ Cmn 611742107 6,642,385 183,542 X n/a X COLUMN TOTALS............ 53,974,363
FORM 13F Page 82 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- MONTEREY GOURMET FOODS INC CMN STK............ Cmn 612570101 78,359 20,730 X n/a X MONTPELIER RE HOLDINGS LTD COMMON STOCK....... Cmn G62185106 1,647,801 84,982 X n/a X MOODY'S CORP............. Cmn 615369105 524,609 8,024 X n/a X MORGAN STANLEY COMMON STOCK.................. Cmn 617446448 37,121,762 509,145 X n/a X MORGANS HOTEL GROUP CMN STK.................... Cmn 61748W108 30,987,088 2,478,967 X n/a X MOTHERS WORK INC CMN STK. Cmn 619903107 284,245 5,907 X n/a X MOTOROLA COMMON STOCK MOT Cmn 620076109 29,996,425 1,199,857 X n/a X MOVIE GALLERY INC CMN STK Cmn 624581104 1,008,616 514,600 X n/a X MPS GROUP INC COMMON STOCK.................. Cmn 553409103 2,652,712 175,560 X n/a X MSC INDUSTRIAL DIRECT CO CMN STK................ Cmn 553530106 6,903,149 169,444 X n/a X MSYSTEMS LTD CMN STK..... Cmn M7061C100 762,709 18,954 X n/a X MTC TECHNOLOGIES INC CMN STK.................... Cmn 55377A106 518,375 21,563 X n/a X MTR GAMING GROUP INC CMN STK.................... Cmn 553769100 2,065,903 220,011 X n/a X MTS SYSTEMS CORP CMN STK. Cmn 553777103 930,778 28,781 X n/a X COLUMN TOTALS............ 115,482,529
FORM 13F Page 83 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- MULTIMEDIA GAMES INC CMN STOCK.................. Cmn 625453105 3,525,192 388,237 X n/a X MYERS INDUSTRIES INC CMN STK.................... Cmn 628464109 2,321,486 136,558 X n/a X MYOGEN INC COMMON STOCK.. Cmn 62856E104 17,302,228 493,222 X n/a X N B T BANCORP INC CMN STK Cmn 628778102 259,628 11,162 X n/a X NABI BIOPHARMACEUTICALS CMN STK................ Cmn 629519109 3,809,771 659,130 X n/a X NABORS INDUSTRIES COMMON STOCK NBR.............. Cmn G6359F103 41,298,861 1,388,197 X n/a X NAM TAI ELECTRONICS INC.. Cmn 629865205 537,921 43,769 X n/a X NANOGEN INC CMN STOCK.... Cmn 630075109 45,684 25,665 X n/a X NANOMETRICS INC CMN STK.. Cmn 630077105 1,377,723 148,943 X n/a X NAPSTER INC CMN STK...... Cmn 630797108 327,872 76,785 X n/a X NARA BANCORP INC CMN STOCK.................. Cmn 63080P105 1,821,867 99,610 X n/a X NASDAQ STOCK MARKET INC COMMON STOCK........... Cmn 631103108 8,859,292 292,966 X n/a X NASDAQ-100 SHARES (ETF).. Cmn 631100104 12,706,255 312,577 X n/a X NASH FINCH CO CMN STK.... Cmn 631158102 622,369 26,450 X n/a X COLUMN TOTALS............ 94,816,148
FORM 13F Page 84 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- NASTECH PHARMACEUTICALS COMMON STOCK........... Cmn 631728409 902,309 59,129 X n/a X NATIONAL CITY CORP COMMON STOCK........... Cmn 635405103 263,996 7,213 X n/a X NATIONAL FINANCIAL PARTNERS COMMON STOCK.. Cmn 63607P208 3,242,847 79,036 X n/a X NATIONAL PENN BANCSHARES INC CMN STK............ Cmn 637138108 931,518 47,478 X n/a X NATIONAL RETAIL PROPERTIES INC CMN STK. Cmn 637417106 6,290,503 291,227 X n/a X NATIONAL SEMICONDUCTOR CMN STOCK.............. Cmn 637640103 7,591,154 322,616 X n/a X NATIONAL- OILWELL VARCO INC CMN STOCK.......... Cmn 637071101 79,522,493 1,358,198 X n/a X NATIONWIDE HEALTH PROPERTIES COMMON STOCK Cmn 638620104 10,822,293 404,723 X n/a X NAVARRE CORP CMN STK..... Cmn 639208107 311,699 77,537 X n/a X NAVISTAR INTERNATIONAL CORP COMMON STOCK...... Cmn 63934E108 25,921,550 1,003,933 X n/a X NBTY INC CMN STK......... Cmn 628782104 4,002,614 136,748 X n/a X NCR CORP NEW CMN STOCK... Cmn 62886E108 3,367,762 85,303 X n/a X NEOPHARM INC CMN STOCK... Cmn 640919106 2,952,457 608,754 X n/a X NEOSE TECHNOLOGIES INC CMN STOCK.............. Cmn 640522108 299,291 151,157 X n/a X COLUMN TOTALS............ 146,422,486
FORM 13F Page 85 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- NEOWARE INC CMN STOCK.... Cmn 64065P102 170,106 12,517 X n/a X NET 1 UEPS TECHNOLOGIES INC COMMON STOCK....... Cmn 64107N206 6,479,850 283,458 X n/a X NETFLIX.COM INC COMMON STK.................... Cmn 64110L106 7,927,121 347,986 X n/a X NETGURU INC CMN STOCK.... Cmn 64111K107 5,159 19,844 X n/a X NETLOGIC MICROSYSTEMS INC. COMMON STOCK...... Cmn 64118B100 3,560,426 140,340 X n/a X NETWORK ENGINES INC...... Cmn 64121A107 38,316 18,089 X n/a X NETWORK EQUIPMENT TECH COMMON STOCK NWK....... Cmn 641208103 79,310 19,250 X n/a X NEUROCRINE BIOSCIENCES INC CMN STOCK.......... Cmn 64125C109 3,549,016 330,141 X n/a X NEUSTAR INC- CLASS A COMMON STOCK........... Cmn 64126X201 15,588,341 561,742 X n/a X NEW CENTURY FINL CORP CMN STOCK.............. Cmn 6435EV108 2,886,494 73,429 X n/a X NEW FRONTIER MEDIA INC CMN STOCK.............. Cmn 644398109 1,021,169 123,778 X n/a X NEW PLAN EXCEL REALTY TRUST CMN STK.......... Cmn 648053106 9,021,175 333,500 X n/a X NEW RIVER PHARMACEUTICALS INC COMMON STOCK........... Cmn 648468205 1,995,439 77,553 X n/a X NEW YORK COMMUNITY BANCORP INC CMN STK.... Cmn 649445103 2,097,803 128,071 X n/a X COLUMN TOTALS............ 54,419,724
FORM 13F Page 86 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- ---------- -------- ----------- ----------- -------- ---- ------ ---- NEW YORK TIMES COMPANY CLASS A COMMON STOCK... Cmn 650111107 289,502 12,598 X n/a X NEWALLIANCE BANCSHARES INC COMMON STOCK....... Cmn 650203102 3,076,046 209,969 X n/a X NEWCASTLE INVESTMENT CORP COMMON STOCK...... Cmn 65105M108 2,028,148 73,993 X n/a X NEWELL RUBBERMAID INC CMN STOCK.............. Cmn 651229106 13,079,649 461,852 X n/a X NEWFIELD EXPLORATION CO CMN STK................ Cmn 651290108 1,067,789 27,706 X n/a X NEWMONT MINING CORP CMN STOCK.................. Cmn 651639106 10,982,176 256,893 X n/a X NEWPARK RESOURCES CMN STK Cmn 651718504 2,684,273 503,616 X n/a X NEWS CORPORATION LIMITED (THE) CLASS B COMMON ST Cmn 65248E203 1,382,983 67,005 X n/a X NEWS CORPORATION LIMITED (THE) COMMON STOCK..... Cmn 65248E104 215,952,930 10,989,971 X n/a X NEWTEK BUSINESS SERVICES INC CMN STK............ Cmn 652526104 378,264 216,151 X n/a X NEXSTAR BROADCASTING GROUP COMMON STOCK..... Cmn 65336K103 158,912 40,231 X n/a X NGAS RESOURCES INC CMN STOCK.................. Cmn 62912T103 91,868 11,900 X n/a X NIKE INC CLASS B SHARES.. Cmn 654106103 2,521,791 28,781 X n/a X Nitromed Inc COMMON STOCK Cmn 654798503 66,342 20,928 X n/a X COLUMN TOTALS............ 253,760,674
FORM 13F Page 87 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- ---------- -------- ----------- ----------- -------- ---- ------ ---- NMS COMMUNICATIONS CORP CMN STK................ Cmn 629248105 1,399,084 483,276 X n/a X NOBLE ENERGY INC COMMON STOCK.................. Cmn 655044105 61,841,285 1,356,466 X n/a X NORDIC AMER TANKER SHIPPING CMN STK....... Cmn G65773106 2,375,866 68,272 X n/a X NORDSTROM INC............ Cmn 655664100 30,721,517 726,277 X n/a X NORFOLK SOUTHN CORP...... Cmn 655844108 11,767,825 267,147 X n/a X NORTEL NETWORKS CORPORATION CMN STOCK.. Cmn 656568102 37,629,431 16,360,622 X n/a X NORTH AMERICAN PALLADIUM LTD CMN STOCK.......... Cmn 656912102 305,054 41,731 X n/a X NORTHFIELD LABORATORIES INC CMN STK............ Cmn 666135108 1,131,367 78,786 X n/a X NORTHGATE EXPLORATION LTD COMMON STOCK....... Cmn 666416102 133,760 41,800 X n/a X NORTHSTAR NEUROSCIENCE INC COMMON STOCK....... Cmn 66704V101 1,206,480 91,400 X n/a X NORTHWEST BANCORP OMC CMN STK................ Cmn 667328108 554,676 21,752 X n/a X NORTHWEST NATURAL GAS CO COMMON STOCK........... Cmn 667655104 2,059,765 52,438 X n/a X NovaGold Resources Inc. COMMON STOCK........... Cmn 66987E206 7,967,021 507,777 X n/a X NOVASTAR FINANCIAL INC CMN STOCK.............. Cmn 669947400 268,548 9,200 X n/a X COLUMN TOTALS............ 159,361,678
FORM 13F Page 88 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- NOVATEL INC CMN STOCK.... Cmn 669954109 237,957 5,182 X n/a X NOVAVAX INC CMN STOCK.... Cmn 670002104 424,146 111,912 X n/a X NOVELIS INC COMMON STOCK. Cmn 67000X106 11,770,709 459,973 X n/a X NOVELL INC............... Cmn 670006105 172,118 28,216 X n/a X NOVELLUS SYSTEMS INC CMN STK.................... Cmn 670008101 1,257,728 45,471 X n/a X NOVEN PHARMACEUTICALS INC CMN STK............ Cmn 670009109 4,951,016 205,266 X n/a X NPS PHARMACEUTICALS INC CMN STOCK.............. Cmn 62936P103 2,417,247 634,448 X n/a X NRG ENERGY INC COMMON STOCK.................. Cmn 629377508 61,725,961 1,362,604 X n/a X NSTAR CMN STOCK.......... Cmn 67019E107 4,705,161 141,042 X n/a X NTL INC CMN STK.......... Cmn 62941W101 14,397,220 566,151 X n/a X NUTRI/SYSTEM INC CMN STOCK.................. Cmn 67069D108 827,896 13,291 X n/a X NUTRITION 21 INC CMN STK. Cmn 67069V108 24,973 14,604 X n/a X NUVELO INC CMN STOCK..... Cmn 67072M301 2,288,208 125,450 X n/a X NVIDIA CORP CMN STOCK.... Cmn 67066G104 19,426,871 656,535 X n/a X COLUMN TOTALS............ 124,627,211
FORM 13F Page 89 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- NVR L.P. COMMON STOCK.... Cmn 62944T105 733,485 1,371 X n/a X NYSE GROUP INC COMMON STOCK.................. Cmn 62949W103 2,197,650 29,400 X n/a X O CHARLEYS INC CMN STK... Cmn 670823103 2,006,153 105,754 X n/a X OAK HILL FINANCIAL INC CMN STOCK.............. Cmn 671337103 360,530 14,561 X n/a X OAKLEY INC CMN STOCK..... Cmn 673662102 2,797,666 164,086 X n/a X OCCIDENTAL PETROLEUM CMN STOCK.................. Cmn 674599105 84,086,754 1,747,802 X n/a X OCEANEERING INTERNATIONAL CMN STK.. Cmn 675232102 948,979 30,811 X n/a X OCEANFIRST FINL CORP CMN STOCK.................. Cmn 675234108 473,337 22,067 X n/a X ODYSSEY HEALTHCARE INC... Cmn 67611V101 9,066,153 639,362 X n/a X ODYSSEY RE HOLDINGS CORP. Cmn 67612W108 604,122 17,884 X n/a X OFFICEMAX INC COMMON STOCK.................. Cmn 67622P101 5,519,700 135,486 X n/a X OHIO CAS CORP............ Cmn 677240103 3,859,364 149,183 X n/a X OIL SERVICE HOLDRS TRUST (ETF).................. Cmn 678002106 37,674,719 290,185 X n/a X OIL STATES INTERNATIONAL, INC..... Cmn 678026105 37,103,880 1,349,232 X n/a X COLUMN TOTALS............ 187,432,492
FORM 13F Page 90 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- OLD NATIONAL BANCORP COMMON STOCK........... Cmn 680033107 881,331 46,143 X n/a X OLD REPUBLIC INTERNATIONAL CMN STOCK Cmn 680223104 6,221,514 280,881 X n/a X OLIN CORP................ Cmn 680665205 949,371 61,808 X n/a X OM GROUP INC CMN STK..... Cmn 670872100 3,830,997 87,187 X n/a X OMEGA HEALTHCARE INVS INC CMN STK............ Cmn 681936100 373,659 24,894 X n/a X OMI CORP (NEW) CMN STK... Cmn Y6476W104 884,009 40,719 X n/a X OMNICARE INC. COMMON STOCK.................. Cmn 681904108 2,480,864 57,574 X n/a X OMNICOM GROUP COMMON STOCK.................. Cmn 681919106 72,885,290 778,689 X n/a X OMNIVISION TECHNOLOGIES.. Cmn 682128103 2,727,068 191,105 X n/a X OMNOVA SOLUTIONS INC CMN STOCK.................. Cmn 682129101 1,536,234 367,520 X n/a X ON ASSIGNMENT INC CMN STK Cmn 682159108 765,375 77,703 X n/a X ONSTREAM MEDIA CORP CMN STOCK.................. Cmn 682875109 36,317 56,745 X n/a X ONYX PHARMACEUTICALS INC CMN STOCK.............. Cmn 683399109 19,892,456 1,150,518 X n/a X OPEN TEXT CORP CMN STOCK. Cmn 683715106 6,035,397 337,173 X n/a X COLUMN TOTALS............ 119,499,882
FORM 13F Page 91 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- ---------- -------- ----------- ----------- -------- ---- ------ ---- OPENWAVE SYSTEMS INC..... Cmn 683718308 6,207,131 663,155 X n/a X OPSWARE INC.............. Cmn 68383A101 163,982 18,200 X n/a X OPTIMAL GROUP INC CMN STOCK.................. Cmn 68388R208 5,225,921 444,381 X n/a X ORACLE SYS CORP.......... Cmn 68389X105 210,712,811 11,877,836 X n/a X ORBITAL SCIENCES COMMON STOCK.................. Cmn 685564106 6,009,403 320,160 X n/a X ORBOTECH LTD............. Cmn M75253100 2,528,506 106,688 X n/a X ORCHID CELLMARK INC CMN STK.................... Cmn 68573C107 245,523 106,287 X n/a X OREGON STEEL MILLS INC... Cmn 686079104 1,891,904 38,713 X n/a X ORIENT EXPRESS HOTELS LTD - A................ Cmn G67743107 2,118,026 56,662 X n/a X ORIENTAL FINL GROUP CMN STK.................... Cmn 68618W100 204,082 17,121 X n/a X ORTHOFIX INTERNATIONAL N.V. COMMON STOCK...... Cmn N6748L102 4,850,148 106,667 X n/a X ORTHOLOGIC CORP CMN STK.. Cmn 68750J107 351,407 270,313 X n/a X OSCIENT PHARMACEUTICALS CORP CMN STK........... Cmn 68812R105 15,342 14,895 X n/a X OSHKOSH TRUCK - CL B CMN STK.................... Cmn 688239201 13,565,327 268,780 X n/a X COLUMN TOTALS............ 254,089,512
FORM 13F Page 92 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- OSI PHARMACEUTICALS INC CMN STK................ Cmn 671040103 949,284 25,294 X n/a X OVERLAND STORAGE INC CMN STOCK.................. Cmn 690310107 1,687,514 261,630 X n/a X OVERSEAS SHIPHOLDING GROUP CMN STK.......... Cmn 690368105 13,797,503 223,369 X n/a X OVERSTOCK.COM INC CMN STK Cmn 690370101 937,364 53,472 X n/a X OWENS & MINOR INC CMN STK Cmn 690732102 2,443,102 74,281 X n/a X OWENS-ILLINOIS INC CMN STK.................... Cmn 690768403 171,686 11,134 X n/a X OXFORD INDUSTRIES INC CMN STK................ Cmn 691497309 615,501 14,344 X n/a X OXIGENE INC CMN STK...... Cmn 691828107 805,714 206,065 X n/a X PACCAR INC............... Cmn 693718108 13,879,979 243,423 X n/a X PACER INTERNATIONAL INC CMN STK................ Cmn 69373H106 3,323,344 119,717 X n/a X PACIFIC ETHANOL INC. CMN STOCK.................. Cmn 69423U107 422,197 30,071 X n/a X PACIFIC RIM MNG CORP CMN STOCK.................. Cmn 694915208 9,592 11,698 X n/a X PACIFIC SUNWEAR CALIF INC CMN STK............ Cmn 694873100 9,385,355 622,371 X n/a X PACKAGING CORP OF AMERICA CMN STOCK...... Cmn 695156109 11,312,018 487,587 X n/a X COLUMN TOTALS............ 59,740,154
FORM 13F Page 93 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- PALM INC COM STK......... Cmn 696643105 7,246,891 497,726 X n/a X PALOMAR MED TECHNOLOGIES INC CMN STK............ Cmn 697529303 5,017,285 118,893 X n/a X PAN AMERICAN SILVER CORP CMN STOCK.............. Cmn 697900108 2,655,037 135,877 X n/a X PAN PAC RETAIL PPTYS INC CMN STOCK.............. Cmn 69806L104 17,570,966 253,111 X n/a X PANTRY INC CMN STOCK..... Cmn 698657103 2,454,406 43,541 X n/a X PAR PHARMACEUTICAL COS INC CMN STK............ Cmn 69888P106 19,603,677 1,074,763 X n/a X PAREXEL INTL CORP CMN STOCK.................. Cmn 699462107 202,213 6,111 X n/a X PARK NATIONAL CORP CMN STK.................... Cmn 700658107 373,736 3,734 X n/a X PARKER DRILLING CO CMN STK.................... Cmn 701081101 512,486 72,385 X n/a X PARKER HANNIFIN CORP..... Cmn 701094104 6,590,649 84,789 X n/a X PARTNERRE LTD CMN STOCK.. Cmn G6852T105 50,483,777 747,133 X n/a X PATHMARK STORES INC...... Cmn 70322A101 1,876,829 188,626 X n/a X PATTERSON-UTI ENERGY COMMON STOCK........... Cmn 703481101 964,157 40,579 X n/a X PAYLESS SHOESOURCE COMMON STOCK........... Cmn 704379106 17,409,632 699,182 X n/a X COLUMN TOTALS............ 132,961,739
FORM 13F Page 94 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- PDI INC CMN STOCK........ Cmn 69329V100 1,039,502 89,458 X n/a X PDL BIOPHARMA INC CMN STK Cmn 69329Y104 1,271,251 66,211 X n/a X PEABODY ENERGY CORP COM SHS.................... Cmn 704549104 2,073,877 56,386 X n/a X PENN NATIONAL GAMING INC CMN STOCK.............. Cmn 707569109 223,247 6,113 X n/a X PENN VIRGINIA CORP CMN STK.................... Cmn 707882106 13,342,542 210,417 X n/a X PENN VIRGINIA RESOURCE PARTNERS LP............ Cmn 707884102 489,587 20,374 X n/a X PENNSYLVANIA RE INVS TRUST CMN STK.......... Cmn 709102107 1,918,885 45,076 X n/a X PENWEST PHARMACEUTICALS CO CMN STOCK........... Cmn 709754105 200,499 12,042 X n/a X PEOPLES BANK BRIDGEPORT CMN STOCK.............. Cmn 710198102 5,889,175 148,679 X n/a X PEP BOYS COMMON STOCK PBY Cmn 713278109 3,029,233 235,738 X n/a X PEPCO HOLDINGS INC CMN STK.................... Cmn 713291102 15,099,579 624,724 X n/a X PEPSICO INC.............. Cmn 713448108 7,126,653 109,204 X n/a X PEREGRINE PHARMACEUTICALS INC COMMON STOCK........... Cmn 713661106 37,245 29,327 X n/a X PERFORMANCE FOOD GROUP CO CMN STK............. Cmn 713755106 249,271 8,874 X n/a X COLUMN TOTALS............ 51,990,547
FORM 13F Page 95 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- PERKINELMER INC.......... Cmn 714046109 8,267,943 436,764 X n/a X PEROT SYSTEMS CORP CMN STK.................... Cmn 714265105 1,516,721 109,987 X n/a X PERRIGO COMPANY CMN STK.. Cmn 714290103 369,759 21,789 X n/a X PERRY ELLIS INTERNATIONAL CORP CMN STK.................... Cmn 288853104 2,069,701 67,024 X n/a X PETMED EXPRESS INC COMMON STOCK........... Cmn 716382106 113,848 10,905 X n/a X PETRO-CANADA COM STK - NYSE................... Cmn 71644E102 708,195 17,560 X n/a X PETROHAWK ENERGY CORP COMMON STOCK........... Cmn 716495106 226,834 21,811 X n/a X PFIZER INC............... Cmn 717081103 62,356,663 2,198,754 X n/a X PHARMACEUTICAL HOLDRS TRUST (ETF)............ Cmn 71712A206 2,252,640 28,880 X n/a X PHARMACYCLICS INC CMN STOCK.................. Cmn 716933106 1,207,093 248,373 X n/a X PHARMANET DEVELOPMENT GROUP INC.............. Cmn 717148100 3,764,310 193,737 X n/a X PHARMION CORP COMMON STOCK.................. Cmn 71715B409 1,545,394 71,712 X n/a X PHARMOS CORP CMN STK..... Cmn 717139307 241,495 137,997 X n/a X PHEONIX COMPANIES INC.... Cmn 71902E109 1,546,006 110,429 X n/a X COLUMN TOTALS............ 86,186,602
FORM 13F Page 96 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- PHH CORPORATION WHEN ISSUED COMMON STOCK.... Cmn 693320202 131,819,427 4,810,928 X n/a X PHOENIX TECHNOLOGIES LTD CMN STK................ Cmn 719153108 775,651 180,384 X n/a X PIEDMONT NATURAL GAS CO CMN STK................ Cmn 720186105 4,892,955 193,321 X n/a X PIER 1 IMPORTS COMMON STOCK.................. Cmn 720279108 304,294 41,010 X n/a X PINNACLE AIRLINES CORPORATION COMMON STOCK.................. Cmn 723443107 2,404,560 324,502 X n/a X PIONEER DRILLING COMPANY COMMON STOCK........... Cmn 723655106 976,302 76,036 X n/a X PIONEER NATURAL RESOURCES CO........... Cmn 723787107 277,596 7,096 X n/a X PIPER JAFFRAY COS INC COMMON STOCK........... Cmn 724078100 1,702,210 28,080 X n/a X PIXELWORKS INC CMN STK... Cmn 72581M107 427,965 145,073 X n/a X PLAINS ALL AMERICAN PIPELINE LP............ Cmn 726503105 8,789,221 190,449 X n/a X PLANAR SYSTEMS INC CMN STK.................... Cmn 726900103 7,477,800 658,837 X n/a X PLANTRONICS INC CMN STK.. Cmn 727493108 189,938 10,835 X n/a X PLATINUM UNDERWRITERS HOLDINGS LTD CMN STK... Cmn G7127P100 3,290,763 106,739 X n/a X PLATO LEARNING INC CMN STK.................... Cmn 72764Y100 1,517,990 238,303 X n/a X COLUMN TOTALS............ 164,846,672
FORM 13F Page 97 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- PLAYBOY ENTERPRISES - CL B CMN STK.............. Cmn 728117300 505,637 53,734 X n/a X PLUG POWER INC CMN STOCK. Cmn 72919P103 40,871 10,042 X n/a X PMC - SIERRA INC CMN STK. Cmn 69344F106 345,055 58,090 X n/a X PMI GROUP INC CMN STOCK.. Cmn 69344M101 6,203,408 141,598 X n/a X PNM RESOURCES INC CMN STK Cmn 69349H107 3,531,717 128,100 X n/a X POGO PRODUCING CO. COMMON STOCK........... Cmn 730448107 297,338 7,261 X n/a X POLARIS INDS INC CMN STK. Cmn 731068102 3,322,286 80,736 X n/a X POLO RALPH LAUREN CORP CMN STK- CLASS A....... Cmn 731572103 1,004,312 15,525 X n/a X POMEROY IT SOLUTIONS INC CMN STK................ Cmn 731822102 429,188 52,468 X n/a X PORTALPLAYER INC. COMMON STOCK.................. Cmn 736187204 1,396,949 123,843 X n/a X PORTFOLIO RECOVERY ASSOCIATES INC COMMON STOCK.................. Cmn 73640Q105 10,006,615 228,097 X n/a X PORTLAND GENERAL ELECTRIC CO COMMON STOCK W/I.............. Cmn 736508847 9,826,734 402,570 X n/a X POSSIS MEDICAL INC CMN STK.................... Cmn 737407106 4,368,298 443,482 X n/a X POST PROPERTIES INC CMN STK.................... Cmn 737464107 3,769,999 79,335 X n/a X COLUMN TOTALS............ 45,048,408
FORM 13F Page 98 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- POWER INTEGRATIONS INC CMN STOCK.............. Cmn 739276103 713,656 36,411 X n/a X PPG INDS INC............. Cmn 693506107 4,316,196 64,344 X n/a X PRAXAIR INC.............. Cmn 74005P104 7,170,074 121,198 X n/a X PRECISION DRILLING TRUST. Cmn 740215108 1,235,266 40,080 X n/a X PREMIUM STANDARD FARMS INC COMMON STOCK....... Cmn 74060C105 963,073 50,555 X n/a X PREPAID LEGAL SERVICES INC CMN STK............ Cmn 740065107 351,437 8,859 X n/a X PRESIDENTIAL LIFE CORP CMN STK................ Cmn 740884101 662,219 29,603 X n/a X PRESTIGE BRANDS HOLDINGS INC COMMON STOCK....... Cmn 74112D101 414,675 37,224 X n/a X PRG-SCHULTZ INTERNATIONAL INC CMN STOCK.................. Cmn 69357C503 330,948 57,060 X n/a X PRICELINE.COM INC. CMN... Cmn 741503403 589,339 16,019 X n/a X PRIDE INTERNATIONAL, INC. CMN STK........... Cmn 74153Q102 1,364,145 49,750 X n/a X Prime West Energy Trust COMMON STOCK........... Cmn 741930309 4,570,917 185,508 X n/a X PRIMUS TELECOMM GROUP INC CMN STOCK.......... Cmn 741929103 15,052 30,718 X n/a X PROASSURANCE CORP CMN STK Cmn 74267C106 223,288 4,531 X n/a X COLUMN TOTALS............ 22,920,283
FORM 13F Page 99 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- PROCTER GAMBLE CO........ Cmn 742718109 47,234,090 762,086 X n/a X PROGRESS SOFTWARE CORP CMN STK................ Cmn 743312100 1,302,210 50,085 X n/a X PROGRESSIVE CORP-OHIO CMN STK................ Cmn 743315103 5,045,105 205,587 X n/a X PROGRESSIVE GAMING CORP.. Cmn 74332S102 124,747 15,213 X n/a X PROSPERITY BANCSHARES INC CMN STOCK.......... Cmn 743606105 3,268,146 96,009 X n/a X PROVIDENT ENERGY TRUST COMMON STOCK........... Cmn 74386K104 1,534,256 130,575 X n/a X PROVIDENT FINANCIAL SERVICES INC COMMON STOCK.................. Cmn 74386T105 5,472,111 295,630 X n/a X PROVIDENT FINL HLDGS INC CMN STOCK.............. Cmn 743868101 476,031 15,794 X n/a X PROXYMED PHARMACY INC CMN STK................ Cmn 744290305 163,448 35,302 X n/a X PRUDENTIAL FINANCIAL INC. Cmn 744320102 150,272,433 1,970,786 X n/a X PS BUSINESS PARKS INC- CLASS A CMN STK........ Cmn 69360J107 2,907,304 48,214 X n/a X PSYCHIATRIC SOLUTIONS INC Cmn 74439H108 330,673 9,700 X n/a X PUBLIC STORAGE COMMON STOCK.................. Cmn 74460D109 3,600,573 41,872 X n/a X PULTE HOMES INC.......... Cmn 745867101 6,113,775 191,895 X n/a X COLUMN TOTALS............ 227,844,903
FORM 13F Page 100 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- PXRE CORP. COMMON STOCK.. Cmn G73018106 570,604 138,496 X n/a X Q MED INC CMN STK........ Cmn 747914109 70,830 13,834 X n/a X QIAO XING UNIVERSAL TELEPHNE CMN STOCK..... Cmn G7303A109 4,940,529 349,154 X n/a X QLOGIC CORP CMN STOCK.... Cmn 747277101 11,640,680 615,909 X n/a X QUALCOMM INC CMN STK..... Cmn 747525103 24,435,415 672,226 X n/a X Quality Distribution Inc COMMON STOCK........... Cmn 74756M102 516,731 35,104 X n/a X QUALITY SYSTEMS INC CMN STK.................... Cmn 747582104 881,968 22,737 X n/a X QUANEX CORP COMMON STOCK NX..................... Cmn 747620102 1,694,228 55,823 X n/a X QUANTUM CORP - DLT & STORAGE CMN STOCK...... Cmn 747906204 535,188 245,499 X n/a X QUEST DIAGNOSTICS CMN STOCK.................. Cmn 74834L100 9,376,868 153,317 X n/a X QUEST SOFTWARE INC CMN STOCK.................. Cmn 74834T103 2,855,300 199,951 X n/a X QUESTAR CORP CMN STK..... Cmn 748356102 604,607 7,394 X n/a X QUIDEL CORP CMN STK...... Cmn 74838J101 5,999,390 424,886 X n/a X R&G FINL CORP CMN STOCK.. Cmn 749136107 1,608,701 215,933 X n/a X COLUMN TOTALS............ 65,731,039
FORM 13F Page 101 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- RADIAN GROUP INC CMN STK. Cmn 750236101 5,914,020 98,567 X n/a X RADIO ONE INC - CL D CMN STK.................... Cmn 75040P405 16,720,631 2,675,301 X n/a X RADIOSHACK CORP.......... Cmn 750438103 1,852,182 95,968 X n/a X RADWARE LTD CMN STOCK.... Cmn M81873107 2,524,237 186,016 X n/a X RAIL AMERICA COMMON STOCK Cmn 750753105 656,292 60,100 X n/a X RAMBUS INC DEL CMN STOCK. Cmn 750917106 5,107,164 292,842 X n/a X RARE HOSPITALITY INTL CMN STK................ Cmn 753820109 3,287,339 107,570 X n/a X RAYTHEON COMPANY......... Cmn 755111507 395,746 8,243 X n/a X RBC BEARINGS INC COMMON STOCK.................. Cmn 75524B104 2,589,001 107,205 X n/a X RCN CORP COMMON STOCK.... Cmn 749361200 2,188,439 77,330 X n/a X READERS DIGEST ASSN INC CMN STK................ Cmn 755267101 16,877,225 1,302,255 X n/a X REALTY INCOME CORP CMN STOCK.................. Cmn 756109104 14,402,940 582,879 X n/a X RED HAT INC CMN STOCK.... Cmn 756577102 4,933,900 234,056 X n/a X RED LION HOTELS CORP CMN STOCK.................. Cmn 756764106 394,892 36,700 X n/a X COLUMN TOTALS............ 77,844,010
FORM 13F Page 102 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- REDBACK NETWORKS COMMON STOCK.................. Cmn 757209507 422,410 30,433 X n/a X REGAL ENTERTAINMENT GROUP CMN STK.......... Cmn 758766109 378,562 19,100 X n/a X REGENERON PHARMACEUT CMN STK.................... Cmn 75886F107 2,380,471 151,719 X n/a X REGIONAL BANK HOLDRS TRUST (ETF)............ Cmn 75902E100 27,629,736 176,300 X n/a X REHABCARE CORP CMN STK... Cmn 759148109 1,838,493 140,343 X n/a X RELIANCE STL & ALUM CO CMN STOCK.............. Cmn 759509102 662,213 20,604 X n/a X RELIANT ENERGY INC....... Cmn 75952B105 726,893 59,049 X n/a X RENAISSANCE LEARNING INC CMN STOCK.............. Cmn 75968L105 1,513,755 105,783 X n/a X RENAISSANCERE HOLDINGS LTD.................... Cmn G7496G103 24,641,698 443,196 X n/a X RENTECH INC CMN STK...... Cmn 760112102 53,768 11,613 X n/a X REPUBLIC SERVICES CMN STOCK.................. Cmn 760759100 14,669,131 364,813 X n/a X RESEARCH IN MOTION LTD CMN STOCK.............. Cmn 760975102 425,484 4,145 X n/a X RESPIRONICS INC CMN STK.. Cmn 761230101 47,351,613 1,226,408 X n/a X RESTORATION HARDWARE INC COMMON STOCK........... Cmn 760981100 2,810,823 324,201 X n/a X COLUMN TOTALS............ 125,505,049
FORM 13F Page 103 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- RETAIL HOLDRS TRUST (ETF) Cmn 76127U101 41,850,100 431,000 X n/a X Retail Ventures Inc CMN STK.................... Cmn 76128Y102 27,388,640 1,777,329 X n/a X REWARDS NETWORK INC CMN STK.................... Cmn 761557107 514,769 105,702 X n/a X REYNOLDS & REYNOLDS - CL A CMN STK.............. Cmn 761695105 76,770,933 1,943,076 X n/a X REYNOLDS AMERICAN INC CMN STOCK.............. Cmn 761713106 13,595,784 219,393 X n/a X RF MICRO DEVICES INC CMN STOCK.................. Cmn 749941100 6,704,950 884,558 X n/a X RIGEL PHARMACEUTICALS INC Cmn 766559603 2,274,322 221,453 X n/a X RIGHTNOW TECHNOLOGIES COMMON STOCK........... Cmn 76657R106 352,505 22,582 X n/a X RITA MEDICAL SYSTEMS INC. Cmn 76774E103 739,072 234,626 X n/a X RITCHIE BROS AUCTIONEERS INC CMN STOCK.......... Cmn 767744105 643,320 12,000 X n/a X RITE AID CORP NEW YORK... Cmn 767754104 1,798,294 396,100 X n/a X RIVERBED TECHNOLGOY INC.. Cmn 768573107 2,479,874 127,173 X n/a X RLI CORP CMN STOCK....... Cmn 749607107 3,511,570 69,139 X n/a X ROBERT HALF INTL INC CMN STK.................... Cmn 770323103 5,116,561 150,620 X n/a X COLUMN TOTALS............ 183,740,693
FORM 13F Page 104 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- ROCKWELL AUTOMATION INC.. Cmn 773903109 12,438,048 214,080 X n/a X ROCKWELL COLLINS COMMON STK.................... Cmn 774341101 7,164,956 130,652 X n/a X ROCKWOOD HOLDINGS INC COMMON STOCK........... Cmn 774415103 4,568,667 228,662 X n/a X ROGERS CORP CMN STK...... Cmn 775133101 417,183 6,756 X n/a X ROLLINS INC CMN STK...... Cmn 775711104 907,519 42,990 X n/a X ROPER INDUSTRIES INC/DE CMN STK................ Cmn 776696106 11,037,045 246,693 X n/a X ROYAL BK CDA MONTREAL QUE CMN STOCK.......... Cmn 780087102 12,397,093 278,837 X n/a X RPM INTL INC COMMON STOCK Cmn 749685103 8,695,312 457,889 X n/a X RUBY TUESDAY INC CMN STK. Cmn 781182100 7,435,197 263,753 X n/a X RURAL CELLULAR CORP CL A CMN STOCK.............. Cmn 781904107 264,941 27,512 X n/a X S Y BANCORP INC CMN STK.. Cmn 785060104 297,531 10,028 X n/a X S&P 500 DEPOSITARY RECEIPT (ETF).......... Cmn 78462F103 132,917,310 995,039 X n/a X S&P MID-CAP 400 DEPOSITORY RECEIPT..... Cmn 595635103 10,045,877 72,849 X n/a X S1 CORPORATION CMN STOCK. Cmn 78463B101 1,146,950 248,796 X n/a X COLUMN TOTALS............ 209,733,627
FORM 13F Page 105 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- SABA SOFTWARE INC CMN STK Cmn 784932600 153,167 29,064 X n/a X SAFECO CORP.............. Cmn 786429100 17,438,448 295,918 X n/a X SAFELINK CORPORATION CMN STK.................... Cmn 786578302 4,623 12,494 X n/a X SAFENET INC CMN STK...... Cmn 78645R107 295,169 16,227 X n/a X SAIA INC................. Cmn 78709Y105 3,902,155 119,698 X n/a X SALTON INC CMN STK....... Cmn 795757103 317,630 138,100 X n/a X SAN JUAN BASIN ROYALTY TR CMN STK............. Cmn 798241105 6,559,630 185,720 X n/a X SANDERS MORRIS HARRIS GROUP INC CMN STOCK.... Cmn 80000Q104 311,574 24,906 X n/a X SANDISK CORP CMN STOCK... Cmn 80004C101 27,131,770 506,757 X n/a X SANDY SPRING BANCORP INC CMN STK................ Cmn 800363103 389,915 11,027 X n/a X SANGAMO BIOSCIENCES INC CMN STK................ Cmn 800677106 97,673 17,567 X n/a X SANMINA-SCI CORP CMN STK. Cmn 800907107 64,852 17,340 X n/a X SANTANDER BANCORP........ Cmn 802809103 523,820 27,730 X n/a X SAPIENT CORP CMN STOCK... Cmn 803062108 66,825 12,284 X n/a X COLUMN TOTALS............ 57,257,249
FORM 13F Page 106 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- SARA LEE CORP............ Cmn 803111103 16,078,806 1,000,548 X n/a X SAUER-DANFROSS INC COM SHS.................... Cmn 804137107 387,253 16,149 X n/a X SAVIENT PHARMACEUTICALS INC COMMON STOCK....... Cmn 80517Q100 1,989,013 305,532 X n/a X SCHERING PLOUGH CORP..... Cmn 806605101 1,084,950 49,115 X n/a X SCHLUMBERGER LTD......... Cmn 806857108 50,535,841 814,700 X n/a X SCHNITZER STEEL INDS - CL A CMN STK........... Cmn 806882106 1,868,083 59,229 X n/a X SCHOOL SPECIALTY INC CMN STOCK.................. Cmn 807863105 1,127,233 31,942 X n/a X SCHULMAN (A.) INC CMN STK Cmn 808194104 3,526,641 150,006 X n/a X SCHWEITZER- MAUDUIT INTL - W/I.................. Cmn 808541106 280,278 14,767 X n/a X SCICLONE PHARMACEUTICALS INC CMN STK............ Cmn 80862K104 529,345 228,166 X n/a X SCIELE PHARMA INC CMN STK Cmn 808627103 6,591,645 349,875 X n/a X SCO GROUP INC/THE CMN STK Cmn 78403A106 587,242 289,282 X n/a X SCOTTISH RE GROUP LTD CMN STOCK.............. Cmn G73537410 488,074 44,901 X n/a X SCOTTS MIRACLE- GRO CO/THE CMN STK......... Cmn 810186106 27,165,905 610,607 X n/a X COLUMN TOTALS............ 112,240,310
FORM 13F Page 107 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- SCRIPPS CO (EW) - CL A CMN STK................ Cmn 811054204 52,276,628 1,090,687 X n/a X SEA CONTAINERS LTD CMN STOCK.................. Cmn 811371707 303,201 259,146 X n/a X SEACOR HOLDINGS INC CMN STK.................... Cmn 811904101 1,081,163 13,105 X n/a X SEAGATE TECHNOLOGY COMMON STOCK........... Cmn G7945J104 40,272,493 1,744,153 X n/a X SEALY CORP COMMON STOCK.. Cmn 812139301 12,965,563 992,769 X n/a X SEARS HOLDINGS CORP COMMON STOCK........... Cmn 812350106 54,133,652 342,423 X n/a X SEATTLE GENETICS, INC.... Cmn 812578102 1,412,817 290,703 X n/a X SECURE COMPUTING CORP CMN STOCK.............. Cmn 813705100 108,009 17,063 X n/a X SEMICONDUCTOR HOLDERS TRUST (ETF)............ Cmn 816636203 40,760,523 1,188,700 X n/a X SEMOTUS SOLUTIONS INC CMN STOCK.............. Cmn 81684P107 6,750 96,426 X n/a X SEMPRA ENERGY CMN STOCK.. Cmn 816851109 55,298,517 1,100,468 X n/a X SEMTECH CORP CMN STK..... Cmn 816850101 2,097,132 164,352 X n/a X SENIOR HOUSING PROP TRUST CMN STK.......... Cmn 81721M109 11,655,332 546,173 X n/a X SENSIENT TECHNOLOGIES CORP................... Cmn 81725T100 972,570 49,697 X n/a X COLUMN TOTALS............ 273,344,348
FORM 13F Page 108 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- SEPRACOR INC CMN STK..... Cmn 817315104 83,219,726 1,717,996 X n/a X SEQUENOM INC CMN STOCK... Cmn 817337405 23,442 10,954 X n/a X SERVICE CORPORATION COMMON STOCK........... Cmn 817565104 689,955 73,871 X n/a X SHAW COMMUNICATIONS INC CMN STOCK.............. Cmn 82028K200 5,239,391 174,530 X n/a X SHERWIN- WILLIAMS COMMON STOCK.................. Cmn 824348106 8,925,469 160,012 X n/a X SHIP FINANCE INTL COMMON STOCK.................. Cmn G81075106 23,962,625 1,204,152 X n/a X SHOE CARNIVAL INC CMN STK Cmn 824889109 1,429,495 56,681 X n/a X SHUFFLE MASTER INC CMN STK.................... Cmn 825549108 266,481 9,866 X n/a X SIERRA BANCORP CMN STK... Cmn 82620P102 235,250 7,528 X n/a X SIERRA HEALTH SERVICES CMN STK................ Cmn 826322109 10,542,565 278,609 X n/a X SIERRA PACIFIC RESOURCES (NEW).................. Cmn 826428104 5,825,080 406,212 X n/a X SIERRA WIRELESS INC COMMON STOCK........... Cmn 826516106 480,197 41,902 X n/a X SIGMA DESIGNS INC CMN STK Cmn 826565103 1,516,259 101,422 X n/a X SIGMATEL INC COMMON STOCK Cmn 82661W107 225,356 48,153 X n/a X COLUMN TOTALS............ 142,581,290
FORM 13F Page 109 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- SILGAN HOLDINGS CMN STOCK Cmn 827048109 3,010,021 80,139 X n/a X SILICON IMAGE INC. CMN STOCK.................. Cmn 82705T102 2,801,631 220,254 X n/a X SILICON STORAGE TECHN INC CMN STOCK.......... Cmn 827057100 2,546,300 618,034 X n/a X SILVER STD RES INC CMN STOCK.................. Cmn 82823L106 553,843 25,129 X n/a X SILVER WHEATON CORP. COMMON STOCK........... Cmn 828336107 1,215,126 128,721 X n/a X SIMON PROPERTY GROUP INC CMN STK................ Cmn 828806109 13,115,614 144,732 X n/a X SINCLAIR BROADCASTING GROUP COMMON STOCK..... Cmn 829226109 1,418,267 180,671 X n/a X SIRIUS SATELLITE RADIO INC CMN STOCK.......... Cmn 82966U103 9,938,980 2,535,454 X n/a X SIRNA THERAPEUTICS INC CMN STOCK.............. Cmn 829669100 1,982,803 355,979 X n/a X SIRVA INC COMMON STOCK... Cmn 82967Y104 734,070 275,966 X n/a X SKY FINANCIAL GROUP INC CMN STK................ Cmn 83080P103 3,729,149 149,765 X n/a X SKYWORKS SOLUTIONS INC CMN STK................ Cmn 83088M102 193,872 37,355 X n/a X SLM CORP CMN STK......... Cmn 78442P106 285,006 5,483 X n/a X SLS INTERNATIONAL INC COMMON STOCK........... Cmn 784429102 8,108 32,430 X n/a X COLUMN TOTALS............ 41,532,789
FORM 13F Page 110 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- SM A CMN STOCK........... Cmn 78465D105 171,758 28,065 X n/a X SMITHFIELD FOODS INC CMN STK.................... Cmn 832248108 5,950,074 220,210 X n/a X SMURFIT- STONE CONTAINER CP CMN STK............. Cmn 832727101 11,650,139 1,040,191 X n/a X SNAP ON INC.............. Cmn 833034101 1,378,689 30,947 X n/a X SOFTWARE HOLDRS TRUST (ETF).................. Cmn 83404B103 711,770 18,392 X n/a X SOHU.COM INC............. Cmn 83408W103 16,602,970 753,995 X n/a X SONICWALL INC CMN STOCK.. Cmn 835470105 7,638,092 699,459 X n/a X SONOSIGHT INC CMN STOCK.. Cmn 83568G104 1,127,224 39,691 X n/a X SOTHEBY S - CL A CMN STK. Cmn 835898107 5,268,532 163,416 X n/a X SOURCE INTERLINK COS INC CMN STOCK.............. Cmn 836151209 581,429 61,203 X n/a X SOUTH JERSEY INDUSTRIES CMN STK................ Cmn 838518108 422,598 14,129 X n/a X SOUTHERN CMNTY FINL CORP CMN STOCK.............. Cmn 842632101 340,948 35,077 X n/a X SOUTHERN UNION CO CMN STK Cmn 844030106 95,690,561 3,623,270 X n/a X SOUTHSIDE BANCSHARES INC CMN STOCK.............. Cmn 84470P109 427,867 16,031 X n/a X COLUMN TOTALS............ 147,962,652
FORM 13F Page 111 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- SOUTHWEST AIRLINES COMMON NEW YORK........ Cmn 844741108 337,782 20,275 X n/a X SOUTHWEST BANCORP INC/OK CMN STK................ Cmn 844767103 470,131 18,208 X n/a X SOUTHWEST WATER CO CMN STK.................... Cmn 845331107 285,803 23,369 X n/a X SOVEREIGN BANCORP INC CMN STK................ Cmn 845905108 22,204,665 1,032,295 X n/a X SPARTECH CORP COMMON STOCK.................. Cmn 847220209 12,510,960 467,350 X n/a X SPECTRUM BRANDS INC CMN STOCK.................. Cmn 84762L105 99,592 11,800 X n/a X SPECTRUM PHARMACEUTICALS INC CMN STOCK.......... Cmn 84763A108 172,637 32,946 X n/a X SPHERION CORPORATION CMN STK.................... Cmn 848420105 4,540,951 635,098 X n/a X SPIRIT FINANCE CORP. COMMON STOCK........... Cmn 848568309 815,045 70,202 X n/a X SPRINT NEXTEL CORP....... Cmn 852061100 49,214,360 2,869,642 X n/a X SPX CORP................. Cmn 784635104 531,514 9,946 X n/a X ST JUDE MED INC.......... Cmn 790849103 38,573,593 1,093,046 X n/a X ST PAUL TRAVELERS COS INC Cmn 792860108 2,394,672 51,070 X n/a X STAAR SURGICAL CO CMN STK Cmn 852312305 211,696 28,151 X n/a X COLUMN TOTALS............ 132,363,401
FORM 13F Page 112 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- STAKTEK HOLDINGS INC COMMON STOCK........... Cmn 85256P106 361,981 60,532 X n/a X STAMPS.COM INC CMN STK... Cmn 852857200 539,246 28,292 X n/a X STANCORP FINL GROUP INC CMN STOCK.............. Cmn 852891100 1,761,903 39,478 X n/a X STANDARD PACIFIC CP CMN STK.................... Cmn 85375C101 32,792,770 1,395,437 X n/a X STANDARD REGISTER CO CMN STK.................... Cmn 853887107 883,780 66,953 X n/a X STANLEY FURNITURE CO INC CMN STK................ Cmn 854305208 399,840 18,763 X n/a X STAPLES COMMON STOCK SPLS Cmn 855030102 70,810,689 2,910,427 X n/a X STARWOOD HOTELS RESORT NEW.................... Cmn 85590A401 39,206,319 685,545 X n/a X STATE BANCORP/NY CMN STK. Cmn 855716106 411,226 20,099 X n/a X STATE STREET CORP CMN STK Cmn 857477103 88,356,965 1,415,977 X n/a X STEEL DYNAMICS INC CMN STOCK.................. Cmn 858119100 778,393 15,429 X n/a X STEEL TECHNOLOGIES CMN STK.................... Cmn 858147101 1,180,313 60,128 X n/a X STEELCASE INC CMN STOCK.. Cmn 858155203 2,647,797 168,757 X n/a X STELLENT INC CMN STK..... Cmn 85856W105 719,527 66,377 X n/a X COLUMN TOTALS............ 240,850,746
FORM 13F Page 113 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- STEMCELLS INC CMN STK.... Cmn 85857R105 44,016 20,665 X n/a X STERIS CORP CMN STK...... Cmn 859152100 6,239,287 259,322 X n/a X STERLING BANCSHRS/TX CMN STK.................... Cmn 858907108 2,321,177 114,626 X n/a X STEWART INFO SVCS CMN STK Cmn 860372101 1,130,407 32,511 X n/a X STIFEL FINANCIAL CORP CMN STK................ Cmn 860630102 742,748 23,401 X n/a X STILLWATER MINING CO. COMMON STOCK........... Cmn 86074Q102 3,301,402 393,024 X n/a X STOCKERYALE INC NEW CMN STOCK.................. Cmn 86126T203 12,749 12,142 X n/a X STONE ENERGY CORP CMN STK Cmn 861642106 1,351,101 33,377 X n/a X STONERIDGE INC COM SHS... Cmn 86183P102 252,717 35,494 X n/a X STRATEGIC HOTELS RESORTS INC. COMMON STOCK...... Cmn 86272T106 3,517,329 176,928 X n/a X STRAYER ED INC CMN STOCK. Cmn 863236105 6,383,957 58,996 X n/a X STRIDE RITE CORP......... Cmn 863314100 2,719,436 194,802 X n/a X STRYKER CORP CMN STK..... Cmn 863667101 208,278 4,200 X n/a X SUBURBAN PROPANE PARTNERS LP............ Cmn 864482104 4,925,213 145,889 X n/a X COLUMN TOTALS............ 33,149,817
FORM 13F Page 114 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- SULPHCO INC COMMON STOCK. Cmn 865378103 550,827 88,700 X n/a X SUMMIT BANCSHARES INC/TX CMN STK................ Cmn 866011109 577,810 20,548 X n/a X SUN BANCORP INC N J CMN STOCK.................. Cmn 86663B102 581,772 30,896 X n/a X SUN COMMUNITIES INC CMN STK.................... Cmn 866674104 4,857,664 151,992 X n/a X SUN LIFE FINL SVCS OF CANADA CMN STOCK....... Cmn 866796105 1,585,877 38,614 X n/a X SUN MICROSYSTEMS INC CMN NASDAQ................. Cmn 866810104 3,641,180 735,592 X n/a X SUNCOM WIRELESS HOLDINGS INC CMN STOCK.......... Cmn 86722Q108 159,137 165,768 X n/a X SUNOCO LOGISTICS PARTNERS L.P. CMN STOCK Cmn 86764L108 563,976 12,600 X n/a X SUNPOWER CORP COMMON STOCK.................. Cmn 867652109 12,104,904 436,370 X n/a X SUNRISE SENIOR LIVING INC CMN STOCK.......... Cmn 86768K106 3,858,039 129,161 X n/a X SUNTERRA CORP COMMON STOCK.................. Cmn 86787D208 5,496,942 485,167 X n/a X SUPERCONDUCTOR TECHNOLOGIES CMN STK... Cmn 867931305 91,334 62,989 X n/a X SUPERGEN INC CMN STOCK... Cmn 868059106 1,695,946 363,937 X n/a X SUPERIOR BANC CORP CMN STOCK.................. Cmn 86806M106 431,055 37,483 X n/a X COLUMN TOTALS............ 36,196,463
FORM 13F Page 115 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- SUPERIOR ENERGY SVCS INC CMN STK................ Cmn 868157108 2,544,436 96,894 X n/a X SUPERTEX INC CMN STK..... Cmn 868532102 461,231 11,866 X n/a X SUPERVALU INC............ Cmn 868536103 25,564,200 862,199 X n/a X SUPPORTSOFT INC.......... Cmn 868587106 436,087 99,791 X n/a X SUREWEST COMMUNICATIONS CMN STOCK.............. Cmn 868733106 267,089 13,718 X n/a X SUSQUEHANNA BANCSHARES INC CMN STK............ Cmn 869099101 1,896,911 77,615 X n/a X SVB FINANCIAL GROUP CMN STK.................... Cmn 78486Q101 2,983,961 66,845 X n/a X SWIFT TRANSPORTATION CO INC CMN STK............ Cmn 870756103 1,498,250 63,164 X n/a X SWS GROUP INC CMN STK.... Cmn 78503N107 229,486 9,220 X n/a X SYCAMORE NETWORKS INC CMN STOCK.............. Cmn 871206108 469,933 124,321 X n/a X SYMANTEC CORP CMN STK.... Cmn 871503108 3,674,864 172,691 X n/a X SYMBION INC COMMON STOCK. Cmn 871507109 933,257 50,831 X n/a X SYNAGRO TECHNOLOGIES, INC. COMMON STOCK...... Cmn 871562203 1,068,335 253,160 X n/a X SYNAPTICS INCORPORATED... Cmn 87157D109 350,148 14,368 X n/a X COLUMN TOTALS............ 42,378,190
FORM 13F Page 116 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- SYNERON MEDICAL LTD. COMMON STOCK........... Cmn M87245102 3,159,087 136,757 X n/a X SYNOPSYS INC CMN STK..... Cmn 871607107 7,559,978 383,366 X n/a X SYNOVIS LIFE TECHNOLOGIES INC CMN STK.................... Cmn 87162G105 1,305,561 179,582 X n/a X SYNOVUS FINANCIAL CORP COMMON STOCK........... Cmn 87161C105 64,743,522 2,204,410 X n/a X SYNPLICITY............... Cmn 87160Y108 86,413 13,502 X n/a X SYNTROLEUM CORP CMN STOCK Cmn 871630109 829,935 173,264 X n/a X SYPRIS SOLUTIONS INC CMN STK.................... Cmn 871655106 86,439 10,352 X n/a X TAKE-TWO INTERACTIVE SFT CMN STOCK.............. Cmn 874054109 5,993,621 420,310 X n/a X TALISMAN ENERGY INC CMN STOCK.................. Cmn 87425E103 11,792,470 719,931 X n/a X TALK AMERICA HOLDINGS INC CMN STOCK.......... Cmn 87426R202 4,213,450 443,521 X n/a X TALX CORP CMN STOCK...... Cmn 874918105 560,625 22,864 X n/a X TANGER FACTORY OUTLET CENTERS COMMON STOCK... Cmn 875465106 4,050,600 113,717 X n/a X TANOX INC CMN STK........ Cmn 87588Q109 728,419 61,626 X n/a X TANZANIAN ROYALTY EXPLORATION CORP CMN STK.................... Cmn 87600U104 234,695 44,282 X n/a X COLUMN TOTALS............ 105,344,812
FORM 13F Page 117 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- TARGET CORP CMN STK...... Cmn 87612E106 485,758 8,792 X n/a X TARO PHARMACEUTICAL INDUSTRIES LTD CMN STOCK.................. Cmn M8737E108 5,976,023 449,325 X n/a X TARRAGON CORP COMMON STOCK.................. Cmn 876287103 277,104 26,619 X n/a X TASER INTL INC CMN STOCK. Cmn 87651B104 637,657 83,245 X n/a X TAUBMAN CTRS INC CMN STK. Cmn 876664103 13,280,603 298,978 X n/a X TAYLOR CAPITAL GROUP INC COMMON STOCK........... Cmn 876851106 566,858 19,183 X n/a X TCF FINANCIAL CORP COMMON Cmn 872275102 26,132,602 994,013 X n/a X TD AMERITRADE HOLDING CORP CMN STK........... Cmn 87236Y108 47,061,438 2,496,628 X n/a X TD BANKNORTH INC COMMON STOCK.................. Cmn 87235A101 1,280,626 44,343 X n/a X TECHNE CORP CMN STK...... Cmn 878377100 4,404,476 86,600 X n/a X TECHNITROL INC CMN STK... Cmn 878555101 7,004,332 234,651 X n/a X TECUMSEH PRODUCTS CO - CL A CMN STK........... Cmn 878895200 1,128,841 74,217 X n/a X TEEKAY SHIPPING CORP CMN STOCK.................. Cmn Y8564W103 3,282,469 79,846 X n/a X TELEDYNE TECHNOLOGIES CMN STK................ Cmn 879360105 1,872,644 47,289 X n/a X COLUMN TOTALS............ 113,391,429
FORM 13F Page 118 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- TELEFLEX INC CMN STK..... Cmn 879369106 17,766,520 319,312 X n/a X TELEPHONE DATA CMN STK... Cmn 879433100 4,713,600 111,962 X n/a X TELETECH HLDGS INC CMN STOCK.................. Cmn 879939106 157,472 10,075 X n/a X TELIK INC................ Cmn 87959M109 4,053,185 227,835 X n/a X TELLABS INC CMN STK...... Cmn 879664100 17,409,259 1,588,436 X n/a X TELVENT GIT SA COMMON STOCK.................. Cmn E90215109 5,086,239 379,287 X n/a X TEMPUR-PEDIC INTERNATIONAL COMMON STOCK.................. Cmn 88023U101 2,456,443 143,066 X n/a X TENET HEALTHCARE CORPORATION CMN STK.... Cmn 88033G100 179,251 22,021 X n/a X TENGASCO INC - CMN....... Cmn 88033R205 9,189 11,345 X n/a X TENNANT CO CMN STK....... Cmn 880345103 2,166,552 89,012 X n/a X TERRA INDUSTRIES COMMON STOCK.................. Cmn 880915103 15,712,294 2,037,911 X n/a X TESORO CORP CMN STK...... Cmn 881609101 2,811,044 48,483 X n/a X TESSERA TECHNOLOGIES INC COMMON STOCK........... Cmn 88164L100 5,296,194 152,277 X n/a X TETRA TECH INC CMN STK... Cmn 88162G103 1,217,362 69,883 X n/a X COLUMN TOTALS............ 79,034,604
FORM 13F Page 119 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- TEXAS MERIDIAN RES CP CMN STK................ Cmn 58977Q109 1,571,824 513,668 X n/a X TEXAS REGL BCSHS INC - CL A CMN STK........... Cmn 882673106 547,759 14,246 X n/a X TEXTRON INC.............. Cmn 883203101 62,689,638 716,453 X n/a X THE BEAR STEARNS COMPANIES INC. CMN STK. Cmn 073902108 20,148,201 143,813 X n/a X THE BISYS GROUP INC...... Cmn 055472104 19,341,171 1,780,955 X n/a X THE BOEING COMPANY. COMMON STOCK........... Cmn 097023105 14,269,642 180,972 X n/a X THE GOLDMAN SACHS GROUP INC CMN STOCK.......... Cmn 38141G104 2,141,185 12,657 X n/a X THE INTERPUBLIC GROUP OF COMPANIES, INC. CMN STOCK.................. Cmn 460690100 206,722 20,881 X n/a X THE KROGER CO. COMMON STOCK KR............... Cmn 501044101 5,075,319 219,331 X n/a X THERAGENICS CORP CMN STK. Cmn 883375107 582,336 202,200 X n/a X THERAVANCE, INC. COMMON STOCK.................. Cmn 88338T104 1,154,716 42,704 X n/a X THERMA-WAVE INC CMN STOCK Cmn 88343A108 59,965 50,391 X n/a X THERMOGENESIS CORP....... Cmn 883623209 297,023 76,750 X n/a X THIRD WAVE TECHNOLOGIES, INC.................... Cmn 88428W108 1,037,985 231,693 X n/a X COLUMN TOTALS............ 129,123,486
FORM 13F Page 120 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- THOMAS & BETTS CORP...... Cmn 884315102 33,369,996 699,434 X n/a X THOR INDUSTRIES INC CMN STK.................... Cmn 885160101 1,962,862 47,677 X n/a X THORATEC CORP............ Cmn 885175307 9,783,365 626,737 X n/a X THORNBURG MORTGAGE INC CMN STK................ Cmn 885218107 423,719 16,636 X n/a X THRESHOLD PHARMACEUTICALS COMMON STOCK.................. Cmn 885807107 77,902 30,312 X n/a X TIBCO SOFTWARE INC CMN STK.................... Cmn 88632Q103 184,907 20,591 X n/a X TIER TECHNOLOGIES CMN STOCK.................. Cmn 88650Q100 242,801 35,706 X n/a X TIERONE CORP COMMON STOCK Cmn 88650R108 4,233,785 124,780 X n/a X TIFFANY COMMON STOCK TIF. Cmn 886547108 361,913 10,901 X n/a X TIME WARNER INC CMN STK.. Cmn 887317105 5,684,916 311,844 X n/a X TIME WARNER TELECOM - CL A...................... Cmn 887319101 11,379,766 598,620 X n/a X TIMKEN CO................ Cmn 887389104 2,053,599 68,959 X n/a X TJX COMPANIES COMMON STOCK.................. Cmn 872540109 70,373,211 2,510,639 X n/a X TLC VISION CORP.......... Cmn 872549100 711,446 136,554 X n/a X COLUMN TOTALS............ 140,844,189
FORM 13F Page 121 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- TNS INC COMMON STOCK..... Cmn 872960109 2,647,156 175,774 X n/a X TODCO COMMON STOCK....... Cmn 88889T107 4,255,765 122,999 X n/a X TOLL BROTHERS COMMON STOCK.................. Cmn 889478103 19,860,001 707,265 X n/a X TOLLGRADE COMMUNICATIONS INC CMN STOCK.......... Cmn 889542106 2,448,326 273,556 X n/a X TOOTSIE ROLL INDS INC.... Cmn 890516107 637,287 21,743 X n/a X TORCHMARK CORP........... Cmn 891027104 8,491,135 134,545 X n/a X TOREADOR RESOURCES CORP CMN STK................ Cmn 891050106 429,812 23,334 X n/a X TORO CO CMN STK.......... Cmn 891092108 1,761,188 41,764 X n/a X TORONTO- DOMINION BANK COMMON STOCK........... Cmn 891160509 469,158 7,933 X n/a X TORREYPINES THERAPEUTICS INC CMN STOCK.......... Cmn 05461R101 290,695 322,994 X n/a X TOTAL SYSTEM SERVICES INC CMN STK............ Cmn 891906109 1,550,568 67,918 X n/a X TOWN SPORTS INTERNATIONAL HOLDINGS INC COMMON STOC........ Cmn 89214A102 907,904 69,200 X n/a X TRANSACT TECHNOLOGIES INC CMN STOCK.......... Cmn 892918103 1,713,090 192,482 X n/a X TRANSATLANTIC HOLDINGS INC CMN STK............ Cmn 893521104 246,292 4,077 X n/a X COLUMN TOTALS............ 45,708,377
FORM 13F Page 122 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- TRANSGENOMIC INC......... Cmn 89365K206 6,156 10,992 X n/a X TRANSGLOBE ENERGY CORP CMN STOCK.............. Cmn 893662106 274,582 57,444 X n/a X TRANSMETA CORP........... Cmn 89376R109 131,393 114,255 X n/a X TRANSOCEAN INC CMN STK... Cmn G90078109 51,802,975 707,401 X n/a X TRAVELZOO INC COMMON STOCK.................. Cmn 89421Q106 2,173,893 75,430 X n/a X TRIAD GUARANTY INC CMN STK.................... Cmn 895925105 731,680 14,299 X n/a X TRIARC COMPANIES - CL B SHR.................... Cmn 895927309 3,644,812 241,059 X n/a X TRIDENT MICROSYSTEMS INC CMN STK................ Cmn 895919108 258,442 11,111 X n/a X TRIMBLE NAVIGATION LTD CMN STK................ Cmn 896239100 489,161 10,390 X n/a X TRIMERIS INC CMN STOCK... Cmn 896263100 1,559,351 177,199 X n/a X TRINITY INDUSTRIES CMN STK.................... Cmn 896522109 1,926,018 59,870 X n/a X TRIZEC PPTYS INC CMN STOCK.................. Cmn 89687P107 1,228,212 42,484 X n/a X TRONOX INC COMMON STOCK B W/I.................. Cmn 897051207 196,760 15,408 X n/a X TRUSTCO BANK CORP/NY CMN STK.................... Cmn 898349105 2,091,079 192,904 X n/a X COLUMN TOTALS............ 66,514,515
FORM 13F Page 123 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- TRUSTMARK CORP CMN STK... Cmn 898402102 1,945,611 61,903 X n/a X TSAKOS ENERGY NAVIGATION LTD.................... Cmn G9108L108 2,222,998 49,843 X n/a X TTM TECHNOLOGIES......... Cmn 87305R109 2,463,774 210,579 X n/a X TUPPERWARE BRANDS CORP CMN STK................ Cmn 899896104 15,553,444 799,252 X n/a X TURBOCHEF TECHNOLOGIES INC CMN STOCK.......... Cmn 900006206 1,534,060 110,364 X n/a X TWEEN BRANDS INC CMN STOCK.................. Cmn 901166108 813,438 21,634 X n/a X TWEETER HOME ENTERTAINMT CMN STOCK.............. Cmn 901167106 1,224,957 268,631 X n/a X TXU CORP CMN STOCK....... Cmn 873168108 50,746,921 811,691 X n/a X TYCO INTERNATIONAL LIMITED COMMON STOCK... Cmn 902124106 17,089,826 610,569 X n/a X TYLER TECHNOLOGIES INC CMN STK................ Cmn 902252105 3,001,738 232,153 X n/a X TYSON FOODS, INC. CLASS A COMMON STOCK......... Cmn 902494103 16,043,866 1,010,319 X n/a X U S B HOLDINGS CMN STOCK. Cmn 902910108 508,968 23,072 X n/a X U S CONCRETE INC CMN STOCK.................. Cmn 90333L102 421,099 64,685 X n/a X UAL CORP COMMON STOCK.... Cmn 902549807 28,704,448 1,080,333 X n/a X COLUMN TOTALS............ 142,275,150
FORM 13F Page 124 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- UBS AG - REG CMN STK..... Cmn H89231338 757,270 12,768 X n/a X ULTRA PETROLEUM CORP CMN STK.................... Cmn 903914109 59,463,383 1,235,988 X n/a X UMPQUA HOLDINGS CORP CMN STOCK.................. Cmn 904214103 7,928,635 277,225 X n/a X UNIFI, INC. COMMON STOCK. Cmn 904677101 1,659,857 691,607 X n/a X UNIONBANCAL CORP......... Cmn 908906100 58,687,625 963,672 X n/a X UNISYS CMN STOCK......... Cmn 909214108 3,716,973 656,709 X n/a X UNIT CORP CMN STOCK...... Cmn 909218109 3,628,642 78,935 X n/a X UNITED AMERICA INDEMNITY LTD COMMON STOCK....... Cmn 90933T109 279,886 12,456 X n/a X UNITED COMMUNITY BANKS/GA COMMON STOCK.. Cmn 90984P105 313,542 10,434 X n/a X UNITED ONLINE INC CMN STK Cmn 911268100 3,053,599 250,706 X n/a X UNITED PARCEL SERVICE CMN STOCK - CLASS B.... Cmn 911312106 692,710 9,629 X n/a X UNITED STATES STEEL CORPORATION CMN STOCK.. Cmn 912909108 64,410,737 1,116,691 X n/a X UNITED STATIONERS INC CMN STK................ Cmn 913004107 8,004,929 172,112 X n/a X UNITED TECHNOLOGIES CORP. Cmn 913017109 10,517,240 166,018 X n/a X COLUMN TOTALS............ 223,115,028
FORM 13F Page 125 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- UNITEDHEALTH GROUP INC... Cmn 91324P102 16,326,085 331,831 X n/a X UNIVERSAL COMPRESSION HLDGS CMN STK.......... Cmn 913431102 663,475 12,413 X n/a X UNIVERSAL CORP VA........ Cmn 913456109 5,374,367 147,122 X n/a X UNIVERSAL DISPLAY CORP CMN STOCK.............. Cmn 91347P105 224,317 20,337 X n/a X UNIVERSAL FOREST PRODS INC CMN STK............ Cmn 913543104 5,591,111 113,988 X n/a X UNIVERSAL HEALTH SERVICES COMMON STOCK.. Cmn 913903100 4,153,928 69,313 X n/a X UNIVEST CORP OF PA....... Cmn 915271100 368,694 12,762 X n/a X UNIVISION COMMUNICATIONS INC CMN STOCK.......... Cmn 914906102 223,813,422 6,517,572 X n/a X UNUMPROVIDENT CORP CMN STK.................... Cmn 91529Y106 274,194 14,141 X n/a X UROLOGIX INC CMN STOCK... Cmn 917273104 565,456 201,230 X n/a X URS CORP CMN STK......... Cmn 903236107 845,585 21,743 X n/a X US BANCORP CMN STK....... Cmn 902973304 14,463,888 435,397 X n/a X US XPRESS ENTERPRISES INC CMN STOCK.......... Cmn 90338N103 424,129 18,313 X n/a X USANA HEALTH SCIENCES CMN STK................ Cmn 90328M107 2,838,287 63,653 X n/a X COLUMN TOTALS............ 275,926,940
FORM 13F Page 126 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- USEC INC CMN STOCK....... Cmn 90333E108 793,700 82,334 X n/a X USG CORPORATION.......... Cmn 903293405 6,729,966 143,069 X n/a X USI HOLDINGS CORP COMMON STOCK.................. Cmn 90333H101 1,620,675 119,607 X n/a X U-STORE-IT TRUST COMMON STOCK.................. Cmn 91274F104 359,176 16,737 X n/a X UTI WORLDWIDE(IPO) CMN STOCK.................. Cmn G87210103 459,883 16,442 X n/a X UTSTARCOM INC CMN STOCK.. Cmn 918076100 6,489,257 731,596 X n/a X V F CORP................. Cmn 918204108 7,193,235 98,605 X n/a X VAIL RESORTS INC CMN STOCK.................. Cmn 91879Q109 2,267,693 56,664 X n/a X VALENCE TECHNOLOGY INC CMN STK................ Cmn 918914102 165,952 86,886 X n/a X VALERO ENERGY CORP CMN STOCK.................. Cmn 91913Y100 103,976,297 2,020,134 X n/a X VALERO LP................ Cmn 91913W104 1,164,200 23,284 X n/a X VALLEY NATIONAL BANCORP CMN STK................ Cmn 919794107 1,689,512 66,074 X n/a X VALMONT INDUSTRIES CMN STK.................... Cmn 920253101 2,351,616 45,007 X n/a X VALSPAR CORP CMN STK..... Cmn 920355104 690,908 25,974 X n/a X COLUMN TOTALS............ 135,952,069
FORM 13F Page 127 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- VALUECLICK INC CMN STOCK. Cmn 92046N102 19,774,059 1,066,562 X n/a X VALUEVISION MEDIA INC - CL A CMN STK........... Cmn 92047K107 2,865,998 247,282 X n/a X VARIAN MEDICAL SYSTEMS INC CMN STK............ Cmn 92220P105 339,934 6,367 X n/a X VASOGEN INC CMN STOCK.... Cmn 92232F103 13,861 19,801 X n/a X VASOMEDICAL INC CMN STK.. Cmn 922321104 2,669 19,772 X n/a X VECTREN CORP CMN STOCK... Cmn 92240G101 1,021,159 38,032 X n/a X VEECO INSTRS INC DEL CMN STOCK.................. Cmn 922417100 934,053 46,355 X n/a X VENTANA MED SYS INC CMN STOCK.................. Cmn 92276H106 2,213,231 54,206 X n/a X VERIGY LTD CMN STK....... Cmn Y93691106 11,633,136 715,445 X n/a X VERISIGN INC CMN STOCK... Cmn 92343E102 19,524,532 966,561 X n/a X VERTEX PHARMACEUTICALS INC CMN STK............ Cmn 92532F100 15,301,193 454,716 X n/a X VIACOM INC CMN STK-CLASS B...................... Cmn 92553P201 122,574,280 3,296,780 X n/a X VIAD CORP................ Cmn 92552R406 2,222,155 62,755 X n/a X VIASYS HEALTHCARE INC CMN STOCK.............. Cmn 92553Q209 2,448,032 89,869 X n/a X COLUMN TOTALS............ 200,868,293
FORM 13F Page 128 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- VICAL INC CMN STK........ Cmn 925602104 1,625,524 321,886 X n/a X VICOR CORP CMN STK....... Cmn 925815102 1,705,450 147,786 X n/a X VIEWPOINT CORP CMN STOCK. Cmn 92672P108 22,235 18,843 X n/a X VIGNETTE CORPORATION CMN. Cmn 926734401 2,720,051 200,890 X n/a X VINTAGE WINE TRUST INC. COMMON STOCK........... Cmn 92746P100 10,035,000 1,115,000 X n/a X VION PHARMACUETICALS COMMON STOCK........... Cmn 927624106 302,851 277,845 X n/a X VIRAGEN INC CMN STOCK.... Cmn 927638403 10,329 32,278 X n/a X VIRGINIA COMMERCE BANCORP Cmn 92778Q109 343,079 15,454 X n/a X VIROPHARMA INC CMN STOCK. Cmn 928241108 3,000,562 246,554 X n/a X VISHAY INTERTECHNOLOGY COMMON STOCK VSH - CLASS A................ Cmn 928298108 8,226,836 585,957 X n/a X VISTACARE INC COMMON STOCK.................. Cmn 92839Y109 2,249,239 216,273 X n/a X VIVUS INC CMN STK........ Cmn 928551100 391,042 105,687 X n/a X VOLT INFO SCIENCES INC CMN STK................ Cmn 928703107 1,750,980 49,254 X n/a X VONAGE HOLDINGS CORP COMMON STOCK........... Cmn 92886T201 229,792 33,400 X n/a X COLUMN TOTALS............ 32,612,970
FORM 13F Page 129 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- VORNADO REALTY TRUST CMN STK.................... Cmn 929042109 319,697 2,933 X n/a X VULCAN MATERIALS CO CMN STK.................... Cmn 929160109 523,493 6,690 X n/a X W HOLDING COMPANY INC CMN STK................ Cmn 929251106 3,097,118 524,047 X n/a X W.P. CAREY CO LLC CMN STOCK.................. Cmn 92930Y107 338,043 12,288 X n/a X W.R. GRACE CO. COMMON STOCK.................. Cmn 38388F108 49,491,531 3,732,393 X n/a X WALGREEN CO.............. Cmn 931422109 7,227,979 162,829 X n/a X WALTER INDS INC CMN STOCK Cmn 93317Q105 35,643,690 835,138 X n/a X WARREN RESOURCES INC. COMMON STOCK........... Cmn 93564A100 278,459 22,862 X n/a X WASHINGTON FEDERAL S L ASSC CMN STK........... Cmn 938824109 8,640,724 385,059 X n/a X WASHINGTON POST - CLASS B CMN STK.............. Cmn 939640108 3,761,648 5,104 X n/a X WASTE MANAGEMENT CMN STOCK (WAS USA WASTE).. Cmn 94106L109 53,008,652 1,445,165 X n/a X WATCHGUARD TECHNOLOGIES INC CMN STOCK.......... Cmn 941105108 1,593,929 375,042 X n/a X WATERS CORP CMN STOCK.... Cmn 941848103 57,026,900 1,259,428 X n/a X WATSCO INC CMN STK....... Cmn 942622200 5,284,801 114,862 X n/a X COLUMN TOTALS............ 226,236,663
FORM 13F Page 130 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- WATSON PHARMACEUTICALS INC CMN STK............ Cmn 942683103 11,739,234 448,576 X n/a X WATSON WYATT WORLDWIDE INC.................... Cmn 942712100 1,053,322 25,741 X n/a X WCI COMMUNITIES INC...... Cmn 92923C104 2,686,998 154,071 X n/a X WEATHERFORD INTL LTD CMN STK.................... Cmn G95089101 3,746,581 89,803 X n/a X WEBMETHODS INC CMN STOCK. Cmn 94768C108 5,207,148 680,673 X n/a X WEIGHT WATCHERS INTERNATIONAL INC...... Cmn 948626106 451,913 10,192 X n/a X WEINGARTEN REALTY INVST CMN STK................ Cmn 948741103 22,757,795 529,005 X n/a X WEIS MARKETS INC CMN STK. Cmn 948849104 270,003 6,784 X n/a X WELLMAN INC CMN STK...... Cmn 949702104 557,814 139,803 X n/a X WELLPOINT INC............ Cmn 94973V107 3,125,225 40,561 X n/a X WELLS FARGO CO COMMON STOCK.................. Cmn 949746101 734,599 20,304 X n/a X WENDY'S INTERNATIONAL COMMON NEW YORK........ Cmn 950590109 57,375,249 856,347 X n/a X WENDY'S INTERNATIONAL INC COMMON STOCK - WI.. Cmn 950590125 6,350,000 200,000 X n/a X WERNER ENTERPRISES INC CMN STK................ Cmn 950755108 5,837,034 311,974 X n/a X COLUMN TOTALS............ 121,892,915
FORM 13F Page 131 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- WESBANCO INC CMN STK..... Cmn 950810101 785,083 26,868 X n/a X WESCO FINANCIAL CORP CMN STK.................... Cmn 950817106 862,201 1,973 X n/a X WESCO INTL INC CMN STOCK. Cmn 95082P105 11,106,014 191,384 X n/a X WEST BANCORPORATION COMMON STOCK........... Cmn 95123P106 308,767 18,046 X n/a X WEST COAST BANCORP ORE CMN STK................ Cmn 952145100 372,893 12,210 X n/a X WEST CORP. COMMON........ Cmn 952355105 55,863,683 1,156,598 X n/a X WESTELL TECHNOLOGIES INC CMN STOCK.............. Cmn 957541105 1,145,980 548,316 X n/a X WESTERN DIGITAL COMMON STOCK.................. Cmn 958102105 16,807,244 928,577 X n/a X WESTERN UNION CO/THE COMMON STOCK........... Cmn 959802109 9,565,000 500,000 X n/a X WESTWOOD ONE COMMON STOCK Cmn 961815107 2,917,611 412,092 X n/a X WET SEAL INC - CL A CMN STK.................... Cmn 961840105 4,228,772 688,725 X n/a X WEYERHAEUSER CO.......... Cmn 962166104 3,131,692 50,897 X n/a X WGL HOLDINGS INC CMN STK. Cmn 92924F106 5,489,953 175,174 X n/a X W-H ENERGY SERVICES INC.. Cmn 961765104 4,344,812 104,770 X n/a X COLUMN TOTALS............ 116,929,706
FORM 13F Page 132 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- WHIRLPOOL CORP. COMMON STOCK.................. Cmn 963320106 27,037,832 321,458 X n/a X WHITE ELECTRONIC DESIGNS CORP COMMON STOCK...... Cmn 963801105 863,339 173,710 X n/a X WHITE MOUNTAIN INSURANCE GROUP INC CMN STK...... Cmn G9618E107 1,299,053 2,614 X n/a X WHOLE FOODS MARKET INC CMN STK................ Cmn 966837106 2,808,424 47,256 X n/a X WILEY (JOHN) & SONS - CL A CMN STK.............. Cmn 968223206 8,139,232 226,027 X n/a X WILLIAMS COMPANIES COMMON STOCK........... Cmn 969457100 20,121,407 842,958 X n/a X WILLIAMS- SONOMA INC CMN STK.................... Cmn 969904101 1,565,214 48,324 X n/a X WILLOW FINANCIAL BANCORP CMN STOCK.............. Cmn 97111W101 1,365,161 87,175 X n/a X WILMINGTON TRUST CORP CMN STK................ Cmn 971807102 17,217,639 386,479 X n/a X WIND RIVER SYSTEMS INC CMN STK................ Cmn 973149107 2,431,470 227,028 X n/a X WINDSTREAM CORP COMMON STOCK.................. Cmn 97381W104 7,686,684 582,766 X n/a X WISCONSIN ENERGY CORP CMN STK................ Cmn 976657106 1,064,264 24,670 X n/a X WISDOMTREE PAC EX-JAP DVD FD ETF............. Cmn 97717W828 257,468 4,775 X n/a X WOLVERINE WORLD WIDE CMN STK.................... Cmn 978097103 4,397,874 155,347 X n/a X COLUMN TOTALS............ 96,255,061
FORM 13F Page 133 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- WOODWARD GOVERNOR CMN STOCK.................. Cmn 980745103 1,413,141 42,133 X n/a X WORLDGATE COMMUNICATIONS INC CMN STOCK.......... Cmn 98156L307 26,932 18,321 X n/a X WPS RESOURCES CORP CMN STK.................... Cmn 92931B106 6,977,680 140,594 X n/a X WRIGHT EXPRESS CORP. COMMON STOCK........... Cmn 98233Q105 369,417 15,354 X n/a X WRIGLEY WM JR CO......... Cmn 982526105 3,072,294 66,702 X n/a X WSFS FINL CORP CMN STK... Cmn 929328102 605,731 9,740 X n/a X WYETH COMMON STOCK....... Cmn 983024100 723,301 14,227 X n/a X WYNDHAM WORLDWIDE CORP... Cmn 98310W108 60,591,327 2,166,297 X n/a X WYNN RESORTS LTD COMMON STOCK.................. Cmn 983134107 3,198,850 47,035 X n/a X XILINX INC CMN STK....... Cmn 983919101 2,084,745 94,977 X n/a X XM SATELLITE RADIO HOLDING - CLASS A...... Cmn 983759101 350,183 27,146 X n/a X XOMA LTD COMMON STOCK XOMA................... Cmn G9825R107 1,431,346 757,326 X n/a X XTO ENERGY INC COMMON STOCK.................. Cmn 98385X106 52,454,799 1,245,070 X n/a X YAHOO! INC CMN STOCK..... Cmn 984332106 11,245,302 444,830 X n/a X COLUMN TOTALS............ 144,545,049
FORM 13F Page 134 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- YAMANA GOLD INC COMMON STOCK.................. Cmn 98462Y100 1,487,520 160,813 X n/a X YOUBET COM INC CMN STOCK. Cmn 987413101 2,309,203 624,109 X n/a X YRC WORLDWIDE INC CMN STK Cmn 984249102 13,073,416 352,954 X n/a X ZENITH NATIONAL INSURANCE CP CMN STK... Cmn 989390109 7,068,069 177,189 X n/a X ZHONE TECHNOLOGIES INC COMMON STOCK........... Cmn 98950P108 31,006 28,978 X n/a X ZILA INCORPORATED CMN STK Cmn 989513205 119,484 48,179 X n/a X ZIONS BANCORPORATION CMN STK.................... Cmn 989701107 670,484 8,401 X n/a X ZOLL MEDICAL CORP CMN STK Cmn 989922109 8,455,540 235,596 X n/a X ZOLTEK COS INC CMN STK... Cmn 98975W104 1,093,872 42,813 X n/a X ZYGO CORP CMN STK........ Cmn 989855101 2,148,885 168,540 X n/a X A.O. SMITH CORP. COMMON Opt STOCK.................. (Call) 00846U901 379,760 202 X n/a n/a A/BSK 25.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 00846U901 258,960 312 X n/a n/a AA 22.5 STRIKE AMER CALL Opt 01/20/2007............. (Call) 013817901 250,495 421 X n/a n/a AA 27.5 STRIKE AMER CALL Opt 04/21/2007............. (Call) 013817901 254,520 909 X n/a n/a COLUMN TOTALS............ 37,601,216
FORM 13F Page 135 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- AA 30.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 013817901 248,563 2,425 X n/a n/a AA 35.0 STRIKE AMER CALL Opt 10/21/2006............. (Call) 013817901 25,340 10,136 X n/a n/a AAPL 10.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 037833900 4,794,075 715 X n/a n/a AAPL 100.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 037833900 300,520 2,732 X n/a n/a AAPL 12.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 037833900 2,655,060 411 X n/a n/a AAPL 25.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 037833900 738,135 141 X n/a n/a AAPL 30.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 037833900 699,350 142 X n/a n/a AAPL 35.0 STRIKE AMER Opt CALL 01/17/2009........ (Call) 037833900 474,700 101 X n/a n/a AAPL 35.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 037833900 2,511,600 560 X n/a n/a AAPL 37.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 037833900 4,154,360 1,036 X n/a n/a AAPL 40.0 STRIKE AMER Opt CALL 01/17/2009........ (Call) 037833900 505,440 117 X n/a n/a AAPL 40.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 037833900 909,440 224 X n/a n/a AAPL 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 037833900 6,209,190 1,647 X n/a n/a AAPL 45.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 037833900 295,650 81 X n/a n/a COLUMN TOTALS............ 24,521,423
FORM 13F Page 136 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- AAPL 45.0 STRIKE AMER CALL Opt 01/20/2007.... (Call) 037833900 2,039,800 620 X n/a n/a AAPL 50.0 STRIKE AMER CALL Opt 01/20/2007.... (Call) 037833900 3,119,100 1,110 X n/a n/a AAPL 50.0 STRIKE AMER CALL Opt 10/21/2006.... (Call) 037833900 718,150 265 X n/a n/a AAPL 52.5 STRIKE AMER CALL Opt 01/20/2007.... (Call) 037833900 606,300 235 X n/a n/a AAPL 52.5 STRIKE AMER CALL Opt 10/21/2006.... (Call) 037833900 1,040,580 423 X n/a n/a AAPL 55.0 STRIKE AMER CALL Opt 01/19/2008.... (Call) 037833900 260,100 90 X n/a n/a AAPL 57.5 STRIKE AMER CALL Opt 01/20/2007.... (Call) 037833900 5,831,000 2,744 X n/a n/a AAPL 57.5 STRIKE AMER CALL Opt 10/21/2006.... (Call) 037833900 1,811,730 922 X n/a n/a AAPL 60.0 STRIKE AMER CALL Opt 01/19/2008.... (Call) 037833900 1,163,565 459 X n/a n/a AAPL 60.0 STRIKE AMER CALL Opt 10/21/2006.... (Call) 037833900 1,370,840 797 X n/a n/a AAPL 62.5 STRIKE AMER CALL Opt 01/20/2007.... (Call) 037833900 238,000 140 X n/a n/a AAPL 62.5 STRIKE AMER CALL Opt 10/21/2006.... (Call) 037833900 210,160 142 X n/a n/a AAPL 65.0 STRIKE AMER CALL Opt 01/19/2008.... (Call) 037833900 2,195,065 991 X n/a n/a AAPL 65.0 STRIKE AMER CALL Opt 01/20/2007.... (Call) 037833900 2,671,500 1,781 X n/a n/a COLUMN TOTALS........ 23,275,890
FORM 13F Page 137 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- AAPL 65.0 STRIKE AMER Opt CALL 04/21/2007........ (Call) 037833900 225,320 131 X n/a n/a AAPL 67.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 037833900 1,071,725 815 X n/a n/a AAPL 70.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 037833900 766,150 398 X n/a n/a AAPL 70.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 037833900 216,600 190 X n/a n/a AAPL 70.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 037833900 439,200 549 X n/a n/a AAPL 72.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 037833900 1,032,525 1,059 X n/a n/a AAPL 72.5 STRIKE AMER Opt CALL 04/21/2007........ (Call) 037833900 245,520 198 X n/a n/a AAPL 72.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 037833900 770,430 1,263 X n/a n/a AAPL 75.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 037833900 1,342,680 1,608 X n/a n/a AAPL 75.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 037833900 2,508,020 5,636 X n/a n/a AAPL 75.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 037833900 911,180 1,571 X n/a n/a AAPL 80.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 037833900 746,378 3,597 X n/a n/a AAPL 90.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 037833900 864,075 843 X n/a n/a ABC 20.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 03073E905 245,280 96 X n/a n/a COLUMN TOTALS............ 11,385,083
FORM 13F Page 138 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- ABC 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 03073E905 211,680 336 X n/a n/a ABT 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 002824900 224,940 163 X n/a n/a ABT 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 002824900 204,300 227 X n/a n/a ABT 45.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 002824900 780,300 1,734 X n/a n/a ABX 20.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 067901908 295,900 269 X n/a n/a ABX 22.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 067901908 341,675 395 X n/a n/a ABX 25.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 067901908 217,600 340 X n/a n/a ACI 42.5 STRIKE AMER Opt CALL 01/19/2008........ (Call) 039380900 267,500 1,000 X n/a n/a ACN 15.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) G1150G901 320,050 185 X n/a n/a ACN 20.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) G1150G901 330,200 260 X n/a n/a ACN 20.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) G1150G901 483,800 410 X n/a n/a ADBE 15.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 00724F901 227,000 100 X n/a n/a ADBE 25.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 00724F901 326,340 252 X n/a n/a ADBE 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 00724F901 212,925 255 X n/a n/a COLUMN TOTALS............ 4,444,210
FORM 13F Page 139 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- ADBE 30.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 00724F901 275,120 362 X n/a n/a ADBE 32.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 00724F901 358,530 703 X n/a n/a ADBE 35.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 00724F901 305,805 1,102 X n/a n/a ADM 20.0 STRIKE AMER Opt CALL 01/17/2009........ (Call) 039483902 326,485 167 X n/a n/a ADM 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 039483902 596,840 694 X n/a n/a AEM 20.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 008474908 338,250 246 X n/a n/a AEM 20.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 008474908 257,400 220 X n/a n/a AEM 25.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 008474908 236,360 311 X n/a n/a AEOS 22.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 02553E906 216,500 100 X n/a n/a AEOS 22.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 02553E906 348,820 163 X n/a n/a AEOS 25.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 02553E906 269,500 140 X n/a n/a AEOS 27.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 02553E906 249,380 148 X n/a n/a AEOS 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 02553E906 214,620 147 X n/a n/a AEOS 35.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 02553E906 314,450 331 X n/a n/a COLUMN TOTALS............ 4,308,060
FORM 13F Page 140 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- AES 17.5 STRIKE AMER Opt CALL 11/18/2006........ (Call) 00130H905 428,730 1,383 X n/a n/a AES 20.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 00130H905 290,133 1,967 X n/a n/a AET 15.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 00817Y908 660,825 267 X n/a n/a AET 18.75 STRIKE AMER Opt CALL 01/20/2007........ (Call) 00817Y908 346,040 164 X n/a n/a AET 21.25 STRIKE AMER Opt CALL 01/20/2007........ (Call) 00817Y908 602,395 323 X n/a n/a AET 25.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 00817Y908 313,500 209 X n/a n/a AET 26.25 STRIKE AMER Opt CALL 01/20/2007........ (Call) 00817Y908 796,260 577 X n/a n/a AET 35.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 00817Y908 375,360 782 X n/a n/a AGIX 15.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 047439904 494,190 867 X n/a n/a AGIX 15.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 047439904 202,180 919 X n/a n/a AGIX 7.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 047439904 333,750 534 X n/a n/a AGN 110.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 018490902 439,660 247 X n/a n/a AGN 60.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 018490902 365,625 65 X n/a n/a AGN 65.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 018490902 305,620 59 X n/a n/a COLUMN TOTALS............ 5,954,268
FORM 13F Page 141 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- AGN 70.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 018490902 530,880 112 X n/a n/a AGN 70.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 018490902 510,705 117 X n/a n/a AIG 55.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 026874907 655,200 560 X n/a n/a AIG 60.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 026874907 947,640 1,272 X n/a n/a AIG 60.0 STRIKE AMER Opt CALL 02/17/2007........ (Call) 026874907 248,060 314 X n/a n/a AIG 65.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 026874907 349,180 1,027 X n/a n/a AIG 65.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 026874907 463,815 1,874 X n/a n/a AKAM 15.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 00971T901 347,520 96 X n/a n/a AKAM 17.5 STRIKE AMER Opt CALL 01/19/2008........ (Call) 00971T901 398,385 117 X n/a n/a AKAM 17.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 00971T901 418,560 128 X n/a n/a AKAM 20.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 00971T901 290,745 91 X n/a n/a AKAM 20.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 00971T901 697,620 231 X n/a n/a AKAM 22.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 00971T901 264,100 95 X n/a n/a AKAM 25.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 00971T901 371,735 133 X n/a n/a COLUMN TOTALS............ 6,494,145
FORM 13F Page 142 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- AKAM 25.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 00971T901 868,680 342 X n/a n/a AKAM 40.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 00971T901 214,170 121 X n/a n/a AKAM 40.0 STRIKE AMER Opt CALL 02/17/2007........ (Call) 00971T901 220,920 168 X n/a n/a AKAM 40.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 00971T901 1,077,440 962 X n/a n/a AKAM 45.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 00971T901 594,500 1,025 X n/a n/a AKAM 45.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 00971T901 210,750 281 X n/a n/a AKAM 50.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 00971T901 219,030 894 X n/a n/a AKAM 50.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 00971T901 399,435 859 X n/a n/a AL 30.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 013716905 285,140 269 X n/a n/a AL 35.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 013716905 330,850 509 X n/a n/a ALL 52.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 020002901 269,360 259 X n/a n/a ALL 55.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 020002901 702,100 826 X n/a n/a ALL 55.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 020002901 1,363,540 1,726 X n/a n/a AMAG 40.0 STRIKE AMER Opt CALL 02/17/2007........ (Call) 00753P903 237,440 371 X n/a n/a COLUMN TOTALS............ 6,993,355
FORM 13F Page 143 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- AMAT 17.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 038222905 421,135 4,433 X n/a n/a AMAT 17.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 038222905 219,588 1,597 X n/a n/a AMD 10.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 007903907 993,820 629 X n/a n/a AMD 12.5 STRIKE AMER Opt CALL 01/17/2009........ (Call) 007903907 271,950 185 X n/a n/a AMD 12.5 STRIKE AMER Opt CALL 01/19/2008........ (Call) 007903907 1,013,800 740 X n/a n/a AMD 15.0 STRIKE AMER Opt CALL 01/17/2009........ (Call) 007903907 1,107,600 852 X n/a n/a AMD 15.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 007903907 719,550 615 X n/a n/a AMD 15.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 007903907 237,800 232 X n/a n/a AMD 17.5 STRIKE AMER Opt CALL 01/19/2008........ (Call) 007903907 623,700 630 X n/a n/a AMD 22.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 007903907 220,980 762 X n/a n/a AMD 25.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 007903907 594,405 2,142 X n/a n/a AMD 25.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 007903907 287,925 2,094 X n/a n/a AMD 27.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 007903907 306,775 1,753 X n/a n/a AMD/BSK 17.5 STRIKE AMER Opt CALL 11/18/2006........ (Call) 001941903 1,067,220 2,541 X n/a n/a COLUMN TOTALS............ 8,086,248
FORM 13F Page 144 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- AMG 50.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 008252908 377,365 71 X n/a n/a AMG 65.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 008252908 288,400 80 X n/a n/a AMGN 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 031162900 756,000 180 X n/a n/a AMGN 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 031162900 1,060,950 330 X n/a n/a AMGN 45.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 031162900 1,239,420 454 X n/a n/a AMGN 50.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 031162900 898,385 353 X n/a n/a AMGN 50.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 031162900 353,920 158 X n/a n/a AMGN 55.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 031162900 626,500 358 X n/a n/a AMGN 67.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 031162900 479,710 1,078 X n/a n/a AMGN 70.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 031162900 372,638 1,569 X n/a n/a AMGN 72.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 031162900 631,475 1,943 X n/a n/a AMGN 72.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 031162900 280,980 3,122 X n/a n/a AMGN 75.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 031162900 1,292,440 1,636 X n/a n/a AMGN 75.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 031162900 476,280 2,268 X n/a n/a COLUMN TOTALS............ 9,134,463
FORM 13F Page 145 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- AMLN 15.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 032346908 337,680 112 X n/a n/a AMLN 20.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 032346908 450,800 184 X n/a n/a AMLN 22.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 032346908 1,244,230 563 X n/a n/a AMLN 30.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 032346908 1,239,140 668 X n/a n/a AMLN 30.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 032346908 215,840 152 X n/a n/a AMLN 35.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 032346908 922,625 605 X n/a n/a AMLN 60.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 032346908 328,680 792 X n/a n/a AMR 10.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 001765906 200,220 142 X n/a n/a AMR 17.5 STRIKE AMER Opt CALL 01/19/2008........ (Call) 001765906 202,920 228 X n/a n/a AMR 17.5 STRIKE AMER Opt CALL 11/18/2006........ (Call) 001765906 639,280 1,048 X n/a n/a AMR 20.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 001765906 279,300 798 X n/a n/a AMR 20.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 001765906 356,290 869 X n/a n/a AMR 25.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 001765906 309,285 1,422 X n/a n/a AMR 25.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 001765906 313,375 2,507 X n/a n/a COLUMN TOTALS............ 7,039,665
FORM 13F Page 146 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- AMR 5.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 001765906 341,220 188 X n/a n/a AMR 7.5 STRIKE AMER CALL Opt 01/19/2008............. (Call) 001765906 256,785 159 X n/a n/a AMR 7.5 STRIKE AMER CALL Opt 01/20/2007............. (Call) 001765906 6,429,020 4,108 X n/a n/a AMT 17.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 029912901 992,655 513 X n/a n/a AMT 20.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 029912901 239,400 133 X n/a n/a AMT 20.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 029912901 500,445 297 X n/a n/a AMT 22.5 STRIKE AMER Opt CALL 01/19/2008........ (Call) 029912901 1,428,085 901 X n/a n/a AMT 25.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 029912901 569,250 414 X n/a n/a AMT 25.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 029912901 674,400 562 X n/a n/a AMTD 10.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 87236Y908 333,450 342 X n/a n/a AMTD 12.5 STRIKE AMER Opt CALL 01/19/2008........ (Call) 87236Y908 200,200 260 X n/a n/a AMTD 15.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 87236Y908 380,600 865 X n/a n/a AMTD 22.5 STRIKE AMER Opt CALL 01/19/2008........ (Call) 87236Y908 266,223 1,283 X n/a n/a AMTD 25.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 87236Y908 275,000 2,000 X n/a n/a COLUMN TOTALS............ 12,886,733
FORM 13F Page 147 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- AMZN 20.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 023135906 622,380 492 X n/a n/a AMZN 25.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 023135906 792,990 979 X n/a n/a AMZN 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 023135906 272,620 634 X n/a n/a AMZN 30.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 023135906 534,373 1,961 X n/a n/a AMZN 32.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 023135906 309,210 2,811 X n/a n/a AN 12.5 STRIKE AMER CALL Opt 01/20/2007............. (Call) 05329W902 245,100 285 X n/a n/a AN 15.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 05329W902 341,325 555 X n/a n/a ANF 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 002896907 338,435 113 X n/a n/a ANF 45.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 002896907 356,420 142 X n/a n/a ANF 57.5 STRIKE AMER Opt CALL 11/18/2006........ (Call) 002896907 298,240 233 X n/a n/a ANF 60.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 002896907 281,160 264 X n/a n/a ANF 65.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 002896907 251,600 370 X n/a n/a ANN 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 036115903 253,260 201 X n/a n/a ANN 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 036115903 310,420 374 X n/a n/a COLUMN TOTALS............ 5,207,533
FORM 13F Page 148 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- ANN 40.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 036115903 3,784,385 9,119 X n/a n/a APA 65.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 037411905 302,100 795 X n/a n/a APA 80.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 037411905 408,465 9,077 X n/a n/a APC 37.5 STRIKE AMER Opt CALL 01/19/2008........ (Call) 032511907 212,660 196 X n/a n/a APC 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 032511907 261,600 436 X n/a n/a ATI 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 01741R902 213,440 92 X n/a n/a AXL 17.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 024061903 613,335 3,957 X n/a n/a AXP 40.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 025816909 631,450 346 X n/a n/a AXP 52.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 025816909 318,000 636 X n/a n/a AXP 55.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 025816909 364,975 1,123 X n/a n/a AZO 75.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 053332902 241,900 82 X n/a n/a AZO 95.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 053332902 314,070 361 X n/a n/a BA 50.0 STRIKE AMER CALL Opt 01/19/2008............. (Call) 097023905 208,705 67 X n/a n/a BA 65.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 097023905 258,860 172 X n/a n/a COLUMN TOTALS............ 8,133,945
FORM 13F Page 149 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- BA 70.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 097023905 362,730 339 X n/a n/a BA 75.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 097023905 213,900 310 X n/a n/a BA 75.0 STRIKE AMER CALL Opt 11/18/2006............. (Call) 097023905 238,700 434 X n/a n/a BAC 42.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 060505904 1,874,500 1,630 X n/a n/a BAC 45.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 060505904 650,235 647 X n/a n/a BAC 45.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 060505904 550,550 605 X n/a n/a BAC 45.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 060505904 1,080,265 1,207 X n/a n/a BAC 47.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 060505904 1,539,660 2,298 X n/a n/a BAC 47.5 STRIKE AMER Opt CALL 11/18/2006........ (Call) 060505904 1,286,420 1,964 X n/a n/a BAC 50.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 060505904 665,910 1,057 X n/a n/a BAC 50.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 060505904 818,355 1,839 X n/a n/a BAC 50.0 STRIKE AMER Opt CALL 02/17/2007........ (Call) 060505904 251,450 535 X n/a n/a BAC 50.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 060505904 989,940 2,357 X n/a n/a BAC 52.5 STRIKE AMER Opt CALL 02/17/2007........ (Call) 060505904 233,130 818 X n/a n/a COLUMN TOTALS............ 10,755,745
FORM 13F Page 150 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- BAC 52.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 060505904 568,913 3,501 X n/a n/a BAC 52.5 STRIKE AMER Opt CALL 11/18/2006........ (Call) 060505904 589,890 2,809 X n/a n/a BAC 55.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 060505904 256,353 2,501 X n/a n/a BAX 40.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 071813909 217,500 375 X n/a n/a BBH 175.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 09067D901 244,185 223 X n/a n/a BBH 180.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 09067D901 302,400 448 X n/a n/a BBY 26.625 STRIKE AMER Opt CALL 01/20/2007........ (Call) 086516901 287,175 70 X n/a n/a BBY 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 086516901 497,610 228 X n/a n/a BBY 46.625 STRIKE AMER Opt CALL 01/20/2007........ (Call) 086516901 237,623 177 X n/a n/a BBY 47.5 STRIKE AMER Opt CALL 12/16/2006........ (Call) 086516901 233,310 303 X n/a n/a BBY 55.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 086516901 235,648 779 X n/a n/a BBY 66.625 STRIKE AMER Opt CALL 01/19/2008........ (Call) 086516901 257,760 358 X n/a n/a BCC 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 67622P901 201,240 559 X n/a n/a BEAS 10.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 073325902 728,950 1,195 X n/a n/a COLUMN TOTALS............ 4,858,555
FORM 13F Page 151 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- BHI 45.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 057224907 380,805 159 X n/a n/a BHI 50.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 057224907 687,225 357 X n/a n/a BHI 55.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 057224907 514,050 345 X n/a n/a BHI 55.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 057224907 201,750 150 X n/a n/a BHI 60.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 057224907 672,530 617 X n/a n/a BHI 60.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 057224907 442,880 512 X n/a n/a BIIB 20.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 09062X903 202,095 81 X n/a n/a BIIB 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 09062X903 221,920 146 X n/a n/a BIIB 40.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 09062X903 324,950 670 X n/a n/a BIIB 45.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 09062X903 365,723 1,209 X n/a n/a BJS 10.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 055482903 413,100 204 X n/a n/a BK 30.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 064057902 208,620 366 X n/a n/a BMY 25.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 110122908 292,995 1,149 X n/a n/a BMY 25.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 110122908 235,568 1,923 X n/a n/a COLUMN TOTALS............ 5,164,210
FORM 13F Page 152 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- BMY 27.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 110122908 1,266,300 24,120 X n/a n/a BNI 65.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 12189T904 270,300 255 X n/a n/a BNI 70.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 12189T904 241,400 340 X n/a n/a BNI 70.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 12189T904 326,800 760 X n/a n/a BOL 40.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 071707903 233,700 228 X n/a n/a BOT 100.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 14984K906 203,280 88 X n/a n/a BOT 105.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 14984K906 494,595 261 X n/a n/a BOT 115.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 14984K906 234,465 147 X n/a n/a BOT 120.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 14984K906 254,760 193 X n/a n/a BOT 85.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 14984K906 502,790 137 X n/a n/a BRCM 13.375 STRIKE AMER Opt CALL 01/20/2007........ (Call) 111320907 492,780 191 X n/a n/a BRCM 16.625 STRIKE AMER Opt CALL 01/19/2008........ (Call) 111320907 248,775 107 X n/a n/a BRCM 20.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 111320907 238,710 146 X n/a n/a BRCM 23.375 STRIKE AMER Opt CALL 01/20/2007........ (Call) 111320907 457,200 381 X n/a n/a COLUMN TOTALS............ 5,465,855
154
FORM 13F Page 153 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- BRCM 25.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 111320907 318,780 322 X n/a n/a BRCM 30.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 111320907 424,840 2,236 X n/a n/a BRCM 32.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 111320907 2,756,550 11,730 X n/a n/a BSC 110.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 073902908 736,780 187 X n/a n/a BSC 110.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 073902908 1,333,420 418 X n/a n/a BSC 120.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 073902908 558,760 244 X n/a n/a BSC 130.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 073902908 618,640 418 X n/a n/a BSC 135.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 073902908 396,940 178 X n/a n/a BSC 140.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 073902908 308,320 376 X n/a n/a BSC 150.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 073902908 325,230 879 X n/a n/a BSC 90.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 073902908 479,870 94 X n/a n/a BTU 25.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 704549904 292,545 197 X n/a n/a BTU 30.0 STRIKE AMER Opt CALL 01/17/2009........ (Call) 704549904 579,600 420 X n/a n/a BTU 30.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 704549904 274,940 236 X n/a n/a COLUMN TOTALS............ 9,405,215
FORM 13F Page 154 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- BTU 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 704549904 278,760 552 X n/a n/a BTU 35.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 704549904 519,773 1,777 X n/a n/a BUD 30.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 035229903 439,230 242 X n/a n/a BUD 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 035229903 438,400 548 X n/a n/a BXP 100.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 101121901 230,265 357 X n/a n/a C 45.0 STRIKE AMER CALL Opt 01/19/2008............. (Call) 172967901 1,062,600 1,540 X n/a n/a C 45.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 172967901 1,912,240 3,608 X n/a n/a C 47.5 STRIKE AMER CALL Opt 01/20/2007............. (Call) 172967901 1,279,680 3,999 X n/a n/a C 47.5 STRIKE AMER CALL Opt 10/21/2006............. (Call) 172967901 236,670 966 X n/a n/a C 47.5 STRIKE AMER CALL Opt 12/16/2006............. (Call) 172967901 439,755 1,543 X n/a n/a C 50.0 STRIKE AMER CALL Opt 01/19/2008............. (Call) 172967901 1,484,560 3,856 X n/a n/a C 50.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 172967901 367,133 2,331 X n/a n/a C 50.0 STRIKE AMER CALL Opt 10/21/2006............. (Call) 172967901 230,940 3,849 X n/a n/a C 55.0 STRIKE AMER CALL Opt 01/19/2008............. (Call) 172967901 263,160 1,462 X n/a n/a COLUMN TOTALS............ 9,183,165
FORM 13F Page 155 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- CA 20.0 STRIKE AMER CALL Opt 01/19/2008............. (Call) 12673P905 502,320 897 X n/a n/a CA 20.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 12673P905 333,060 793 X n/a n/a CA 20.0 STRIKE AMER CALL Opt 11/18/2006............. (Call) 12673P905 215,280 552 X n/a n/a CAL 12.5 STRIKE AMER Opt CALL 01/19/2008........ (Call) 210795908 387,855 221 X n/a n/a CAL 15.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 210795908 269,500 196 X n/a n/a CAL 20.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 210795908 224,115 223 X n/a n/a CAL 22.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 210795908 241,980 327 X n/a n/a CAL 22.5 STRIKE AMER Opt CALL 12/16/2006........ (Call) 210795908 254,610 369 X n/a n/a CAL 25.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 210795908 292,655 313 X n/a n/a CAL 25.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 210795908 1,927,170 3,381 X n/a n/a CAL 25.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 210795908 431,645 659 X n/a n/a CAL 25.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 210795908 216,060 554 X n/a n/a CAT 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 149123901 215,400 60 X n/a n/a CAT 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 149123901 412,965 133 X n/a n/a COLUMN TOTALS............ 5,924,615
FORM 13F Page 156 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- CAT 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 149123901 713,895 273 X n/a n/a CAT 45.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 149123901 215,730 94 X n/a n/a CAT 45.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 149123901 407,040 192 X n/a n/a CAT 50.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 149123901 415,290 218 X n/a n/a CAT 70.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 149123901 271,630 2,362 X n/a n/a CBH 25.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 200519906 271,200 226 X n/a n/a CBH 30.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 200519906 376,320 392 X n/a n/a CBH 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 200519906 523,180 707 X n/a n/a CBS 25.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 124857902 233,450 667 X n/a n/a CCL 40.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 143658900 315,950 445 X n/a n/a CELG 10.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 151020904 458,265 137 X n/a n/a CELG 11.25 STRIKE AMER Opt CALL 01/20/2007........ (Call) 151020904 296,700 92 X n/a n/a CELG 12.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 151020904 2,030,830 653 X n/a n/a CELG 13.75 STRIKE AMER Opt CALL 01/20/2007........ (Call) 151020904 1,314,950 442 X n/a n/a COLUMN TOTALS............ 7,844,430
FORM 13F Page 157 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- CELG 15.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 151020904 4,300,560 1,448 X n/a n/a CELG 16.25 STRIKE AMER Opt CALL 01/20/2007........ (Call) 151020904 760,330 278 X n/a n/a CELG 17.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 151020904 792,750 302 X n/a n/a CELG 22.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 151020904 257,730 121 X n/a n/a CELG 25.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 151020904 263,405 139 X n/a n/a CELG 42.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 151020904 357,390 722 X n/a n/a CELG 45.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 151020904 808,860 884 X n/a n/a CELG 6.25 STRIKE AMER Opt CALL 01/20/2007........ (Call) 151020904 390,075 105 X n/a n/a CEPH 30.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 156708909 281,260 82 X n/a n/a CEPH 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 156708909 705,180 219 X n/a n/a CEPH 40.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 156708909 439,450 170 X n/a n/a CEPH 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 156708909 225,000 100 X n/a n/a CEPH 50.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 156708909 535,080 294 X n/a n/a CEPH 50.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 156708909 1,565,410 1,177 X n/a n/a COLUMN TOTALS............ 11,682,480
FORM 13F Page 158 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- CEPH 50.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 156708909 234,930 191 X n/a n/a CEPH 55.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 156708909 278,760 303 X n/a n/a CEPH 60.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 156708909 277,290 234 X n/a n/a CEPH 60.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 156708909 242,720 592 X n/a n/a CERN 35.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 156782904 278,300 253 X n/a n/a CHK 10.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 165167907 445,030 233 X n/a n/a CHK 12.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 165167907 434,920 262 X n/a n/a CHK 15.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 165167907 414,540 294 X n/a n/a CHK 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 165167907 385,920 2,144 X n/a n/a CHK 40.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 165167907 214,400 1,280 X n/a n/a CHK 7.5 STRIKE AMER CALL Opt 01/20/2007............. (Call) 165167907 943,890 438 X n/a n/a CHKP 15.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) M22465904 216,000 480 X n/a n/a CHKP 22.5 STRIKE AMER Opt CALL 04/21/2007........ (Call) M22465904 804,050 12,370 X n/a n/a CI 110.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 125509909 206,245 167 X n/a n/a COLUMN TOTALS............ 5,376,995
FORM 13F Page 159 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- CI 95.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 125509909 244,800 102 X n/a n/a CL 40.0 STRIKE AMER CALL Opt 01/19/2008............. (Call) 194162903 230,175 99 X n/a n/a CL 60.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 194162903 296,020 779 X n/a n/a CLX 40.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 189054909 242,055 99 X n/a n/a CMCSA 27.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 20030N901 237,385 241 X n/a n/a CMCSA 27.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 20030N901 960,680 1,022 X n/a n/a CMCSA 30.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 20030N901 423,360 441 X n/a n/a CMCSA 32.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 20030N901 1,692,080 3,254 X n/a n/a CMCSA 32.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 20030N901 200,250 450 X n/a n/a CMCSA 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 20030N901 591,255 1,877 X n/a n/a CMCSA 35.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 20030N901 844,525 4,070 X n/a n/a CMCSK 27.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 20030N900 227,360 232 X n/a n/a CMCSK 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 20030N900 204,240 276 X n/a n/a CMCSK 32.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 20030N900 279,130 542 X n/a n/a COLUMN TOTALS............ 6,673,315
FORM 13F Page 160 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- CMCSK 32.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 20030N900 226,505 509 X n/a n/a CMCSK 35.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 20030N900 264,870 1,308 X n/a n/a CME 130.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 167760907 346,700 10 X n/a n/a CME 140.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 167760907 471,590 14 X n/a n/a CME 150.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 167760907 3,302,700 101 X n/a n/a CME 170.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 167760907 860,580 28 X n/a n/a CME 180.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 167760907 446,325 15 X n/a n/a CME 210.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 167760907 321,720 12 X n/a n/a CME 220.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 167760907 1,177,000 44 X n/a n/a CME 220.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 167760907 284,075 11 X n/a n/a CME 230.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 167760907 2,211,205 89 X n/a n/a CME 240.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 167760907 835,450 35 X n/a n/a CME 250.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 167760907 1,349,625 59 X n/a n/a CME 260.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 167760907 481,910 22 X n/a n/a COLUMN TOTALS............ 12,580,255
FORM 13F Page 161 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- CME 280.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 167760907 537,500 25 X n/a n/a CME 280.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 167760907 638,240 32 X n/a n/a CME 290.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 167760907 371,880 18 X n/a n/a CME 300.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 167760907 575,840 32 X n/a n/a CME 310.0 STRIKE AMER Opt CALL 01/17/2009........ (Call) 167760907 311,100 15 X n/a n/a CME 310.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 167760907 337,000 20 X n/a n/a CME 350.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 167760907 276,885 21 X n/a n/a CME 360.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 167760907 674,025 55 X n/a n/a CME 370.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 167760907 301,560 21 X n/a n/a CME 370.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 167760907 1,076,825 95 X n/a n/a CME 370.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 167760907 220,200 20 X n/a n/a CME 390.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 167760907 284,570 22 X n/a n/a CME 390.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 167760907 485,775 51 X n/a n/a CME 400.0 STRIKE AMER Opt CALL 01/17/2009........ (Call) 167760907 326,700 22 X n/a n/a COLUMN TOTALS............ 6,418,100
FORM 13F Page 162 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- CME 400.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 167760907 1,176,400 136 X n/a n/a CME 410.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 167760907 324,940 28 X n/a n/a CME 440.0 STRIKE AMER Opt CALL 01/17/2009........ (Call) 167760907 253,500 20 X n/a n/a CME 440.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 167760907 888,615 91 X n/a n/a CME 440.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 167760907 544,000 100 X n/a n/a CME 440.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 167760907 240,660 63 X n/a n/a CME 440.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 167760907 235,920 48 X n/a n/a CME 450.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 167760907 213,525 45 X n/a n/a CME 470.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 167760907 849,600 576 X n/a n/a CME 490.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 167760907 350,350 143 X n/a n/a CME 500.0 STRIKE AMER Opt CALL 01/17/2009........ (Call) 167760907 485,250 50 X n/a n/a CME 500.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 167760907 340,300 166 X n/a n/a CME 550.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 167760907 220,430 47 X n/a n/a CME 560.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 167760907 278,400 64 X n/a n/a COLUMN TOTALS............ 6,401,890
FORM 13F Page 163 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- CME 570.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 167760907 310,695 77 X n/a n/a CME 580.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 167760907 317,475 85 X n/a n/a CME 600.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 167760907 395,560 124 X n/a n/a CME 630.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 167760907 227,045 91 X n/a n/a CMI 100.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 231021906 210,975 97 X n/a n/a CMI 115.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 231021906 201,250 350 X n/a n/a CMI 85.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 231021906 293,405 83 X n/a n/a CMVT 17.5 STRIKE AMER Opt CALL 01/19/2008........ (Call) 205862902 1,498,980 2,324 X n/a n/a CMVT 20.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 205862902 664,723 2,353 X n/a n/a CMVT 22.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 205862902 802,303 5,261 X n/a n/a CMX 35.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 141705903 314,820 132 X n/a n/a CMX 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 141705903 457,520 266 X n/a n/a CMX 45.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 141705903 212,500 170 X n/a n/a CMX 55.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 141705903 286,440 651 X n/a n/a COLUMN TOTALS............ 6,193,690
FORM 13F Page 164 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- COF 75.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 14040H905 288,600 390 X n/a n/a COH 25.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 189754904 228,000 228 X n/a n/a COO 40.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 216648902 231,555 129 X n/a n/a COP 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 20825C904 484,110 163 X n/a n/a COP 30.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 20825C904 1,384,655 467 X n/a n/a COP 35.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 20825C904 345,800 140 X n/a n/a COP 40.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 20825C904 610,700 310 X n/a n/a COP 40.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 20825C904 309,290 157 X n/a n/a COP 45.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 20825C904 420,420 286 X n/a n/a COP 50.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 20825C904 524,020 532 X n/a n/a COP 55.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 20825C904 648,120 982 X n/a n/a COP 55.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 20825C904 236,180 482 X n/a n/a COP 65.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 20825C904 526,830 3,099 X n/a n/a COP 70.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 20825C904 335,380 818 X n/a n/a COLUMN TOTALS............ 6,573,660
FORM 13F Page 165 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- COST 20.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 22160K905 263,610 87 X n/a n/a CPN 2.5 STRIKE AMER CALL Opt 01/20/2007............. (Call) 131347906 47,500 19,000 X n/a n/a CROX 30.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 227046909 356,235 561 X n/a n/a CROX 30.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 227046909 215,820 396 X n/a n/a CSC 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 205363904 221,625 225 X n/a n/a CSCO 15.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 17275R902 735,660 804 X n/a n/a CSCO 17.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 17275R902 2,040,480 3,488 X n/a n/a CSCO 17.5 STRIKE AMER Opt CALL 04/21/2007........ (Call) 17275R902 762,500 1,220 X n/a n/a CSCO 17.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 17275R902 346,320 624 X n/a n/a CSCO 2.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 17275R902 512,500 250 X n/a n/a CSCO 20.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 17275R902 789,700 1,490 X n/a n/a CSCO 20.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 17275R902 3,296,680 9,032 X n/a n/a CSCO 20.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 17275R902 490,440 1,608 X n/a n/a CSCO 22.5 STRIKE AMER Opt CALL 01/19/2008........ (Call) 17275R902 667,500 1,780 X n/a n/a COLUMN TOTALS............ 10,746,570
FORM 13F Page 166 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- CSCO 22.5 STRIKE AMER CALL Opt 10/21/2006.... (Call) 17275R902 359,865 4,362 X n/a n/a CSX 37.5 STRIKE AMER CALL Opt 01/20/2007.... (Call) 126408903 278,180 3,974 X n/a n/a CTSH 45.0 STRIKE AMER CALL Opt 01/20/2007.... (Call) 192446902 237,000 79 X n/a n/a CTSH 50.0 STRIKE AMER CALL Opt 01/20/2007.... (Call) 192446902 855,975 339 X n/a n/a CTSH 55.0 STRIKE AMER CALL Opt 01/20/2007.... (Call) 192446902 388,220 188 X n/a n/a CTSH 60.0 STRIKE AMER CALL Opt 10/21/2006.... (Call) 192446902 293,150 205 X n/a n/a CTSH 65.0 STRIKE AMER CALL Opt 10/21/2006.... (Call) 192446902 274,995 291 X n/a n/a CTSH 70.0 STRIKE AMER CALL Opt 10/21/2006.... (Call) 192446902 216,000 432 X n/a n/a CTX 40.0 STRIKE AMER CALL Opt 01/20/2007.... (Call) 152312904 210,645 151 X n/a n/a CTX 50.0 STRIKE AMER CALL Opt 01/20/2007.... (Call) 152312904 388,740 627 X n/a n/a CTX 50.0 STRIKE AMER CALL Opt 10/21/2006.... (Call) 152312904 414,995 1,169 X n/a n/a CTXS 20.0 STRIKE AMER CALL Opt 01/20/2007.... (Call) 177376900 374,030 226 X n/a n/a CTXS 25.0 STRIKE AMER CALL Opt 01/20/2007.... (Call) 177376900 246,750 210 X n/a n/a CVH 45.0 STRIKE AMER CALL Opt 10/21/2006.... (Call) 222862904 1,028,450 1,535 X n/a n/a COLUMN TOTALS........ 5,566,995
FORM 13F Page 167 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- CVS 10.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 126650900 469,475 211 X n/a n/a CVS 20.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 126650900 202,935 163 X n/a n/a CVS 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 126650900 467,500 1,375 X n/a n/a CVX 45.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 166764900 741,690 369 X n/a n/a CVX 50.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 166764900 362,390 217 X n/a n/a CVX 60.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 166764900 376,360 388 X n/a n/a CVX 60.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 166764900 519,350 799 X n/a n/a CVX 60.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 166764900 734,240 1,412 X n/a n/a CVX 60.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 166764900 349,200 582 X n/a n/a CVX 65.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 166764900 327,600 468 X n/a n/a CVX 65.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 166764900 667,550 2,054 X n/a n/a CWTR 25.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 193068903 317,600 794 X n/a n/a CY 15.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 232806909 606,220 1,783 X n/a n/a D 70.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 25746U909 828,360 1,062 X n/a n/a COLUMN TOTALS............ 6,970,470
FORM 13F Page 168 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- D 75.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 25746U909 235,340 574 X n/a n/a DD 37.5 STRIKE AMER CALL Opt 01/20/2007............. (Call) 263534909 221,560 382 X n/a n/a DD 37.5 STRIKE AMER CALL Opt 10/21/2006............. (Call) 263534909 333,300 606 X n/a n/a DD 40.0 STRIKE AMER CALL Opt 01/19/2008............. (Call) 263534909 1,154,820 2,026 X n/a n/a DD 40.0 STRIKE AMER CALL Opt 10/21/2006............. (Call) 263534909 624,945 2,049 X n/a n/a DDS 25.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 254067901 239,400 285 X n/a n/a DE 80.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 244199905 494,100 610 X n/a n/a DE 80.0 STRIKE AMER CALL Opt 10/21/2006............. (Call) 244199905 263,160 516 X n/a n/a DECK 30.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 243537907 264,475 149 X n/a n/a DELL 17.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 24702R901 226,200 390 X n/a n/a DELL 17.5 STRIKE AMER Opt CALL 02/17/2007........ (Call) 24702R901 249,900 420 X n/a n/a DELL 20.0 STRIKE AMER Opt CALL 02/17/2007........ (Call) 24702R901 1,459,130 3,694 X n/a n/a DELL 20.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 24702R901 608,585 2,063 X n/a n/a DELL 20.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 24702R901 271,375 835 X n/a n/a COLUMN TOTALS............ 6,646,290
FORM 13F Page 169 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- DELL 22.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 24702R901 363,475 4,154 X n/a n/a DGX 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 74834L900 281,960 106 X n/a n/a DHI 17.5 STRIKE AMER Opt CALL 11/18/2006........ (Call) 23331A909 645,175 985 X n/a n/a DHI 20.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 23331A909 451,000 1,100 X n/a n/a DHI 20.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 23331A909 878,490 2,043 X n/a n/a DHI 22.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 23331A909 797,535 4,311 X n/a n/a DHI 22.5 STRIKE AMER Opt CALL 11/18/2006........ (Call) 23331A909 555,540 2,364 X n/a n/a DIA 100 STRIKE AMER CALL Opt 01/20/2007............. (Call) 252787906 1,963,630 1,097 X n/a n/a DIA 104.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 252787906 1,322,580 938 X n/a n/a DIA 104.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 252787906 268,520 196 X n/a n/a DIA 105.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 252787906 291,200 208 X n/a n/a DIA 105.0 STRIKE AMER Opt CALL 03/30/2007........ (Call) 252787906 447,300 315 X n/a n/a DIA 105.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 252787906 226,800 189 X n/a n/a DIA 105.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 252787906 214,630 169 X n/a n/a COLUMN TOTALS............ 8,707,835
FORM 13F Page 170 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- DIA 106.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 252787906 821,015 743 X n/a n/a DIA 107.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 252787906 510,120 468 X n/a n/a DIA 108.0 STRIKE AMER Opt CALL 06/16/2007........ (Call) 252787906 979,200 765 X n/a n/a DIA 108.0 STRIKE AMER Opt CALL 06/29/2007........ (Call) 252787906 848,225 655 X n/a n/a DIA 108.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 252787906 860,655 951 X n/a n/a DIA 108.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 252787906 1,271,000 1,271 X n/a n/a DIA 109.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 252787906 1,766,610 2,181 X n/a n/a DIA 109.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 252787906 435,890 479 X n/a n/a DIA 110.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 252787906 1,353,970 1,907 X n/a n/a DIA 110.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 252787906 277,970 361 X n/a n/a DIA 111.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 252787906 1,185,720 1,928 X n/a n/a DIA 111.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 252787906 258,420 354 X n/a n/a DIA 111.75 STRIKE AMER Opt CALL 01/20/2007........ (Call) 252787906 885,040 1,196 X n/a n/a DIA 112.0 STRIKE AMER Opt CALL 01/17/2009........ (Call) 252787906 431,950 265 X n/a n/a COLUMN TOTALS............ 11,885,785
FORM 13F Page 171 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- DIA 112.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 252787906 432,000 600 X n/a n/a DIA 112.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 252787906 752,810 907 X n/a n/a DIA 112.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 252787906 1,841,840 3,542 X n/a n/a DIA 112.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 252787906 1,782,950 2,743 X n/a n/a DIA 113.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 252787906 1,290,725 3,037 X n/a n/a DIA 113.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 252787906 383,000 766 X n/a n/a DIA 113.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 252787906 1,669,530 2,929 X n/a n/a DIA 114.0 STRIKE AMER Opt CALL 06/29/2007........ (Call) 252787906 347,985 407 X n/a n/a DIA 114.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 252787906 1,019,320 2,998 X n/a n/a DIA 114.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 252787906 1,726,270 3,523 X n/a n/a DIA 114.0 STRIKE AMER Opt CALL 12/29/2006........ (Call) 252787906 688,500 1,350 X n/a n/a DIA 115.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 252787906 408,090 669 X n/a n/a DIA 115.0 STRIKE AMER Opt CALL 06/29/2007........ (Call) 252787906 793,635 1,011 X n/a n/a DIA 115.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 252787906 1,667,955 6,541 X n/a n/a COLUMN TOTALS............ 14,804,610
FORM 13F Page 172 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- DIA 115.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 252787906 241,155 699 X n/a n/a DIA 115.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 252787906 407,530 982 X n/a n/a DIA 116.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 252787906 226,800 420 X n/a n/a DIA 116.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 252787906 222,300 1,235 X n/a n/a DIA 116.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 252787906 602,100 2,230 X n/a n/a DIA 117.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 252787906 937,080 2,603 X n/a n/a DIA 117.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 252787906 253,790 1,238 X n/a n/a DIA 117.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 252787906 550,200 1,965 X n/a n/a DIA 119.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 252787906 289,325 355 X n/a n/a DIA 120.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 252787906 302,373 1,531 X n/a n/a DIA 124.0 STRIKE AMER Opt CALL 01/17/2009........ (Call) 252787906 245,760 256 X n/a n/a DIA 128.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 252787906 324,480 832 X n/a n/a DIA 132.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 252787906 399,960 1,584 X n/a n/a DIA 87.75 STRIKE AMER Opt CALL 01/20/2007........ (Call) 252787906 782,760 264 X n/a n/a COLUMN TOTALS............ 5,785,613
FORM 13F Page 173 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- DIA 88.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 252787906 687,960 234 X n/a n/a DIA 90.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 252787906 942,850 346 X n/a n/a DIA 91.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 252787906 1,254,750 478 X n/a n/a DIA 92.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 252787906 1,195,680 424 X n/a n/a DIA 92.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 252787906 1,183,200 464 X n/a n/a DIA 92.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 252787906 393,680 152 X n/a n/a DIA 92.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 252787906 210,000 84 X n/a n/a DIA 92.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 252787906 226,800 90 X n/a n/a DIA 93.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 252787906 886,950 365 X n/a n/a DIA 94.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 252787906 2,327,670 999 X n/a n/a DIA 95.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 252787906 1,864,280 836 X n/a n/a DIA 96.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 252787906 377,720 152 X n/a n/a DIA 96.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 252787906 1,223,355 573 X n/a n/a DIA 98.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 252787906 866,400 456 X n/a n/a COLUMN TOTALS............ 13,641,295
FORM 13F Page 174 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- DIA 99.0 STRIKE AMER Opt CALL 06/16/2007........ (Call) 252787906 403,970 199 X n/a n/a DIA 99.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 252787906 232,470 126 X n/a n/a DIS 20.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 254687906 244,800 204 X n/a n/a DIS 27.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 254687906 334,600 956 X n/a n/a DIS 30.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 254687906 602,625 4,821 X n/a n/a DISH 20.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 278762909 296,820 204 X n/a n/a DNA 100.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 368710906 352,080 652 X n/a n/a DNA 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 368710906 1,052,370 198 X n/a n/a DNA 50.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 368710906 974,850 291 X n/a n/a DNA 60.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 368710906 902,500 380 X n/a n/a DNA 80.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 368710906 267,120 636 X n/a n/a DO 50.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 25271C902 2,751,840 1,176 X n/a n/a DO 55.0 STRIKE AMER CALL Opt 03/17/2007............. (Call) 25271C902 512,130 258 X n/a n/a DO 60.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 25271C902 1,192,000 800 X n/a n/a COLUMN TOTALS............ 10,120,175
FORM 13F Page 175 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- DO 60.0 STRIKE AMER CALL Opt 03/17/2007............. (Call) 25271C902 208,650 130 X n/a n/a DO 65.0 STRIKE AMER CALL Opt 01/19/2008............. (Call) 25271C902 276,500 158 X n/a n/a DO 65.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 25271C902 561,375 499 X n/a n/a DO 65.0 STRIKE AMER CALL Opt 03/17/2007............. (Call) 25271C902 768,350 605 X n/a n/a DO 70.0 STRIKE AMER CALL Opt 03/17/2007............. (Call) 25271C902 229,125 235 X n/a n/a DO 70.0 STRIKE AMER CALL Opt 12/16/2006............. (Call) 25271C902 275,915 397 X n/a n/a DOW 35.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 260543903 265,050 570 X n/a n/a DOW 40.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 260543903 229,250 1,834 X n/a n/a DOX 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) G02602903 293,230 497 X n/a n/a DRIV 40.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 25388B904 320,370 181 X n/a n/a DRIV 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 25388B904 332,815 257 X n/a n/a DRL 5.0 STRIKE AMER CALL Opt 01/19/2008............. (Call) 25811P900 421,300 1,532 X n/a n/a DVN 55.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 25179M903 402,800 380 X n/a n/a EBAY 22.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 278642903 396,225 587 X n/a n/a COLUMN TOTALS............ 4,980,955
FORM 13F Page 176 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- EBAY 25.0 STRIKE AMER Opt CALL 01/17/2009........ (Call) 278642903 575,505 609 X n/a n/a EBAY 25.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 278642903 675,615 1,851 X n/a n/a EBAY 27.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 278642903 590,720 1,846 X n/a n/a EBAY 27.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 278642903 304,235 1,714 X n/a n/a EBAY 32.5 STRIKE AMER Opt CALL 01/19/2008........ (Call) 278642903 231,600 579 X n/a n/a EBAY 35.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 278642903 669,375 2,125 X n/a n/a EBAY 40.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 278642903 203,110 1,069 X n/a n/a EDS 20.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 285661904 201,960 408 X n/a n/a EK 22.5 STRIKE AMER CALL Opt 01/20/2007............. (Call) 277461909 663,425 3,791 X n/a n/a EMC 10.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 268648902 360,855 1,782 X n/a n/a EMC 11.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 268648902 237,038 2,205 X n/a n/a EMR 50.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 291011904 225,720 66 X n/a n/a EOG 15.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 26875P901 407,025 81 X n/a n/a EOG 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 26875P901 211,140 69 X n/a n/a COLUMN TOTALS............ 5,557,323
FORM 13F Page 177 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- EOP 35.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 294741903 274,040 403 X n/a n/a EOP 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 294741903 422,280 782 X n/a n/a ERTS 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 285512909 265,530 159 X n/a n/a ERTS 45.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 285512909 2,081,160 1,692 X n/a n/a ERTS 50.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 285512909 405,040 488 X n/a n/a ERTS 60.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 285512909 3,593,118 12,719 X n/a n/a ESRX 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 302182900 250,405 61 X n/a n/a ESRX 50.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 302182900 359,720 136 X n/a n/a ESRX 60.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 302182900 212,660 124 X n/a n/a ET 10.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 269246904 758,580 538 X n/a n/a ET 12.5 STRIKE AMER CALL Opt 01/19/2008............. (Call) 269246904 267,500 214 X n/a n/a ET 12.5 STRIKE AMER CALL Opt 01/20/2007............. (Call) 269246904 648,180 554 X n/a n/a ET 17.5 STRIKE AMER CALL Opt 01/19/2008............. (Call) 269246904 270,480 322 X n/a n/a ET 20.0 STRIKE AMER CALL Opt 01/19/2008............. (Call) 269246904 313,500 475 X n/a n/a COLUMN TOTALS............ 10,122,193
FORM 13F Page 178 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- ET 22.5 STRIKE AMER CALL Opt 10/21/2006............. (Call) 269246904 231,805 1,253 X n/a n/a ET 30.0 STRIKE AMER CALL Opt 01/19/2008............. (Call) 269246904 209,813 1,119 X n/a n/a EWJ 11.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 464286908 274,860 1,018 X n/a n/a EXC 50.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 30161N901 828,825 771 X n/a n/a EXC 55.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 30161N901 261,900 270 X n/a n/a F 5.0 STRIKE AMER CALL Opt 12/16/2006............. (Call) 345370900 596,925 1,895 X n/a n/a F 6.0 STRIKE AMER CALL Opt 12/16/2006............. (Call) 345370900 201,600 896 X n/a n/a F 7.5 STRIKE AMER CALL Opt 12/16/2006............. (Call) 345370900 219,345 2,089 X n/a n/a FCX 45.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 35671D907 740,000 740 X n/a n/a FCX 50.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 35671D907 269,875 635 X n/a n/a FCX 55.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 35671D907 396,950 467 X n/a n/a FCX 55.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 35671D907 293,150 715 X n/a n/a FCX 55.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 35671D907 221,018 1,551 X n/a n/a FCX 70.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 35671D907 305,760 784 X n/a n/a COLUMN TOTALS............ 5,051,825
FORM 13F Page 179 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- FD 25.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 31410H901 333,900 180 X n/a n/a FD 32.5 STRIKE AMER CALL Opt 11/18/2006............. (Call) 31410H901 222,105 201 X n/a n/a FD 35.0 STRIKE AMER CALL Opt 01/19/2008............. (Call) 31410H901 412,380 348 X n/a n/a FD 35.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 31410H901 650,440 707 X n/a n/a FD 37.5 STRIKE AMER CALL Opt 11/18/2006............. (Call) 31410H901 219,520 343 X n/a n/a FD 40.0 STRIKE AMER CALL Opt 11/18/2006............. (Call) 31410H901 450,210 1,047 X n/a n/a FD 42.5 STRIKE AMER CALL Opt 11/18/2006............. (Call) 31410H901 355,015 1,406 X n/a n/a FDC/BSK 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 319963904 267,020 338 X n/a n/a FDC/BSK 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 319963904 431,735 1,093 X n/a n/a FDX 100.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 31428X906 204,600 165 X n/a n/a FDX 100.0 STRIKE AMER Opt CALL 04/21/2007........ (Call) 31428X906 279,350 185 X n/a n/a FDX 105.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 31428X906 570,850 1,165 X n/a n/a FDX 110.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 31428X906 279,480 1,644 X n/a n/a FDX 50.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 31428X906 403,580 68 X n/a n/a COLUMN TOTALS............ 5,080,185
FORM 13F Page 180 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- FDX 85.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 31428X906 200,265 79 X n/a n/a FISV 45.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 337738908 839,200 2,098 X n/a n/a FLSH 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) M7061C900 233,310 303 X n/a n/a FLSH 40.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) M7061C900 225,330 222 X n/a n/a FMD 55.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 320771908 348,080 229 X n/a n/a FNM 50.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 313586909 1,639,580 2,246 X n/a n/a FNM 60.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 313586909 238,875 1,911 X n/a n/a FOXH 25.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 35166A903 393,960 392 X n/a n/a FPL 42.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 302571904 269,620 793 X n/a n/a FRE 45.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 313400901 280,625 125 X n/a n/a FRE 50.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 313400901 459,195 253 X n/a n/a FRE 60.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 313400901 2,240,720 3,028 X n/a n/a FRE 65.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 313400901 219,600 1,098 X n/a n/a FRX 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 345838906 274,950 130 X n/a n/a COLUMN TOTALS............ 7,863,310
FORM 13F Page 181 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- FRX 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 345838906 373,270 229 X n/a n/a FRX 45.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 345838906 2,187,810 2,997 X n/a n/a FRX 45.0 STRIKE AMER Opt CALL 02/17/2007........ (Call) 345838906 354,200 460 X n/a n/a FRX 45.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 345838906 644,150 991 X n/a n/a FRX 50.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 345838906 206,700 260 X n/a n/a GD 40.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 369550908 674,100 210 X n/a n/a GD 50.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 369550908 360,450 162 X n/a n/a GE 25.0 STRIKE AMER CALL Opt 01/19/2008............. (Call) 369604903 1,048,300 953 X n/a n/a GE 30.0 STRIKE AMER CALL Opt 12/16/2006............. (Call) 369604903 399,000 700 X n/a n/a GE 32.5 STRIKE AMER CALL Opt 01/20/2007............. (Call) 369604903 1,366,800 4,020 X n/a n/a GE 32.5 STRIKE AMER CALL Opt 10/21/2006............. (Call) 369604903 937,510 3,178 X n/a n/a GE 32.5 STRIKE AMER CALL Opt 12/16/2006............. (Call) 369604903 558,030 1,691 X n/a n/a GE 35.0 STRIKE AMER CALL Opt 01/19/2008............. (Call) 369604903 231,000 700 X n/a n/a GE 35.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 369604903 1,133,320 7,816 X n/a n/a COLUMN TOTALS............ 10,474,640
FORM 13F Page 182 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- GE 35.0 STRIKE AMER CALL Opt 12/16/2006............. (Call) 369604903 559,500 4,476 X n/a n/a GENZ 50.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 372917904 213,900 115 X n/a n/a GES 35.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 401617905 300,030 219 X n/a n/a GILD 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 375558903 231,280 59 X n/a n/a GILD 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 375558903 996,660 339 X n/a n/a GILD 45.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 375558903 453,250 185 X n/a n/a GILD 50.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 375558903 1,457,550 738 X n/a n/a GILD 55.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 375558903 387,600 272 X n/a n/a GILD 57.5 STRIKE AMER Opt CALL 11/18/2006........ (Call) 375558903 480,760 404 X n/a n/a GILD 65.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 375558903 589,050 1,071 X n/a n/a GILD 70.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 375558903 200,200 1,456 X n/a n/a GIS 45.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 370334904 458,150 385 X n/a n/a GIVN 15.0 STRIKE AMER Opt CALL 02/17/2007........ (Call) M52020900 219,310 482 X n/a n/a GLW 10.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 219350905 468,800 320 X n/a n/a COLUMN TOTALS............ 7,016,040
FORM 13F Page 183 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- GLW 20.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 219350905 477,360 918 X n/a n/a GLW 22.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 219350905 2,727,060 12,684 X n/a n/a GLW 25.0 STRIKE AMER Opt CALL 02/17/2007........ (Call) 219350905 217,350 966 X n/a n/a GM 12.5 STRIKE AMER CALL Opt 01/19/2008............. (Call) 370442905 477,660 228 X n/a n/a GM 17.5 STRIKE AMER CALL Opt 01/19/2008............. (Call) 370442905 335,000 200 X n/a n/a GM 20.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 370442905 271,350 201 X n/a n/a GM 20.0 STRIKE AMER CALL Opt 12/16/2006............. (Call) 370442905 402,000 300 X n/a n/a GM 22.5 STRIKE AMER CALL Opt 01/20/2007............. (Call) 370442905 4,196,640 3,747 X n/a n/a GM 25.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 370442905 1,461,535 1,633 X n/a n/a GM 27.5 STRIKE AMER CALL Opt 01/20/2007............. (Call) 370442905 5,657,310 8,199 X n/a n/a GM 27.5 STRIKE AMER CALL Opt 12/16/2006............. (Call) 370442905 452,605 691 X n/a n/a GM 30.0 STRIKE AMER CALL Opt 01/19/2008............. (Call) 370442905 899,760 1,104 X n/a n/a GM 30.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 370442905 996,365 1,973 X n/a n/a GM 30.0 STRIKE AMER CALL Opt 03/17/2007............. (Call) 370442905 237,120 416 X n/a n/a COLUMN TOTALS............ 18,809,115
FORM 13F Page 184 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- GM 30.0 STRIKE AMER CALL Opt 10/21/2006............. (Call) 370442905 499,320 1,368 X n/a n/a GM 30.0 STRIKE AMER CALL Opt 12/16/2006............. (Call) 370442905 379,960 826 X n/a n/a GM 32.5 STRIKE AMER CALL Opt 10/21/2006............. (Call) 370442905 317,903 1,791 X n/a n/a GM 32.5 STRIKE AMER CALL Opt 12/16/2006............. (Call) 370442905 339,708 1,123 X n/a n/a GM 35.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 370442905 211,138 889 X n/a n/a GOOG 100.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 8,763,925 289 X n/a n/a GOOG 105.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 3,460,280 116 X n/a n/a GOOG 110.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 8,361,900 285 X n/a n/a GOOG 115.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 8,078,000 280 X n/a n/a GOOG 120.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 11,911,200 420 X n/a n/a GOOG 125.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 1,895,160 68 X n/a n/a GOOG 125.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 38259P908 278,000 10 X n/a n/a GOOG 135.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 4,408,320 164 X n/a n/a GOOG 135.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 38259P908 214,520 8 X n/a n/a COLUMN TOTALS............ 49,119,333
FORM 13F Page 185 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- GOOG 140.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 4,143,230 157 X n/a n/a GOOG 140.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 38259P908 763,425 29 X n/a n/a GOOG 145.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 3,003,820 116 X n/a n/a GOOG 155.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 1,843,710 74 X n/a n/a GOOG 155.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 38259P908 273,295 11 X n/a n/a GOOG 160.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 5,959,700 244 X n/a n/a GOOG 160.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 38259P908 219,105 9 X n/a n/a GOOG 165.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 7,898,550 330 X n/a n/a GOOG 165.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 38259P908 763,360 32 X n/a n/a GOOG 170.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 6,986,610 298 X n/a n/a GOOG 170.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 38259P908 1,401,600 60 X n/a n/a GOOG 175.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 38259P908 4,850,020 202 X n/a n/a GOOG 175.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 4,131,900 180 X n/a n/a GOOG 175.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 38259P908 457,200 20 X n/a n/a COLUMN TOTALS............ 42,695,525
FORM 13F Page 186 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- GOOG 180.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 38259P908 5,302,125 225 X n/a n/a GOOG 180.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 4,874,905 217 X n/a n/a GOOG 185.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 38259P908 2,150,160 93 X n/a n/a GOOG 185.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 5,119,010 233 X n/a n/a GOOG 190.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 38259P908 4,534,000 200 X n/a n/a GOOG 190.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 10,009,680 466 X n/a n/a GOOG 195.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 38259P908 3,335,250 150 X n/a n/a GOOG 195.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 7,999,095 381 X n/a n/a GOOG 195.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 38259P908 1,044,750 50 X n/a n/a GOOG 200.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 38259P908 675,335 31 X n/a n/a GOOG 200.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 12,569,565 613 X n/a n/a GOOG 210.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 38259P908 459,910 22 X n/a n/a GOOG 210.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 3,143,525 161 X n/a n/a GOOG 220.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 38259P908 1,082,160 54 X n/a n/a COLUMN TOTALS............ 62,299,470
FORM 13F Page 187 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- GOOG 220.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 4,395,165 237 X n/a n/a GOOG 230.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 38259P908 959,250 50 X n/a n/a GOOG 240.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 531,200 32 X n/a n/a GOOG 250.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 38259P908 3,416,400 195 X n/a n/a GOOG 250.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 38259P908 619,000 40 X n/a n/a GOOG 260.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 38259P908 334,100 20 X n/a n/a GOOG 260.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 2,435,220 166 X n/a n/a GOOG 260.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 38259P908 377,000 26 X n/a n/a GOOG 270.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 38259P908 238,350 15 X n/a n/a GOOG 280.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 1,723,275 135 X n/a n/a GOOG 290.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 38259P908 544,920 38 X n/a n/a GOOG 290.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 898,700 76 X n/a n/a GOOG 290.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 38259P908 371,910 33 X n/a n/a GOOG 310.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 38259P908 1,235,040 96 X n/a n/a COLUMN TOTALS............ 18,079,530
FORM 13F Page 188 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- GOOG 310.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 229,885 23 X n/a n/a GOOG 310.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 38259P908 742,800 80 X n/a n/a GOOG 320.0 STRIKE AMER Opt CALL 01/17/2009........ (Call) 38259P908 289,100 20 X n/a n/a GOOG 320.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 38259P908 316,030 26 X n/a n/a GOOG 320.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 38259P908 921,855 111 X n/a n/a GOOG 330.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 38259P908 1,032,300 90 X n/a n/a GOOG 330.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 1,966,970 239 X n/a n/a GOOG 340.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 38259P908 227,010 21 X n/a n/a GOOG 340.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 273,430 37 X n/a n/a GOOG 340.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 38259P908 1,049,400 165 X n/a n/a GOOG 350.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 38259P908 518,670 51 X n/a n/a GOOG 360.0 STRIKE AMER Opt CALL 01/17/2009........ (Call) 38259P908 218,430 18 X n/a n/a GOOG 360.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 476,830 82 X n/a n/a GOOG 370.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 38259P908 286,880 32 X n/a n/a COLUMN TOTALS............ 8,549,590
FORM 13F Page 189 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- GOOG 370.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 3,299,700 647 X n/a n/a GOOG 380.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 362,440 82 X n/a n/a GOOG 390.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 315,400 83 X n/a n/a GOOG 390.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 38259P908 1,268,710 578 X n/a n/a GOOG 400.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 38259P908 1,116,180 689 X n/a n/a GOOG 400.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 38259P908 270,765 99 X n/a n/a GOOG 420.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 38259P908 2,365,380 3,092 X n/a n/a GOOG 430.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 38259P908 214,000 428 X n/a n/a GOOG 440.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 38259P908 345,565 1,133 X n/a n/a GOOG 440.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 38259P908 212,965 191 X n/a n/a GOOG 520.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 38259P908 608,020 202 X n/a n/a GOOG 55.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 2,363,000 68 X n/a n/a GOOG 570.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 38259P908 324,415 161 X n/a n/a GOOG 65.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 371,415 11 X n/a n/a COLUMN TOTALS............ 13,437,955
FORM 13F Page 190 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- GOOG 70.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 2,229,425 67 X n/a n/a GOOG 75.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 2,950,200 90 X n/a n/a GOOG 80.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 5,101,820 158 X n/a n/a GOOG 85.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 6,773,400 213 X n/a n/a GOOG 90.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 6,011,520 192 X n/a n/a GOOG 95.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38259P908 708,860 23 X n/a n/a GPS 20.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 364760908 1,579,808 17,079 X n/a n/a GRMN 35.0 STRIKE AMER Opt CALL 01/17/2009........ (Call) G37260909 205,700 110 X n/a n/a GRMN 35.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) G37260909 561,120 334 X n/a n/a GRMN 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) G37260909 346,860 246 X n/a n/a GRMN 37.5 STRIKE AMER Opt CALL 01/19/2008........ (Call) G37260909 280,275 185 X n/a n/a GRMN 40.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) G37260909 612,885 449 X n/a n/a GRMN 42.5 STRIKE AMER Opt CALL 01/19/2008........ (Call) G37260909 262,150 214 X n/a n/a GRMN 42.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) G37260909 488,800 611 X n/a n/a COLUMN TOTALS............ 28,112,823
FORM 13F Page 191 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- GRMN 42.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) G37260909 434,085 673 X n/a n/a GRMN 45.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) G37260909 621,030 978 X n/a n/a GRMN 45.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) G37260909 553,350 1,302 X n/a n/a GRMN 47.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) G37260909 377,300 770 X n/a n/a GRMN 50.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) G37260909 203,300 535 X n/a n/a GS 100.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38141G904 2,158,830 306 X n/a n/a GS 105.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38141G904 663,065 101 X n/a n/a GS 110.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 38141G904 244,570 37 X n/a n/a GS 110.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38141G904 5,485,725 903 X n/a n/a GS 115.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 38141G904 414,395 67 X n/a n/a GS 120.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38141G904 828,630 162 X n/a n/a GS 125.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 38141G904 510,150 95 X n/a n/a GS 125.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38141G904 417,150 90 X n/a n/a GS 130.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38141G904 503,360 121 X n/a n/a COLUMN TOTALS............ 13,414,940
FORM 13F Page 192 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- GS 135.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38141G904 2,165,270 586 X n/a n/a GS 135.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 38141G904 232,825 67 X n/a n/a GS 140.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 38141G904 210,750 50 X n/a n/a GS 140.0 STRIKE AMER Opt CALL 04/21/2007........ (Call) 38141G904 319,865 91 X n/a n/a GS 145.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 38141G904 575,140 149 X n/a n/a GS 150.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38141G904 1,068,980 452 X n/a n/a GS 150.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 38141G904 510,720 256 X n/a n/a GS 155.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38141G904 395,920 202 X n/a n/a GS 155.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 38141G904 854,240 562 X n/a n/a GS 160.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38141G904 2,393,700 1,515 X n/a n/a GS 170.0 STRIKE AMER Opt CALL 04/21/2007........ (Call) 38141G904 401,310 294 X n/a n/a GS 175.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38141G904 474,640 698 X n/a n/a GS 175.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 38141G904 440,910 1,242 X n/a n/a GS 180.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 38141G904 777,850 1,655 X n/a n/a COLUMN TOTALS............ 10,822,120
FORM 13F Page 193 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- GS 70.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 38141G904 379,810 38 X n/a n/a GS 90.0 STRIKE AMER CALL Opt 01/19/2008............. (Call) 38141G904 351,120 42 X n/a n/a GS 90.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 38141G904 273,190 34 X n/a n/a GS 95.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 38141G904 701,685 93 X n/a n/a GSF 37.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) G3930E901 261,360 198 X n/a n/a GSF 40.0 STRIKE AMER Opt CALL 01/17/2009........ (Call) G3930E901 255,170 158 X n/a n/a GSF 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) G3930E901 414,700 377 X n/a n/a GSF 45.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) G3930E901 397,800 360 X n/a n/a GSF 50.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) G3930E901 277,020 324 X n/a n/a GW 7.5 STRIKE AMER CALL Opt 03/17/2007............. (Call) 397888908 343,200 6,240 X n/a n/a HAL 12.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 406216901 1,440,950 895 X n/a n/a HAL 25.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 406216901 250,025 365 X n/a n/a HAL 27.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 406216901 237,220 818 X n/a n/a HD 32.5 STRIKE AMER CALL Opt 02/17/2007............. (Call) 437076902 241,000 482 X n/a n/a COLUMN TOTALS............ 5,824,250
FORM 13F Page 194 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- HD 32.5 STRIKE AMER CALL Opt 11/18/2006............. (Call) 437076902 584,800 1,376 X n/a n/a HD 35.0 STRIKE AMER CALL Opt 02/17/2007............. (Call) 437076902 329,875 1,015 X n/a n/a HDI 47.5 STRIKE AMER Opt CALL 11/18/2006........ (Call) 412822908 203,450 130 X n/a n/a HDI 50.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 412822908 3,190,560 2,312 X n/a n/a HDI 52.5 STRIKE AMER Opt CALL 11/18/2006........ (Call) 412822908 296,480 272 X n/a n/a HDI 55.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 412822908 693,160 806 X n/a n/a HDI 57.5 STRIKE AMER Opt CALL 11/18/2006........ (Call) 412822908 412,750 635 X n/a n/a HES 13.375 STRIKE AMER Opt CALL 01/20/2007........ (Call) 42809H907 14,590,145 5,183 X n/a n/a HES 20.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 42809H907 298,080 138 X n/a n/a HES 38.375 STRIKE AMER Opt CALL 01/20/2007........ (Call) 42809H907 269,500 490 X n/a n/a HET 65.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 413619907 287,615 943 X n/a n/a HLT 20.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 432848909 229,075 245 X n/a n/a HLTH 7.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 290849908 409,360 952 X n/a n/a HNT 25.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 42222G908 259,935 129 X n/a n/a COLUMN TOTALS............ 22,054,785
FORM 13F Page 195 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- HON 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 438516906 242,450 373 X n/a n/a HON 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 438516906 630,875 2,450 X n/a n/a HON 42.5 STRIKE AMER Opt CALL 12/16/2006........ (Call) 438516906 202,410 2,249 X n/a n/a HOV 22.5 STRIKE AMER Opt CALL 02/17/2007........ (Call) 442487903 250,400 313 X n/a n/a HPQ 17.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 428236903 215,895 111 X n/a n/a HPQ 17.5 STRIKE AMER Opt CALL 02/17/2007........ (Call) 428236903 224,250 115 X n/a n/a HPQ 20.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 428236903 538,790 301 X n/a n/a HPQ 25.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 428236903 431,340 316 X n/a n/a HPQ 27.5 STRIKE AMER Opt CALL 02/17/2007........ (Call) 428236903 219,000 219 X n/a n/a HPQ 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 428236903 286,900 380 X n/a n/a HPQ 30.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 428236903 269,090 379 X n/a n/a HPQ 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 428236903 863,590 2,366 X n/a n/a HPQ 37.5 STRIKE AMER Opt CALL 11/18/2006........ (Call) 428236903 348,580 2,404 X n/a n/a HPQ 40.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 428236903 375,840 864 X n/a n/a COLUMN TOTALS............ 5,099,410
FORM 13F Page 196 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- IACI 17.5 STRIKE AMER CALL Opt 01/19/2008..... (Call) 44919P900 224,645 179 X n/a n/a IACID 15.0 STRIKE AMER CALL Opt 01/19/2008..... (Call) 44919P900 767,340 522 X n/a n/a IACID 25.0 STRIKE AMER CALL Opt 01/20/2007..... (Call) 44919P900 266,800 580 X n/a n/a IBM 55.0 STRIKE AMER CALL Opt 10/21/2006..... (Call) 459200901 222,630 82 X n/a n/a IBM 65.0 STRIKE AMER CALL Opt 01/19/2008..... (Call) 459200901 495,925 239 X n/a n/a IBM 65.0 STRIKE AMER CALL Opt 01/20/2007..... (Call) 459200901 1,388,730 778 X n/a n/a IBM 65.0 STRIKE AMER CALL Opt 04/21/2007..... (Call) 459200901 206,460 111 X n/a n/a IBM 65.0 STRIKE AMER CALL Opt 10/21/2006..... (Call) 459200901 1,056,080 614 X n/a n/a IBM 70.0 STRIKE AMER CALL Opt 01/19/2008..... (Call) 459200901 279,720 168 X n/a n/a IBM 70.0 STRIKE AMER CALL Opt 01/20/2007..... (Call) 459200901 617,010 471 X n/a n/a IBM 70.0 STRIKE AMER CALL Opt 04/21/2007..... (Call) 459200901 359,680 256 X n/a n/a IBM 70.0 STRIKE AMER CALL Opt 10/21/2006..... (Call) 459200901 357,460 293 X n/a n/a IBM 75.0 STRIKE AMER CALL Opt 01/20/2007..... (Call) 459200901 304,440 354 X n/a n/a IBM 75.0 STRIKE AMER CALL Opt 10/21/2006..... (Call) 459200901 502,005 683 X n/a n/a COLUMN TOTALS.... 7,048,925
FORM 13F Page 197 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- IBM 80.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 459200901 695,565 2,378 X n/a n/a IBM 85.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 459200901 250,035 1,266 X n/a n/a ICE 55.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 45865V900 246,225 105 X n/a n/a IDCC 30.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 45866A905 214,830 217 X n/a n/a IGT 25.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 459902902 259,050 157 X n/a n/a IGT 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 459902902 238,525 203 X n/a n/a IGT 30.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 459902902 299,000 260 X n/a n/a INTC 10.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 458140900 215,180 203 X n/a n/a INTC 12.5 STRIKE AMER Opt CALL 04/21/2007........ (Call) 458140900 538,670 649 X n/a n/a INTC 15.0 STRIKE AMER Opt CALL 04/21/2007........ (Call) 458140900 1,695,155 2,849 X n/a n/a INTC 15.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 458140900 272,330 482 X n/a n/a INTC 15.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 458140900 223,175 395 X n/a n/a INTC 17.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 458140900 2,246,300 6,418 X n/a n/a INTC 17.5 STRIKE AMER Opt CALL 04/21/2007........ (Call) 458140900 1,627,780 4,228 X n/a n/a COLUMN TOTALS............ 9,021,820
FORM 13F Page 198 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- INTC 17.5 STRIKE AMER Opt CALL 11/18/2006........ (Call) 458140900 258,375 795 X n/a n/a INTC 20.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 458140900 623,700 1,980 X n/a n/a INTC 20.0 STRIKE AMER Opt CALL 04/21/2007........ (Call) 458140900 302,813 1,425 X n/a n/a INTC 20.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 458140900 906,685 9,802 X n/a n/a INTU 17.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 461202903 287,570 193 X n/a n/a IP 25.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 460146903 482,160 492 X n/a n/a IP 30.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 460146903 237,120 456 X n/a n/a IP 35.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 460146903 203,345 1,214 X n/a n/a IPG 10.0 STRIKE AMER Opt CALL 01/17/2009........ (Call) 460690900 395,000 2,000 X n/a n/a ISRG 150.0 STRIKE AMER Opt CALL 01/17/2009........ (Call) 46120E902 229,800 120 X n/a n/a ISRG 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 46120E902 219,965 29 X n/a n/a IVGN 70.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 46185R900 264,550 407 X n/a n/a IWM 48.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 464287905 446,520 183 X n/a n/a IWM 49.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 464287905 236,385 103 X n/a n/a COLUMN TOTALS............ 5,093,988
FORM 13F Page 199 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- IWM 50.0 STRIKE AMER Opt CALL 01/17/2009........ (Call) 464287905 445,475 173 X n/a n/a IWM 51.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 464287905 206,125 97 X n/a n/a IWM 53.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 464287905 250,880 128 X n/a n/a IWM 53.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 464287905 345,710 181 X n/a n/a IWM 54.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 464287905 410,190 226 X n/a n/a IWM 55.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 464287905 344,000 200 X n/a n/a IWM 56.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 464287905 785,575 469 X n/a n/a IWM 56.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 464287905 593,320 364 X n/a n/a IWM 57.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 464287905 268,600 170 X n/a n/a IWM 58.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 464287905 275,650 185 X n/a n/a IWM 58.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 464287905 267,840 186 X n/a n/a IWM 59.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 464287905 231,000 165 X n/a n/a IWM 59.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 464287905 357,780 267 X n/a n/a IWM 59.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 464287905 369,900 274 X n/a n/a COLUMN TOTALS............ 5,152,045
FORM 13F Page 200 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- IWM 60.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 464287905 1,323,270 1,014 X n/a n/a IWM 60.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 464287905 1,174,035 943 X n/a n/a IWM 60.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 464287905 212,940 169 X n/a n/a IWM 61.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 464287905 1,634,150 1,421 X n/a n/a IWM 61.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 464287905 445,770 381 X n/a n/a IWM 62.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 464287905 366,120 324 X n/a n/a IWM 62.0 STRIKE AMER Opt CALL 02/17/2007........ (Call) 464287905 319,410 273 X n/a n/a IWM 62.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 464287905 399,620 377 X n/a n/a IWM 63.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 464287905 309,920 298 X n/a n/a IWM 63.0 STRIKE AMER Opt CALL 02/17/2007........ (Call) 464287905 323,730 297 X n/a n/a IWM 63.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 464287905 886,080 923 X n/a n/a IWM 64.0 STRIKE AMER Opt CALL 02/17/2007........ (Call) 464287905 781,000 781 X n/a n/a IWM 64.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 464287905 361,050 415 X n/a n/a IWM 65.0 STRIKE AMER Opt CALL 02/17/2007........ (Call) 464287905 1,012,920 1,101 X n/a n/a COLUMN TOTALS............ 9,550,015
FORM 13F Page 201 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- IWM 65.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 464287905 705,600 840 X n/a n/a IWM 66.0 STRIKE AMER Opt CALL 02/17/2007........ (Call) 464287905 504,050 593 X n/a n/a IWM 66.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 464287905 1,019,900 1,457 X n/a n/a IWM 67.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 464287905 221,040 307 X n/a n/a IWM 67.0 STRIKE AMER Opt CALL 02/17/2007........ (Call) 464287905 1,181,180 1,534 X n/a n/a IWM 67.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 464287905 496,540 814 X n/a n/a IWM 68.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 464287905 220,480 416 X n/a n/a IWM 69.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 464287905 220,180 218 X n/a n/a IWM 69.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 464287905 1,079,010 1,893 X n/a n/a IWM 69.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 464287905 1,289,015 2,833 X n/a n/a IWM 70.0 STRIKE AMER Opt CALL 05/19/2007........ (Call) 464287905 251,160 364 X n/a n/a IWM 70.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 464287905 962,920 2,534 X n/a n/a IWM 71.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 464287905 2,133,560 4,849 X n/a n/a IWM 71.0 STRIKE AMER Opt CALL 02/17/2007........ (Call) 464287905 523,710 1,058 X n/a n/a COLUMN TOTALS............ 10,808,345
FORM 13F Page 202 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- IWM 72.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 464287905 268,450 767 X n/a n/a IWM 73.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 464287905 334,950 435 X n/a n/a IWM 73.0 STRIKE AMER Opt CALL 02/17/2007........ (Call) 464287905 302,860 797 X n/a n/a IWM 73.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 464287905 222,978 1,129 X n/a n/a IWM 75.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 464287905 753,075 3,347 X n/a n/a IWM 76.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 464287905 202,205 1,093 X n/a n/a IWM 77.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 464287905 216,030 379 X n/a n/a IWM 82.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 464287905 203,870 551 X n/a n/a IWM 85.0 STRIKE AMER Opt CALL 01/17/2009........ (Call) 464287905 376,640 704 X n/a n/a IWN 62.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 464287900 367,500 300 X n/a n/a IWN 64.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 464287900 264,960 256 X n/a n/a IWN 65.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 464287900 292,005 309 X n/a n/a IWO 59.0 STRIKE AMER Opt CALL 02/17/2007........ (Call) 464287908 291,970 194 X n/a n/a IWO 60.0 STRIKE AMER Opt CALL 02/17/2007........ (Call) 464287908 346,275 243 X n/a n/a COLUMN TOTALS............ 4,443,768
FORM 13F Page 203 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- JBL 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 466313903 270,725 1,666 X n/a n/a JBLU 7.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 477143901 517,438 2,435 X n/a n/a JCP 45.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 708160906 296,360 124 X n/a n/a JCP 60.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 708160906 248,670 162 X n/a n/a JCP 70.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 708160906 596,820 5,684 X n/a n/a JNJ 45.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 478160904 438,780 206 X n/a n/a JNJ 45.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 478160904 592,185 291 X n/a n/a JNJ 50.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 478160904 1,146,390 742 X n/a n/a JNJ 55.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 478160904 768,500 725 X n/a n/a JNJ 55.0 STRIKE AMER Opt CALL 04/21/2007........ (Call) 478160904 234,210 211 X n/a n/a JNJ 55.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 478160904 455,735 449 X n/a n/a JNJ 55.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 478160904 1,314,450 1,270 X n/a n/a JNJ 60.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 478160904 587,860 988 X n/a n/a JNJ 60.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 478160904 1,172,140 2,276 X n/a n/a COLUMN TOTALS............ 8,640,263
FORM 13F Page 204 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- JNJ 70.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 478160904 249,570 846 X n/a n/a JNPR 14.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 48203R904 417,860 1,229 X n/a n/a JNPR 20.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 48203R904 234,370 1,019 X n/a n/a JOE 45.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 790148900 313,820 284 X n/a n/a JPM 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 46625H900 5,393,860 7,289 X n/a n/a JPM 40.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 46625H900 422,640 587 X n/a n/a JPM 42.5 STRIKE AMER Opt CALL 03/17/2007........ (Call) 46625H900 320,320 572 X n/a n/a JPM 42.5 STRIKE AMER Opt CALL 12/16/2006........ (Call) 46625H900 828,135 1,673 X n/a n/a JPM 45.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 46625H900 951,615 3,021 X n/a n/a JPM 45.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 46625H900 212,010 573 X n/a n/a JPM 45.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 46625H900 420,325 1,462 X n/a n/a JPM 47.5 STRIKE AMER Opt CALL 12/16/2006........ (Call) 46625H900 200,000 1,600 X n/a n/a JWN 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 655664900 240,295 187 X n/a n/a KBH 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 48666K909 460,020 451 X n/a n/a COLUMN TOTALS............ 10,664,840
FORM 13F Page 205 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- KBH 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 48666K909 318,720 498 X n/a n/a KFT 25.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 50075N904 220,800 192 X n/a n/a KFT 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 50075N904 476,780 769 X n/a n/a KFT 30.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 50075N904 407,745 663 X n/a n/a KFT 32.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 50075N904 414,800 1,037 X n/a n/a KFT 32.5 STRIKE AMER Opt CALL 12/16/2006........ (Call) 50075N904 582,660 1,494 X n/a n/a KKD 7.5 STRIKE AMER CALL Opt 01/20/2007............. (Call) 501014904 214,838 1,685 X n/a n/a KLAC 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 482480900 770,640 741 X n/a n/a KLAC 37.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 482480900 281,370 339 X n/a n/a KMB 60.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 494368903 470,800 856 X n/a n/a KMRT 100.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 812350906 2,441,880 408 X n/a n/a KMRT 105.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 812350906 1,315,695 239 X n/a n/a KMRT 115.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 812350906 2,316,990 507 X n/a n/a KMRT 125.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 812350906 957,870 261 X n/a n/a COLUMN TOTALS............ 11,191,588
FORM 13F Page 206 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- KMRT 130.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 812350906 1,671,840 516 X n/a n/a KMRT 135.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 812350906 706,250 250 X n/a n/a KMRT 140.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 812350906 1,180,975 485 X n/a n/a KMRT 145.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 812350906 1,844,045 893 X n/a n/a KMRT 160.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 812350906 732,800 640 X n/a n/a KMRT 165.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 812350906 977,400 1,080 X n/a n/a KMRT 170.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 812350906 951,300 1,359 X n/a n/a KMRT 80.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 812350906 2,060,500 260 X n/a n/a KMRT 90.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 812350906 1,813,950 261 X n/a n/a KMX 35.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 143130902 251,600 370 X n/a n/a KO 37.5 STRIKE AMER CALL Opt 11/18/2006............. (Call) 191216900 234,675 315 X n/a n/a KO 40.0 STRIKE AMER CALL Opt 02/17/2007............. (Call) 191216900 247,705 463 X n/a n/a KO 42.5 STRIKE AMER CALL Opt 01/20/2007............. (Call) 191216900 263,435 893 X n/a n/a KO 42.5 STRIKE AMER CALL Opt 11/18/2006............. (Call) 191216900 256,988 979 X n/a n/a COLUMN TOTALS............ 13,193,463
FORM 13F Page 207 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- KO 45.0 STRIKE AMER CALL Opt 01/19/2008............. (Call) 191216900 268,335 801 X n/a n/a KSS 35.0 STRIKE AMER Opt CALL 01/17/2009........ (Call) 500255904 297,540 87 X n/a n/a KSS 35.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 500255904 307,325 95 X n/a n/a KSS 40.0 STRIKE AMER Opt CALL 01/17/2009........ (Call) 500255904 265,760 88 X n/a n/a KSS 50.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 500255904 288,900 180 X n/a n/a KSS 55.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 500255904 348,450 345 X n/a n/a KSS 60.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 500255904 797,240 1,049 X n/a n/a KSS 60.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 500255904 251,100 465 X n/a n/a LEA 20.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 521865905 902,020 3,032 X n/a n/a LEA 25.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 521865905 678,960 1,968 X n/a n/a LEH 30.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 524908900 297,990 66 X n/a n/a LEH 32.5 STRIKE AMER Opt CALL 01/19/2008........ (Call) 524908900 265,980 62 X n/a n/a LEH 32.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 524908900 408,170 98 X n/a n/a LEH 37.5 STRIKE AMER Opt CALL 01/19/2008........ (Call) 524908900 692,100 180 X n/a n/a COLUMN TOTALS............ 6,069,870
FORM 13F Page 208 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- LEH 40.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 524908900 337,125 93 X n/a n/a LEH 42.5 STRIKE AMER Opt CALL 01/19/2008........ (Call) 524908900 589,065 173 X n/a n/a LEH 45.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 524908900 509,485 173 X n/a n/a LEH 50.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 524908900 239,080 86 X n/a n/a LEH 50.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 524908900 1,050,090 426 X n/a n/a LEH 52.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 524908900 2,712,275 1,219 X n/a n/a LEH 60.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 524908900 377,610 246 X n/a n/a LEH 65.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 524908900 1,498,500 900 X n/a n/a LEH 65.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 524908900 958,230 1,053 X n/a n/a LEH 67.5 STRIKE AMER Opt CALL 01/19/2008........ (Call) 524908900 264,880 176 X n/a n/a LEH 67.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 524908900 470,120 511 X n/a n/a LEH 67.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 524908900 432,480 636 X n/a n/a LEH 70.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 524908900 1,033,040 1,396 X n/a n/a LEH 75.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 524908900 233,280 216 X n/a n/a COLUMN TOTALS............ 10,705,260
FORM 13F Page 209 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- L EH 77.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 524908900 210,715 629 X n/a n/a LEN 40.0 STRIKE AMER Opt CALL 01/17/2009........ (Call) 526057904 226,435 179 X n/a n/a LLTC 25.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 535678906 250,500 300 X n/a n/a LLY 45.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 532457908 262,880 212 X n/a n/a LMT 70.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 539830909 372,780 218 X n/a n/a LMT 75.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 539830909 234,360 189 X n/a n/a LRCX 40.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 512807908 253,380 412 X n/a n/a LUV 15.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 844741908 274,715 1,169 X n/a n/a LVS 80.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 517834907 223,560 243 X n/a n/a LXK 45.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 529771907 200,175 157 X n/a n/a LXK 55.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 529771907 260,370 789 X n/a n/a MA 50.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 57636Q904 593,600 280 X n/a n/a MA 50.0 STRIKE AMER CALL Opt 10/21/2006............. (Call) 57636Q904 339,010 167 X n/a n/a MA 55.0 STRIKE AMER CALL Opt 01/19/2008............. (Call) 57636Q904 474,045 221 X n/a n/a COLUMN TOTALS............ 4,176,525
FORM 13F Page 210 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- MA 55.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 57636Q904 360,720 216 X n/a n/a MA 55.0 STRIKE AMER CALL Opt 10/21/2006............. (Call) 57636Q904 575,280 376 X n/a n/a MA 60.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 57636Q904 972,625 775 X n/a n/a MA 60.0 STRIKE AMER CALL Opt 10/21/2006............. (Call) 57636Q904 203,615 193 X n/a n/a MA 65.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 57636Q904 565,200 628 X n/a n/a MA 65.0 STRIKE AMER CALL Opt 11/18/2006............. (Call) 57636Q904 210,750 281 X n/a n/a MBI 60.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 55262C900 799,260 1,903 X n/a n/a MCD 25.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 580135901 693,550 485 X n/a n/a MCD 32.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 580135901 445,740 646 X n/a n/a MCD 32.5 STRIKE AMER Opt CALL 03/17/2007........ (Call) 580135901 229,330 323 X n/a n/a MCD 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 580135901 1,694,460 3,644 X n/a n/a MCD 35.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 580135901 279,000 558 X n/a n/a MCD 35.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 580135901 209,410 487 X n/a n/a MCD 35.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 580135901 349,600 760 X n/a n/a COLUMN TOTALS............ 7,588,540
FORM 13F Page 211 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- MCD 37.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 580135901 254,925 927 X n/a n/a MCD 37.5 STRIKE AMER Opt CALL 03/17/2007........ (Call) 580135901 208,000 640 X n/a n/a MDR 23.375 STRIKE AMER Opt CALL 01/20/2007........ (Call) 580037909 274,995 97 X n/a n/a MDY 120.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 595635903 379,225 197 X n/a n/a MDY 130.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 595635903 339,570 294 X n/a n/a MDY 133.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 595635903 244,970 262 X n/a n/a MDY 138.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 595635903 313,948 1,513 X n/a n/a MDY 140.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 595635903 269,280 198 X n/a n/a MDY 160.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 595635903 201,465 407 X n/a n/a MER 40.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 590188908 374,775 95 X n/a n/a MER 45.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 590188908 304,065 87 X n/a n/a MER 50.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 590188908 711,815 233 X n/a n/a MER 50.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 590188908 376,625 131 X n/a n/a MER 60.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 590188908 712,430 373 X n/a n/a COLUMN TOTALS............ 4,966,088
FORM 13F Page 212 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- MER 65.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 590188908 322,800 240 X n/a n/a MER 67.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 590188908 563,925 515 X n/a n/a MER 70.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 590188908 621,350 731 X n/a n/a MER 75.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 590188908 703,080 1,736 X n/a n/a MER 80.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 590188908 374,235 1,227 X n/a n/a MER 85.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 590188908 273,125 437 X n/a n/a MERQ 25.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 589405909 1,028,690 386 X n/a n/a MERQ 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 589405909 682,950 314 X n/a n/a MHS 30.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 58405U902 2,012,850 630 X n/a n/a MHS 35.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 58405U902 649,380 237 X n/a n/a MHS 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 58405U902 286,160 112 X n/a n/a MHS 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 58405U902 280,840 136 X n/a n/a MHS 45.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 58405U902 524,635 331 X n/a n/a MHS 50.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 58405U902 604,550 535 X n/a n/a COLUMN TOTALS............ 8,928,570
FORM 13F Page 213 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- MHS 55.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 58405U902 854,425 1,195 X n/a n/a MIR 22.5 STRIKE AMER Opt CALL 01/19/2008........ (Call) 60467R900 408,680 601 X n/a n/a MMC 20.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 571748902 318,720 384 X n/a n/a MMM 65.0 STRIKE AMER Opt CALL 04/21/2007........ (Call) 88579Y901 336,300 295 X n/a n/a MMM 70.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 88579Y901 236,340 234 X n/a n/a MO 55.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 02209S903 3,231,270 1,449 X n/a n/a MO 60.0 STRIKE AMER CALL Opt 01/19/2008............. (Call) 02209S903 211,310 113 X n/a n/a MO 60.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 02209S903 295,750 169 X n/a n/a MO 65.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 02209S903 1,452,800 1,135 X n/a n/a MO 70.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 02209S903 3,782,220 4,476 X n/a n/a MO 75.0 STRIKE AMER CALL Opt 12/16/2006............. (Call) 02209S903 441,575 1,039 X n/a n/a MO 80.0 STRIKE AMER CALL Opt 01/19/2008............. (Call) 02209S903 288,650 502 X n/a n/a MO 80.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 02209S903 1,521,598 7,333 X n/a n/a MO 80.0 STRIKE AMER CALL Opt 12/16/2006............. (Call) 02209S903 821,655 5,301 X n/a n/a COLUMN TOTALS............ 14,201,293
FORM 13F Page 214 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- M O 85.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 02209S903 213,560 562 X n/a n/a MO 85.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 02209S903 223,763 3,315 X n/a n/a MO 85.0 STRIKE AMER CALL Opt 03/17/2007............. (Call) 02209S903 263,013 1,985 X n/a n/a MON 37.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 61166W901 206,000 200 X n/a n/a MON 45.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 61166W901 242,190 897 X n/a n/a MOT 10.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 620076909 255,190 169 X n/a n/a MOT 17.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 620076909 249,600 320 X n/a n/a MOT 20.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 620076909 1,372,250 2,495 X n/a n/a MOT 20.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 620076909 983,790 1,929 X n/a n/a MRK 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 589331907 547,780 449 X n/a n/a MRK 32.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 589331907 1,228,920 1,254 X n/a n/a MRK 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 589331907 2,671,570 3,586 X n/a n/a MRK 37.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 589331907 793,520 1,744 X n/a n/a MRO 60.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 565849906 285,740 157 X n/a n/a COLUMN TOTALS............ 9,536,885
FORM 13F Page 215 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- MRO 70.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 565849906 342,540 396 X n/a n/a MRVL 17.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) G5876H905 294,313 1,385 X n/a n/a MRVL 17.5 STRIKE AMER Opt CALL 11/18/2006........ (Call) G5876H905 583,530 2,202 X n/a n/a MS 50.0 STRIKE AMER CALL Opt 10/21/2006............. (Call) 617446908 476,100 207 X n/a n/a MS 55.0 STRIKE AMER CALL Opt 10/21/2006............. (Call) 617446908 315,000 175 X n/a n/a MS 60.0 STRIKE AMER CALL Opt 10/21/2006............. (Call) 617446908 265,200 204 X n/a n/a MS 65.0 STRIKE AMER CALL Opt 10/21/2006............. (Call) 617446908 584,010 721 X n/a n/a MS 70.0 STRIKE AMER CALL Opt 10/21/2006............. (Call) 617446908 224,060 659 X n/a n/a MSFT 10.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 594918904 357,410 206 X n/a n/a MSFT 17.5 STRIKE AMER Opt CALL 01/19/2008........ (Call) 594918904 386,595 363 X n/a n/a MSFT 19.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 594918904 1,744,435 2,167 X n/a n/a MSFT 20.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 594918904 961,870 1,274 X n/a n/a MSFT 20.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 594918904 3,531,280 4,772 X n/a n/a MSFT 22.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 594918904 4,210,945 7,453 X n/a n/a COLUMN TOTALS............ 14,277,288
FORM 13F Page 216 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- MSFT 22.5 STRIKE AMER Opt CALL 01/19/2008........ (Call) 594918904 333,440 521 X n/a n/a MSFT 22.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 594918904 2,608,990 5,066 X n/a n/a MSFT 22.5 STRIKE AMER Opt CALL 04/21/2007........ (Call) 594918904 700,150 1,273 X n/a n/a MSFT 22.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 594918904 6,017,200 12,280 X n/a n/a MSFT 24.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 594918904 1,568,470 4,682 X n/a n/a MSFT 25.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 594918904 4,392,425 15,278 X n/a n/a MSFT 25.0 STRIKE AMER Opt CALL 04/21/2007........ (Call) 594918904 760,785 2,271 X n/a n/a MSFT 25.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 594918904 2,896,663 11,945 X n/a n/a MSFT 27.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 594918904 421,540 3,011 X n/a n/a MSFT 27.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 594918904 258,188 2,295 X n/a n/a MSFT 7.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 594918904 412,880 208 X n/a n/a MSTR 90.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 594972908 214,605 171 X n/a n/a MTB 100.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 55261F904 232,650 110 X n/a n/a MTW 50.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 563571908 227,800 1,072 X n/a n/a COLUMN TOTALS............ 21,045,785
FORM 13F Page 217 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- MU 10.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 595112903 665,155 881 X n/a n/a MU 12.5 STRIKE AMER CALL Opt 01/19/2008............. (Call) 595112903 277,495 437 X n/a n/a MU 12.5 STRIKE AMER CALL Opt 01/20/2007............. (Call) 595112903 605,280 1,164 X n/a n/a MU 15.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 595112903 347,820 1,122 X n/a n/a MUR 27.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 626717902 243,355 119 X n/a n/a MVK/BSK 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 577914904 230,230 77 X n/a n/a MVK/BSK 40.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 577914904 1,369,500 550 X n/a n/a MVL 10.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 57383T903 459,030 321 X n/a n/a MWD 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 617446908 255,940 67 X n/a n/a MWD 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 617446908 285,950 86 X n/a n/a MWD 45.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 617446908 619,770 219 X n/a n/a MWD 50.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 617446908 1,299,550 553 X n/a n/a MWD 55.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 617446908 3,152,700 1,695 X n/a n/a MWD 65.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 617446908 1,712,850 1,803 X n/a n/a COLUMN TOTALS............ 11,524,625
FORM 13F Page 218 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- MWD 70.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 617446908 359,700 330 X n/a n/a MWD 70.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 617446908 468,160 836 X n/a n/a MWD 75.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 617446908 227,635 859 X n/a n/a N 25.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 453258902 445,050 86 X n/a n/a N 30.0 STRIKE AMER CALL Opt 01/19/2008............. (Call) 453258902 614,900 130 X n/a n/a N 30.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 453258902 528,840 113 X n/a n/a N 35.0 STRIKE AMER CALL Opt 01/19/2008............. (Call) 453258902 247,660 61 X n/a n/a N 35.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 453258902 391,875 95 X n/a n/a N 40.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 453258902 418,100 113 X n/a n/a N 45.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 453258902 535,230 171 X n/a n/a N 45.0 STRIKE AMER CALL Opt 10/21/2006............. (Call) 453258902 219,100 70 X n/a n/a N 50.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 453258902 744,650 281 X n/a n/a N 55.0 STRIKE AMER CALL Opt 01/19/2008............. (Call) 453258902 520,020 243 X n/a n/a N 55.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 453258902 1,069,200 495 X n/a n/a COLUMN TOTALS............ 6,790,120
FORM 13F Page 219 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- N 55.0 STRIKE AMER CALL Opt 10/21/2006............. (Call) 453258902 555,100 260 X n/a n/a NAV 30.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 63934E908 540,690 1,614 X n/a n/a NE 40.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) G65422900 205,840 83 X n/a n/a NE 50.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) G65422900 224,640 144 X n/a n/a NE 60.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) G65422900 200,445 249 X n/a n/a NEM 20.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 651639906 322,000 140 X n/a n/a NEM 25.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 651639906 278,400 145 X n/a n/a NEM 30.0 STRIKE AMER Opt CALL 01/17/2009........ (Call) 651639906 272,000 160 X n/a n/a NEM 30.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 651639906 284,240 187 X n/a n/a NEM 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 651639906 408,030 469 X n/a n/a NEM 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 651639906 391,000 782 X n/a n/a NEM 40.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 651639906 390,975 1,203 X n/a n/a NEM 42.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 651639906 361,305 2,331 X n/a n/a NEW 40.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 6435EV908 247,963 1,195 X n/a n/a COLUMN TOTALS............ 4,682,628
FORM 13F Page 220 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- NFLD 12.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 666135908 200,220 426 X n/a n/a NFLD 12.5 STRIKE AMER Opt CALL 11/18/2006........ (Call) 666135908 227,360 784 X n/a n/a NFLX 20.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 64110L906 274,950 611 X n/a n/a NIHD 25.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 62913F901 376,360 97 X n/a n/a NIHD 30.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 62913F901 381,285 111 X n/a n/a NIHD 45.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 62913F901 202,050 90 X n/a n/a NIHD 45.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 62913F901 221,340 124 X n/a n/a NIHD 55.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 62913F901 208,950 210 X n/a n/a NKE 75.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 654106903 341,850 265 X n/a n/a NKE 80.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 654106903 705,180 876 X n/a n/a NKE 85.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 654106903 286,920 797 X n/a n/a NRG 25.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 629377908 269,225 121 X n/a n/a NTAP 25.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 64120L904 607,420 484 X n/a n/a NTAP 27.5 STRIKE AMER Opt CALL 12/16/2006........ (Call) 64120L904 290,000 290 X n/a n/a COLUMN TOTALS............ 4,593,110
FORM 13F Page 221 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- NTAP 35.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 64120L904 398,400 498 X n/a n/a NTRI 35.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 67069D908 591,480 212 X n/a n/a NTRI 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 67069D908 295,120 124 X n/a n/a NTRI 40.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 67069D908 226,010 97 X n/a n/a NTRI 45.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 67069D908 243,810 129 X n/a n/a NTRI 50.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 67069D908 302,470 203 X n/a n/a NTRI 55.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 67069D908 335,800 230 X n/a n/a NTRI 55.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 67069D908 315,270 279 X n/a n/a NTRI 60.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 67069D908 262,810 641 X n/a n/a NUE 25.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 670346905 436,880 172 X n/a n/a NUE 37.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 670346905 585,570 447 X n/a n/a NUE 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 670346905 1,236,495 1,119 X n/a n/a NUE 45.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 670346905 263,440 356 X n/a n/a NUE 47.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 670346905 223,880 386 X n/a n/a COLUMN TOTALS............ 5,717,435
FORM 13F Page 222 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- NUE 50.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 670346905 631,995 1,389 X n/a n/a NVDA 10.0 STRIKE AMER Opt CALL 01/17/2009........ (Call) 67066G904 775,390 371 X n/a n/a NVDA 10.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 67066G904 610,500 300 X n/a n/a NVDA 12.5 STRIKE AMER Opt CALL 01/19/2008........ (Call) 67066G904 296,660 163 X n/a n/a NVDA 12.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 67066G904 1,008,590 583 X n/a n/a NVDA 15.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 67066G904 348,300 215 X n/a n/a NVDA 20.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 67066G904 249,000 249 X n/a n/a NVDA 22.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 67066G904 1,510,985 1,877 X n/a n/a NVDA 22.5 STRIKE AMER Opt CALL 12/16/2006........ (Call) 67066G904 216,225 279 X n/a n/a NVDA 25.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 67066G904 431,035 461 X n/a n/a NVDA 35.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 67066G904 299,390 611 X n/a n/a NVDA 7.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 67066G904 519,480 234 X n/a n/a NYX 50.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 62949W903 281,175 115 X n/a n/a NYX 55.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 62949W903 691,250 350 X n/a n/a COLUMN TOTALS............ 7,869,975
FORM 13F Page 223 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- NYX 60.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 62949W903 548,240 356 X n/a n/a NYX 60.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 62949W903 463,540 308 X n/a n/a NYX 65.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 62949W903 204,160 116 X n/a n/a NYX 65.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 62949W903 443,430 379 X n/a n/a NYX 65.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 62949W903 390,600 360 X n/a n/a NYX 70.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 62949W903 301,780 316 X n/a n/a NYX 75.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 62949W903 463,450 806 X n/a n/a NYX 75.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 62949W903 393,400 562 X n/a n/a ODP 20.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 676220906 232,580 116 X n/a n/a OIH 100.0 STRIKE AMER Opt CALL 04/21/2007........ (Call) 678002906 226,710 66 X n/a n/a OIH 105.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 678002906 549,450 198 X n/a n/a OIH 110.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 678002906 526,280 223 X n/a n/a OIH 115.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 678002906 308,100 156 X n/a n/a OIH 115.0 STRIKE AMER Opt CALL 04/21/2007........ (Call) 678002906 242,025 105 X n/a n/a COLUMN TOTALS............ 5,293,745
FORM 13F Page 224 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- OIH 115.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 678002906 358,050 210 X n/a n/a OIH 120.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 678002906 623,700 385 X n/a n/a OIH 120.0 STRIKE AMER Opt CALL 04/21/2007........ (Call) 678002906 553,815 279 X n/a n/a OIH 120.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 678002906 691,900 629 X n/a n/a OIH 120.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 678002906 291,930 222 X n/a n/a OIH 125.0 STRIKE AMER Opt CALL 04/21/2007........ (Call) 678002906 208,940 124 X n/a n/a OIH 125.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 678002906 2,613,600 3,630 X n/a n/a OIH 125.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 678002906 436,800 448 X n/a n/a OIH 130.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 678002906 2,368,820 5,708 X n/a n/a OIH 135.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 678002906 4,495,210 2,242 X n/a n/a OIH 135.0 STRIKE AMER Opt CALL 04/21/2007........ (Call) 678002906 223,020 189 X n/a n/a OIH 140.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 678002906 929,030 1,523 X n/a n/a OIH 145.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 678002906 655,545 411 X n/a n/a OIH 150.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 678002906 387,750 275 X n/a n/a COLUMN TOTALS............ 14,838,110
FORM 13F Page 225 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- OMG 30.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 670872900 364,140 252 X n/a n/a OMG 35.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 670872900 208,840 184 X n/a n/a ORCL 10.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 68389X905 411,400 484 X n/a n/a ORCL 10.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 68389X905 447,930 567 X n/a n/a ORCL 12.5 STRIKE AMER Opt CALL 01/19/2008........ (Call) 68389X905 974,610 1,547 X n/a n/a ORCL 12.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 68389X905 5,526,845 10,141 X n/a n/a ORCL 14.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 68389X905 222,680 586 X n/a n/a ORCL 14.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 68389X905 284,400 720 X n/a n/a ORCL 15.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 68389X905 599,430 1,378 X n/a n/a ORCL 15.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 68389X905 367,840 1,216 X n/a n/a ORCL 16.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 68389X905 398,945 2,186 X n/a n/a ORCL 17.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 68389X905 254,970 2,833 X n/a n/a ORCL 5.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 68389X905 448,415 341 X n/a n/a OS 30.0 STRIKE AMER CALL Opt 01/19/2008............. (Call) 686079904 249,150 110 X n/a n/a COLUMN TOTALS............ 10,759,595
FORM 13F Page 226 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- OSIP 25.0 STRIKE AMER Opt CALL 04/21/2007........ (Call) 671040903 205,065 147 X n/a n/a OVEN 12.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 900006906 221,708 721 X n/a n/a OXY 25.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 674599905 4,173,030 1,791 X n/a n/a OXY 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 674599905 323,840 176 X n/a n/a OXY 30.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 674599905 322,140 177 X n/a n/a OXY 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 674599905 1,650,285 1,209 X n/a n/a PALM 17.5 STRIKE AMER Opt CALL 01/19/2008........ (Call) 696643905 254,100 1,210 X n/a n/a PCG 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 69331C908 201,640 284 X n/a n/a PCLN 22.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 741503903 500,520 344 X n/a n/a PCLN 25.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 741503903 351,575 287 X n/a n/a PCU 42.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 84265V905 377,715 447 X n/a n/a PCU 45.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 84265V905 444,125 935 X n/a n/a PD 100.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 717265902 229,220 292 X n/a n/a PD 105.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 717265902 373,230 2,871 X n/a n/a COLUMN TOTALS............ 9,628,193
FORM 13F Page 227 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- PD 65.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 717265902 207,570 102 X n/a n/a PD 67.5 STRIKE AMER CALL Opt 01/20/2007............. (Call) 717265902 1,825,000 1,000 X n/a n/a PD 70.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 717265902 957,420 591 X n/a n/a PD 77.5 STRIKE AMER CALL Opt 01/19/2008............. (Call) 717265902 384,160 224 X n/a n/a PD 77.5 STRIKE AMER CALL Opt 01/20/2007............. (Call) 717265902 391,685 361 X n/a n/a PD 80.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 717265902 396,440 424 X n/a n/a PD 82.5 STRIKE AMER CALL Opt 01/20/2007............. (Call) 717265902 271,095 341 X n/a n/a PD 85.0 STRIKE AMER CALL Opt 01/19/2008............. (Call) 717265902 205,785 153 X n/a n/a PD 85.0 STRIKE AMER CALL Opt 10/21/2006............. (Call) 717265902 903,040 2,822 X n/a n/a PD 90.0 STRIKE AMER CALL Opt 01/17/2009............. (Call) 717265902 244,920 156 X n/a n/a PD 95.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 717265902 454,545 1,443 X n/a n/a PDE 25.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 74153Q902 238,750 382 X n/a n/a PEP 35.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 713448908 581,570 187 X n/a n/a PEP 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 713448908 362,370 141 X n/a n/a COLUMN TOTALS............ 7,424,350
FORM 13F Page 228 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- PEP 45.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 713448908 506,300 244 X n/a n/a PEP 50.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 713448908 208,560 132 X n/a n/a PEP 55.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 713448908 364,060 334 X n/a n/a PEP 57.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 713448908 415,650 489 X n/a n/a PEP 60.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 713448908 577,220 931 X n/a n/a PEP 60.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 713448908 316,800 576 X n/a n/a PFE 12.5 STRIKE AMER Opt CALL 12/16/2006........ (Call) 717081903 319,000 200 X n/a n/a PFE 20.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 717081903 1,231,650 1,449 X n/a n/a PFE 20.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 717081903 1,096,500 1,290 X n/a n/a PFE 22.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 717081903 716,750 1,175 X n/a n/a PFE 22.5 STRIKE AMER Opt CALL 03/17/2007........ (Call) 717081903 312,480 504 X n/a n/a PFE 22.5 STRIKE AMER Opt CALL 12/16/2006........ (Call) 717081903 842,765 1,393 X n/a n/a PFE 25.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 717081903 5,341,500 14,244 X n/a n/a PFE 25.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 717081903 2,054,220 5,628 X n/a n/a COLUMN TOTALS............ 14,303,455
FORM 13F Page 229 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- PFE 27.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 717081903 2,554,020 14,189 X n/a n/a PFE 27.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 717081903 352,130 3,062 X n/a n/a PFE 27.5 STRIKE AMER Opt CALL 11/18/2006........ (Call) 717081903 252,560 1,804 X n/a n/a PFE 27.5 STRIKE AMER Opt CALL 12/16/2006........ (Call) 717081903 490,575 3,165 X n/a n/a PG 45.0 STRIKE AMER CALL Opt 01/19/2008............. (Call) 742718909 370,260 198 X n/a n/a PG 50.0 STRIKE AMER CALL Opt 01/19/2008............. (Call) 742718909 1,605,600 1,115 X n/a n/a PG 52.5 STRIKE AMER CALL Opt 01/20/2007............. (Call) 742718909 1,020,000 1,000 X n/a n/a PG 55.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 742718909 1,029,370 1,303 X n/a n/a PG 55.0 STRIKE AMER CALL Opt 10/21/2006............. (Call) 742718909 1,050,800 1,480 X n/a n/a PG 60.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 742718909 262,875 701 X n/a n/a PG 60.0 STRIKE AMER CALL Opt 10/21/2006............. (Call) 742718909 218,730 951 X n/a n/a PNC 50.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 693475905 319,210 137 X n/a n/a PNC 55.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 693475905 221,715 117 X n/a n/a PNRA 45.0 STRIKE AMER Opt CALL 02/17/2007........ (Call) 69840W908 352,640 232 X n/a n/a COLUMN TOTALS............ 10,100,485
FORM 13F Page 230 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- PRU 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 744320902 338,720 73 X n/a n/a PRU 75.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 744320902 466,758 1,543 X n/a n/a Q 5.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 749121909 242,060 637 X n/a n/a QCOM 25.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 747525903 236,145 173 X n/a n/a QCOM 25.0 STRIKE AMER Opt CALL 04/21/2007........ (Call) 747525903 310,005 249 X n/a n/a QCOM 27.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 747525903 442,320 456 X n/a n/a QCOM 30.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 747525903 775,680 768 X n/a n/a QCOM 32.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 747525903 300,720 537 X n/a n/a QCOM 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 747525903 279,600 699 X n/a n/a QCOM 35.0 STRIKE AMER Opt CALL 04/21/2007........ (Call) 747525903 233,810 454 X n/a n/a QCOM 35.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 747525903 211,200 960 X n/a n/a QCOM 37.5 STRIKE AMER Opt CALL 04/21/2007........ (Call) 747525903 468,160 1,216 X n/a n/a QQQQ 25.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 631100904 3,655,980 2,138 X n/a n/a QQQQ 26.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 631100904 1,965,060 1,213 X n/a n/a COLUMN TOTALS............ 9,926,218
FORM 13F Page 231 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- QQQQ 27.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 631100904 977,670 639 X n/a n/a QQQQ 29.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 631100904 995,520 732 X n/a n/a QQQQ 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 631100904 2,396,490 2,159 X n/a n/a QQQQ 31.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 631100904 401,030 337 X n/a n/a QQQQ 31.625 STRIKE AMER Opt CALL 01/20/2007........ (Call) 631100904 213,920 224 X n/a n/a QQQQ 32.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 631100904 381,840 344 X n/a n/a QQQQ 32.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 631100904 888,720 966 X n/a n/a QQQQ 33.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 631100904 470,710 457 X n/a n/a QQQQ 33.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 631100904 2,572,350 3,118 X n/a n/a QQQQ 33.625 STRIKE AMER Opt CALL 01/20/2007........ (Call) 631100904 1,766,385 2,309 X n/a n/a QQQQ 34.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 631100904 1,248,300 1,710 X n/a n/a QQQQ 34.625 STRIKE AMER Opt CALL 01/20/2007........ (Call) 631100904 1,082,025 1,603 X n/a n/a QQQQ 35.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 631100904 1,486,830 1,709 X n/a n/a QQQQ 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 631100904 1,163,520 1,818 X n/a n/a COLUMN TOTALS............ 16,045,310
FORM 13F Page 232 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- QQQQ 35.625 STRIKE AMER Opt CALL 01/20/2007........ (Call) 631100904 689,715 1,179 X n/a n/a QQQQ 36.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 631100904 809,600 1,012 X n/a n/a QQQQ 36.625 STRIKE AMER Opt CALL 01/20/2007........ (Call) 631100904 1,287,990 2,602 X n/a n/a QQQQ 37.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 631100904 384,480 534 X n/a n/a QQQQ 37.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 631100904 1,028,115 2,211 X n/a n/a QQQQ 37.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 631100904 235,870 458 X n/a n/a QQQQ 37.0 STRIKE AMER Opt CALL 06/29/2007........ (Call) 631100904 531,335 893 X n/a n/a QQQQ 37.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 631100904 428,640 1,128 X n/a n/a QQQQ 38.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 631100904 1,092,650 1,681 X n/a n/a QQQQ 38.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 631100904 815,430 2,118 X n/a n/a QQQQ 38.0 STRIKE AMER Opt CALL 12/29/2006........ (Call) 631100904 266,400 740 X n/a n/a QQQQ 38.625 STRIKE AMER Opt CALL 01/20/2007........ (Call) 631100904 402,335 1,201 X n/a n/a QQQQ 39.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 631100904 905,240 2,968 X n/a n/a QQQQ 39.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 631100904 242,360 664 X n/a n/a COLUMN TOTALS............ 9,120,160
FORM 13F Page 233 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- QQQQ 39.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 631100904 219,450 1,140 X n/a n/a QQQQ 39.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 631100904 273,540 1,164 X n/a n/a QQQQ 39.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 631100904 210,870 781 X n/a n/a QQQQ 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 631100904 838,480 3,568 X n/a n/a QQQQ 40.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 631100904 1,716,088 14,605 X n/a n/a QQQQ 40.625 STRIKE AMER Opt CALL 01/20/2007........ (Call) 631100904 249,015 1,277 X n/a n/a QQQQ 41.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 631100904 601,220 1,307 X n/a n/a QQQQ 41.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 631100904 229,253 1,329 X n/a n/a QQQQ 41.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 631100904 583,958 11,123 X n/a n/a QQQQ 41.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 631100904 273,645 2,027 X n/a n/a QQQQ 43.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 631100904 1,004,150 2,869 X n/a n/a QQQQ 43.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 631100904 323,285 6,806 X n/a n/a QQQQ 45.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 631100904 368,680 1,418 X n/a n/a QQQQ 48.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 631100904 370,650 2,471 X n/a n/a COLUMN TOTALS............ 7,262,283
FORM 13F Page 234 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- RBAK 10.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 757209907 265,065 431 X n/a n/a RHAT 20.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 756577902 636,690 2,234 X n/a n/a RHAT 22.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 756577902 391,215 2,371 X n/a n/a RIG 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) G90078909 216,000 64 X n/a n/a RIG 50.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) G90078909 745,360 308 X n/a n/a RIG 55.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) G90078909 1,628,760 831 X n/a n/a RIG 60.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) G90078909 3,923,460 2,556 X n/a n/a RIG 65.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) G90078909 505,760 436 X n/a n/a RIG 65.0 STRIKE AMER Opt CALL 02/17/2007........ (Call) G90078909 428,545 347 X n/a n/a RIG 70.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) G90078909 799,930 958 X n/a n/a RIG 85.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) G90078909 215,600 880 X n/a n/a RIG 90.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) G90078909 205,860 282 X n/a n/a RIMM 100.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 760975902 283,550 535 X n/a n/a RIMM 100.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 760975902 283,050 333 X n/a n/a COLUMN TOTALS............ 10,528,845
FORM 13F Page 235 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- RIMM 110.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 760975902 333,000 200 X n/a n/a RIMM 120.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 760975902 744,600 584 X n/a n/a RIMM 25.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 760975902 1,599,840 202 X n/a n/a RIMM 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 760975902 2,244,170 307 X n/a n/a RIMM 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 760975902 3,965,775 627 X n/a n/a RIMM 47.5 STRIKE AMER Opt CALL 03/17/2007........ (Call) 760975902 608,580 108 X n/a n/a RIMM 50.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 760975902 705,540 132 X n/a n/a RIMM 50.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 760975902 377,300 70 X n/a n/a RIMM 55.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 760975902 402,620 82 X n/a n/a RIMM 57.5 STRIKE AMER Opt CALL 03/17/2007........ (Call) 760975902 345,580 74 X n/a n/a RIMM 60.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 760975902 3,387,240 776 X n/a n/a RIMM 60.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 760975902 332,625 75 X n/a n/a RIMM 65.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 760975902 592,950 134 X n/a n/a RIMM 65.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 760975902 549,120 143 X n/a n/a COLUMN TOTALS............ 16,188,940
FORM 13F Page 236 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- RIMM 67.5 STRIKE AMER Opt CALL 03/17/2007........ (Call) 760975902 340,340 91 X n/a n/a RIMM 67.5 STRIKE AMER Opt CALL 12/16/2006........ (Call) 760975902 824,400 229 X n/a n/a RIMM 70.0 STRIKE AMER Opt CALL 01/17/2009........ (Call) 760975902 262,160 58 X n/a n/a RIMM 70.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 760975902 395,920 98 X n/a n/a RIMM 70.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 760975902 898,145 263 X n/a n/a RIMM 70.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 760975902 214,110 61 X n/a n/a RIMM 75.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 760975902 1,867,350 633 X n/a n/a RIMM 75.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 760975902 461,175 165 X n/a n/a RIMM 75.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 760975902 3,780,625 1,315 X n/a n/a RIMM 80.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 760975902 362,425 109 X n/a n/a RIMM 80.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 760975902 477,000 180 X n/a n/a RIMM 80.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 760975902 1,021,275 445 X n/a n/a RIMM 80.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 760975902 710,950 295 X n/a n/a RIMM 85.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 760975902 2,177,760 1,047 X n/a n/a COLUMN TOTALS............ 13,793,635
FORM 13F Page 237 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- RIMM 85.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 760975902 3,954,755 2,191 X n/a n/a RIMM 85.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 760975902 1,111,320 567 X n/a n/a RIMM 90.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 760975902 546,720 204 X n/a n/a RIMM 90.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 760975902 652,575 385 X n/a n/a RIMM 90.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 760975902 1,870,335 1,401 X n/a n/a RIMM 90.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 760975902 491,350 317 X n/a n/a RIMM 95.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 760975902 1,438,240 1,616 X n/a n/a RIMM 95.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 760975902 336,000 320 X n/a n/a RIMM 95.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 760975902 277,290 237 X n/a n/a RKH 115.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 75902E900 507,000 120 X n/a n/a RKH 140.0 STRIKE AMER Opt CALL 02/17/2007........ (Call) 75902E900 412,815 219 X n/a n/a RKH 145.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 75902E900 212,480 166 X n/a n/a RKH 150.0 STRIKE AMER Opt CALL 05/19/2007........ (Call) 75902E900 252,960 204 X n/a n/a RKH 150.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 75902E900 545,160 649 X n/a n/a COLUMN TOTALS............ 12,609,000
FORM 13F Page 238 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- RMBS 10.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 750917906 381,900 402 X n/a n/a RMBS 15.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 750917906 301,750 425 X n/a n/a RMBS 17.5 STRIKE AMER Opt CALL 01/19/2008........ (Call) 750917906 201,500 325 X n/a n/a RMBS 20.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 750917906 380,700 705 X n/a n/a RMBS 25.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 750917906 296,940 707 X n/a n/a RMBS 30.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 750917906 216,410 646 X n/a n/a RMBS 5.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 750917906 309,400 238 X n/a n/a RNVS 15.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 759885906 225,500 550 X n/a n/a RRI 5.0 STRIKE AMER CALL Opt 01/19/2008............. (Call) 75952B905 618,640 814 X n/a n/a RTH 90.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 76127U901 244,970 262 X n/a n/a RTH 90.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 76127U901 520,220 703 X n/a n/a RTH 95.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 76127U901 225,968 747 X n/a n/a RTN 37.5 STRIKE AMER Opt CALL 01/17/2009........ (Call) 755111907 310,800 240 X n/a n/a RTN 37.5 STRIKE AMER Opt CALL 01/19/2008........ (Call) 755111907 682,800 569 X n/a n/a COLUMN TOTALS............ 4,917,498
FORM 13F Page 239 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- SBC 30.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 00206R902 642,850 1,495 X n/a n/a SBC 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 00206R902 244,610 802 X n/a n/a SBUX 10.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 855244909 559,020 231 X n/a n/a SBUX 15.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 855244909 310,730 161 X n/a n/a SBUX 22.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 855244909 488,755 409 X n/a n/a SBUX 27.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 855244909 556,395 757 X n/a n/a SCH 15.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 808513905 327,150 727 X n/a n/a SCH 15.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 808513905 551,410 1,646 X n/a n/a SCH 17.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 808513905 461,415 3,238 X n/a n/a SEPR 60.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 817315904 233,120 496 X n/a n/a SEPR 60.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 817315904 1,839,695 11,869 X n/a n/a SEPR 65.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 817315904 543,680 1,699 X n/a n/a SHLD 110.0 STRIKE AMER Opt CALL 01/17/2009........ (Call) 812350906 212,480 32 X n/a n/a SHLD 110.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 812350906 295,500 50 X n/a n/a COLUMN TOTALS............ 7,266,810
FORM 13F Page 240 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- SHLD 115.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 812350906 392,275 71 X n/a n/a SHLD 120.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 812350906 792,330 154 X n/a n/a SHLD 130.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 812350906 398,700 90 X n/a n/a SHLD 130.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 812350906 201,550 58 X n/a n/a SHLD 145.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 812350906 212,800 152 X n/a n/a SHLD 150.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 812350906 237,390 246 X n/a n/a SHLD 160.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 812350906 1,396,200 537 X n/a n/a SHLD 170.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 812350906 396,680 188 X n/a n/a SHLD 175.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 812350906 219,420 414 X n/a n/a SHLD 180.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 812350906 3,507,840 2,088 X n/a n/a SHLD 90.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 812350906 520,950 69 X n/a n/a SHLD 95.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 812350906 292,125 41 X n/a n/a SLB 20.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 806857908 4,386,820 1,042 X n/a n/a SLB 32.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 806857908 444,020 149 X n/a n/a COLUMN TOTALS............ 13,399,100
FORM 13F Page 241 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- SLB 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 806857908 746,655 273 X n/a n/a SLB 40.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 806857908 4,513,455 1,809 X n/a n/a SLB 42.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 806857908 445,315 221 X n/a n/a SLB 45.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 806857908 940,695 527 X n/a n/a SLB 50.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 806857908 1,432,460 1,069 X n/a n/a SLB 52.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 806857908 424,880 376 X n/a n/a SLB 52.5 STRIKE AMER Opt CALL 02/17/2007........ (Call) 806857908 231,280 196 X n/a n/a SLB 55.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 806857908 601,600 640 X n/a n/a SLB 55.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 806857908 369,260 499 X n/a n/a SLB 55.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 806857908 238,140 294 X n/a n/a SLB 57.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 806857908 588,120 1,131 X n/a n/a SLB 57.5 STRIKE AMER Opt CALL 11/18/2006........ (Call) 806857908 217,000 350 X n/a n/a SLB 60.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 806857908 213,565 353 X n/a n/a SLB 67.5 STRIKE AMER Opt CALL 02/17/2007........ (Call) 806857908 215,680 674 X n/a n/a COLUMN TOTALS............ 11,178,105
FORM 13F Page 242 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- SLB 70.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 806857908 253,138 1,315 X n/a n/a SMH 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 816636903 1,445,090 2,806 X n/a n/a SMH 30.0 STRIKE AMER Opt CALL 02/17/2007........ (Call) 816636903 676,280 1,276 X n/a n/a SMH 32.5 STRIKE AMER Opt CALL 02/17/2007........ (Call) 816636903 821,800 2,348 X n/a n/a SMH 32.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 816636903 845,420 4,124 X n/a n/a SMH 32.5 STRIKE AMER Opt CALL 11/18/2006........ (Call) 816636903 602,000 2,408 X n/a n/a SMH 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 816636903 413,280 2,296 X n/a n/a SMH 35.0 STRIKE AMER Opt CALL 02/17/2007........ (Call) 816636903 219,535 1,058 X n/a n/a SNDK 12.5 STRIKE AMER Opt CALL 01/19/2008........ (Call) 80004C901 717,345 171 X n/a n/a SNDK 12.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 80004C901 3,254,625 789 X n/a n/a SNDK 15.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 80004C901 906,750 234 X n/a n/a SNDK 22.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 80004C901 392,500 125 X n/a n/a SNDK 25.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 80004C901 476,595 153 X n/a n/a SNDK 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 80004C901 746,235 309 X n/a n/a COLUMN TOTALS............ 11,770,593
FORM 13F Page 243 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- SNDK 42.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 80004C901 294,930 261 X n/a n/a SNDK 47.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 80004C901 347,500 500 X n/a n/a SNDK 50.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 80004C901 343,675 233 X n/a n/a SNDK 50.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 80004C901 334,075 415 X n/a n/a SNDK 55.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 80004C901 740,775 595 X n/a n/a SNDK 60.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 80004C901 226,765 217 X n/a n/a SPG 80.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 828806909 432,150 402 X n/a n/a SPY 100.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 78462F903 253,440 72 X n/a n/a SPY 100.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 78462F903 11,767,730 3,406 X n/a n/a SPY 101.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 78462F903 352,800 105 X n/a n/a SPY 105.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 78462F903 2,410,545 813 X n/a n/a SPY 106.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 78462F903 472,000 160 X n/a n/a SPY 106.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 78462F903 1,374,730 479 X n/a n/a SPY 107.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 78462F903 429,350 155 X n/a n/a COLUMN TOTALS............ 19,780,465
FORM 13F Page 244 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- SPY 108.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 78462F903 400,500 150 X n/a n/a SPY 109.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 78462F903 606,090 227 X n/a n/a SPY 109.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 78462F903 1,701,340 662 X n/a n/a SPY 110.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 78462F903 2,079,000 840 X n/a n/a SPY 111.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 78462F903 559,300 235 X n/a n/a SPY 112.0 STRIKE AMER Opt CALL 06/16/2007........ (Call) 78462F903 343,185 137 X n/a n/a SPY 113.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 78462F903 475,240 218 X n/a n/a SPY 114.0 STRIKE AMER Opt CALL 06/16/2007........ (Call) 78462F903 272,610 117 X n/a n/a SPY 114.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 78462F903 580,580 286 X n/a n/a SPY 114.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 78462F903 519,165 249 X n/a n/a SPY 115.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 78462F903 399,990 201 X n/a n/a SPY 115.0 STRIKE AMER Opt CALL 12/20/2008........ (Call) 78462F903 2,579,850 910 X n/a n/a SPY 116.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 78462F903 1,506,920 746 X n/a n/a SPY 116.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 78462F903 1,288,980 682 X n/a n/a COLUMN TOTALS............ 13,312,750
FORM 13F Page 245 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- SPY 117.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 78462F903 777,790 403 X n/a n/a SPY 118.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 78462F903 208,280 127 X n/a n/a SPY 119.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 78462F903 883,890 549 X n/a n/a SPY 119.0 STRIKE AMER Opt CALL 12/29/2006........ (Call) 78462F903 452,200 280 X n/a n/a SPY 120.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 78462F903 1,615,180 973 X n/a n/a SPY 120.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 78462F903 357,330 258 X n/a n/a SPY 120.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 78462F903 841,000 580 X n/a n/a SPY 120.0 STRIKE AMER Opt CALL 12/20/2008........ (Call) 78462F903 2,489,850 1,006 X n/a n/a SPY 121.0 STRIKE AMER Opt CALL 03/30/2007........ (Call) 78462F903 1,058,780 668 X n/a n/a SPY 121.0 STRIKE AMER Opt CALL 06/29/2007........ (Call) 78462F903 913,500 525 X n/a n/a SPY 121.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 78462F903 506,250 375 X n/a n/a SPY 121.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 78462F903 648,940 457 X n/a n/a SPY 121.0 STRIKE AMER Opt CALL 12/29/2006........ (Call) 78462F903 411,845 287 X n/a n/a SPY 122.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 78462F903 1,133,890 761 X n/a n/a COLUMN TOTALS............ 12,298,725
FORM 13F Page 246 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- SPY 122.0 STRIKE AMER Opt CALL 03/30/2007........ (Call) 78462F903 945,140 628 X n/a n/a SPY 122.0 STRIKE AMER Opt CALL 06/16/2007........ (Call) 78462F903 658,000 400 X n/a n/a SPY 122.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 78462F903 1,243,550 1,045 X n/a n/a SPY 122.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 78462F903 808,920 642 X n/a n/a SPY 122.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 78462F903 798,975 603 X n/a n/a SPY 122.0 STRIKE AMER Opt CALL 12/29/2006........ (Call) 78462F903 214,400 160 X n/a n/a SPY 123.0 STRIKE AMER Opt CALL 03/30/2007........ (Call) 78462F903 566,000 400 X n/a n/a SPY 123.0 STRIKE AMER Opt CALL 06/16/2007........ (Call) 78462F903 200,320 128 X n/a n/a SPY 123.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 78462F903 1,095,450 1,005 X n/a n/a SPY 123.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 78462F903 1,108,960 956 X n/a n/a SPY 123.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 78462F903 1,425,570 1,159 X n/a n/a SPY 123.0 STRIKE AMER Opt CALL 12/29/2006........ (Call) 78462F903 362,295 291 X n/a n/a SPY 124.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 78462F903 291,060 294 X n/a n/a SPY 124.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 78462F903 330,630 309 X n/a n/a COLUMN TOTALS............ 10,049,270
FORM 13F Page 247 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- SPY 125.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 78462F903 266,600 215 X n/a n/a SPY 125.0 STRIKE AMER Opt CALL 03/30/2007........ (Call) 78462F903 786,885 627 X n/a n/a SPY 125.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 78462F903 238,070 266 X n/a n/a SPY 125.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 78462F903 284,700 292 X n/a n/a SPY 126.0 STRIKE AMER Opt CALL 03/30/2007........ (Call) 78462F903 251,450 214 X n/a n/a SPY 126.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 78462F903 504,800 631 X n/a n/a SPY 126.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 78462F903 661,980 748 X n/a n/a SPY 127.0 STRIKE AMER Opt CALL 03/30/2007........ (Call) 78462F903 642,765 587 X n/a n/a SPY 127.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 78462F903 1,057,700 1,511 X n/a n/a SPY 127.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 78462F903 252,015 317 X n/a n/a SPY 128.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 78462F903 3,584,020 5,924 X n/a n/a SPY 128.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 78462F903 802,995 1,139 X n/a n/a SPY 129.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 78462F903 3,115,750 6,050 X n/a n/a SPY 129.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 78462F903 1,242,300 2,020 X n/a n/a COLUMN TOTALS............ 13,692,030
FORM 13F Page 248 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- SPY 130.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 78462F903 1,799,025 4,233 X n/a n/a SPY 130.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 78462F903 1,706,250 2,730 X n/a n/a SPY 131.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 78462F903 1,932,000 5,600 X n/a n/a SPY 131.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 78462F903 377,650 830 X n/a n/a SPY 132.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 78462F903 3,093,300 11,784 X n/a n/a SPY 132.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 78462F903 1,165,125 3,107 X n/a n/a SPY 132.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 78462F903 1,154,725 2,431 X n/a n/a SPY 133.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 78462F903 328,230 521 X n/a n/a SPY 133.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 78462F903 651,375 3,474 X n/a n/a SPY 133.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 78462F903 1,551,230 5,086 X n/a n/a SPY 133.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 78462F903 432,945 1,069 X n/a n/a SPY 134.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 78462F903 1,745,340 3,062 X n/a n/a SPY 134.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 78462F903 301,665 2,366 X n/a n/a SPY 134.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 78462F903 1,576,080 6,567 X n/a n/a COLUMN TOTALS............ 17,814,940
FORM 13F Page 249 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- SPY 134.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 78462F903 395,970 1,182 X n/a n/a SPY 135.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 78462F903 1,805,375 3,575 X n/a n/a SPY 135.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 78462F903 359,455 1,943 X n/a n/a SPY 135.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 78462F903 727,375 2,645 X n/a n/a SPY 135.0 STRIKE AMER Opt CALL 12/20/2008........ (Call) 78462F903 4,359,985 2,897 X n/a n/a SPY 136.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 78462F903 1,160,550 2,579 X n/a n/a SPY 136.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 78462F903 762,960 3,468 X n/a n/a SPY 137.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 78462F903 708,975 4,110 X n/a n/a SPY 138.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 78462F903 678,300 1,995 X n/a n/a SPY 139.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 78462F903 275,828 943 X n/a n/a SPY 140.0 STRIKE AMER Opt CALL 06/16/2007........ (Call) 78462F903 349,860 833 X n/a n/a SPY 140.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 78462F903 337,635 5,002 X n/a n/a SPY 140.0 STRIKE AMER Opt CALL 12/22/2007........ (Call) 78462F903 4,847,930 6,641 X n/a n/a SPY 141.0 STRIKE AMER Opt CALL 06/16/2007........ (Call) 78462F903 697,125 1,859 X n/a n/a COLUMN TOTALS............ 17,467,323
FORM 13F Page 250 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- SPY 142.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 78462F903 221,025 1,263 X n/a n/a SPY 145.0 STRIKE AMER Opt CALL 12/20/2008........ (Call) 78462F903 976,790 1,007 X n/a n/a SPY 150.0 STRIKE AMER Opt CALL 12/20/2008........ (Call) 78462F903 1,578,750 2,105 X n/a n/a SPY 150.0 STRIKE AMER Opt CALL 12/22/2007........ (Call) 78462F903 372,000 1,200 X n/a n/a SPY 155.0 STRIKE AMER Opt CALL 12/20/2008........ (Call) 78462F903 313,575 555 X n/a n/a SPY 70.0 STRIKE AMER Opt CALL 12/20/2008........ (Call) 78462F903 3,145,050 482 X n/a n/a SPY 70.0 STRIKE AMER Opt CALL 12/22/2007........ (Call) 78462F903 11,376,970 1,753 X n/a n/a SPY 75.0 STRIKE AMER Opt CALL 12/20/2008........ (Call) 78462F903 505,470 83 X n/a n/a SPY 75.0 STRIKE AMER Opt CALL 12/22/2007........ (Call) 78462F903 8,103,625 1,345 X n/a n/a SPY 80.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 78462F903 5,848,110 1,077 X n/a n/a SPY 80.0 STRIKE AMER Opt CALL 12/22/2007........ (Call) 78462F903 6,015,765 1,081 X n/a n/a SPY 85.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 78462F903 15,481,095 3,137 X n/a n/a SPY 85.0 STRIKE AMER Opt CALL 12/22/2007........ (Call) 78462F903 2,103,260 412 X n/a n/a SPY 88.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 78462F903 1,160,000 250 X n/a n/a COLUMN TOTALS............ 57,201,485
FORM 13F Page 251 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- SPY 90.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 78462F903 13,528,680 3,047 X n/a n/a SPY 90.0 STRIKE AMER Opt CALL 12/22/2007........ (Call) 78462F903 4,988,730 1,074 X n/a n/a SPY 95.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 78462F903 1,001,250 250 X n/a n/a SPY 95.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 78462F903 11,127,150 2,817 X n/a n/a STLD 50.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 858119900 1,379,175 2,627 X n/a n/a STX 20.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) G7945J904 266,500 820 X n/a n/a SU 40.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 867229906 367,815 113 X n/a n/a SU 65.0 STRIKE AMER CALL Opt 10/21/2006............. (Call) 867229906 270,560 356 X n/a n/a SU 70.0 STRIKE AMER CALL Opt 01/19/2008............. (Call) 867229906 251,740 164 X n/a n/a SU 70.0 STRIKE AMER CALL Opt 10/21/2006............. (Call) 867229906 362,140 953 X n/a n/a SU 80.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 867229906 356,650 1,019 X n/a n/a SUN 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 86764P909 1,254,500 386 X n/a n/a SUN 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 86764P909 347,760 126 X n/a n/a SUNW 4.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 866810904 204,458 2,097 X n/a n/a COLUMN TOTALS............ 35,707,108
FORM 13F Page 252 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- SWY 20.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 786514908 304,590 286 X n/a n/a SYMC 15.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 871503908 2,832,720 4,292 X n/a n/a SYMC 17.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 871503908 1,138,395 2,617 X n/a n/a SYMC 17.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 871503908 376,145 977 X n/a n/a SYMC 20.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 871503908 357,445 1,474 X n/a n/a T 27.5 STRIKE AMER CALL Opt 01/20/2007............. (Call) 00206R902 740,250 1,410 X n/a n/a T 30.0 STRIKE AMER CALL Opt 10/21/2006............. (Call) 00206R902 541,523 2,103 X n/a n/a TELK 17.5 STRIKE AMER Opt CALL 01/19/2008........ (Call) 87959M909 208,780 286 X n/a n/a TEX 50.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 880779903 1,028,560 3,956 X n/a n/a TGT 50.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 87612E906 647,325 945 X n/a n/a TGT 50.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 87612E906 381,700 694 X n/a n/a THC 7.0 STRIKE AMER CALL Opt 02/17/2007............. (Call) 88033G900 493,850 2,905 X n/a n/a TIE 15.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 888339907 223,000 200 X n/a n/a TIE 25.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 888339907 236,250 750 X n/a n/a COLUMN TOTALS............ 9,510,533
FORM 13F Page 253 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- TJX 22.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 872540909 362,730 642 X n/a n/a TOL 25.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 889478903 219,750 293 X n/a n/a TOL 25.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 889478903 310,050 954 X n/a n/a TOL 27.5 STRIKE AMER Opt CALL 11/18/2006........ (Call) 889478903 530,200 2,651 X n/a n/a TSO 60.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 881609901 212,550 1,417 X n/a n/a TWX 17.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 887317905 265,590 2,043 X n/a n/a TWX 17.5 STRIKE AMER Opt CALL 01/19/2008........ (Call) 887317905 234,325 910 X n/a n/a TWX 18.0 STRIKE AMER Opt CALL 04/21/2007........ (Call) 887317905 249,013 1,811 X n/a n/a TXN 27.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 882508904 606,645 1,037 X n/a n/a TXN 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 882508904 382,720 832 X n/a n/a TXN 30.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 882508904 1,011,540 2,932 X n/a n/a TXN 32.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 882508904 430,360 1,484 X n/a n/a TXN 32.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 882508904 929,880 6,642 X n/a n/a TXU 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 873168908 771,450 278 X n/a n/a COLUMN TOTALS............ 6,516,803
FORM 13F Page 254 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- TXU 37.5 STRIKE AMER Opt CALL 01/19/2008........ (Call) 873168908 288,400 112 X n/a n/a TXU 37.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 873168908 1,313,000 520 X n/a n/a TXU 42.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 873168908 238,095 117 X n/a n/a TXU 47.5 STRIKE AMER Opt CALL 01/19/2008........ (Call) 873168908 285,930 162 X n/a n/a TXU 55.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 873168908 499,590 546 X n/a n/a TXU 57.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 873168908 543,120 744 X n/a n/a TXU 60.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 873168908 1,840,420 5,413 X n/a n/a TYC 25.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 902124906 241,698 799 X n/a n/a UARM 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 904311907 278,750 250 X n/a n/a UARM 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 904311907 320,250 427 X n/a n/a UNH 20.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 91324P902 410,050 139 X n/a n/a UNH 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 91324P902 1,253,090 841 X n/a n/a UNH 35.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 91324P902 301,790 206 X n/a n/a UNH 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 91324P902 238,960 232 X n/a n/a COLUMN TOTALS............ 8,053,143
FORM 13F Page 255 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- UNH 45.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 91324P902 1,007,960 1,784 X n/a n/a UNH 55.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 91324P902 475,345 923 X n/a n/a UNP 50.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 907818908 1,678,080 437 X n/a n/a UPS 100.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 911312906 39,128 15,651 X n/a n/a UPS 50.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 911312906 469,260 198 X n/a n/a UPS 60.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 911312906 709,500 550 X n/a n/a UPS 65.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 911312906 293,460 402 X n/a n/a UPS 70.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 911312906 345,100 406 X n/a n/a UPS 75.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 911312906 294,255 503 X n/a n/a USG 55.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 903293905 234,975 1,446 X n/a n/a UST 45.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 902911906 291,900 278 X n/a n/a UTH 120.0 STRIKE AMER Opt CALL 05/19/2007........ (Call) 918019900 269,555 319 X n/a n/a UTHR 75.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 91307C902 200,825 277 X n/a n/a UTSI 7.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 918076900 359,835 2,086 X n/a n/a COLUMN TOTALS............ 6,669,178
FORM 13F Page 256 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- UTSI 7.5 STRIKE AMER Opt CALL 11/18/2006........ (Call) 918076900 233,120 1,504 X n/a n/a UTX 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 913017909 268,375 113 X n/a n/a UTX 45.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 913017909 449,820 238 X n/a n/a UVN 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 914906902 685,665 10,158 X n/a n/a VLO 32.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 91913Y900 521,260 268 X n/a n/a VLO 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 91913Y900 485,640 284 X n/a n/a VLO 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 91913Y900 718,200 570 X n/a n/a VLO 45.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 91913Y900 302,170 451 X n/a n/a VLO 47.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 91913Y900 304,200 676 X n/a n/a VLO 50.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 91913Y900 452,610 1,692 X n/a n/a VLO 55.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 91913Y900 214,210 691 X n/a n/a VLO 57.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 91913Y900 202,860 882 X n/a n/a VLO 65.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 91913Y900 378,350 805 X n/a n/a VLO 75.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 91913Y900 200,293 709 X n/a n/a COLUMN TOTALS............ 5,416,773
FORM 13F Page 257 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- VRTX 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 92532F900 277,400 730 X n/a n/a VRTX 40.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 92532F900 200,220 284 X n/a n/a VRX 10.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 91911X904 236,610 239 X n/a n/a VRX 15.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 91911X904 374,850 735 X n/a n/a VZ 32.5 STRIKE AMER CALL Opt 01/20/2007............. (Call) 92343V904 341,440 704 X n/a n/a VZ 32.5 STRIKE AMER CALL Opt 10/21/2006............. (Call) 92343V904 212,970 458 X n/a n/a VZ 35.0 STRIKE AMER CALL Opt 01/19/2008............. (Call) 92343V904 399,420 951 X n/a n/a VZ 35.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 92343V904 1,185,480 4,272 X n/a n/a VZ 35.0 STRIKE AMER CALL Opt 10/21/2006............. (Call) 92343V904 468,055 2,177 X n/a n/a WAG 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 931422909 263,440 178 X n/a n/a WB/BSK2 60.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 381317906 218,860 124 X n/a n/a WB/BSK2 65.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 381317906 788,990 614 X n/a n/a WEN/BSK 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 950590909 326,920 88 X n/a n/a WEN/BSK 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 950590909 1,812,450 562 X n/a n/a COLUMN TOTALS............ 7,107,105
FORM 13F Page 258 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- WEN/BSK 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 950590909 276,235 101 X n/a n/a WEN/BSK 55.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 950590909 1,043,900 803 X n/a n/a WEN/BSK 60.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 950590909 534,625 611 X n/a n/a WFC 25.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 949746901 488,800 416 X n/a n/a WFC 27.5 STRIKE AMER Opt CALL 01/19/2008........ (Call) 949746901 1,786,000 1,880 X n/a n/a WFC 30.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 949746901 355,940 481 X n/a n/a WFC 30.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 949746901 459,550 707 X n/a n/a WFC 32.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 949746901 325,280 856 X n/a n/a WFC 35.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 949746901 409,018 2,773 X n/a n/a WFMI 55.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 966837906 297,500 476 X n/a n/a WFR 35.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 552715904 306,763 1,067 X n/a n/a WHR 50.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 963320906 445,050 129 X n/a n/a WHR 60.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 963320906 473,680 191 X n/a n/a WIRE 35.0 STRIKE AMER Opt CALL 02/17/2007........ (Call) 292562905 205,020 402 X n/a n/a COLUMN TOTALS............ 7,407,360
FORM 13F Page 259 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- WLP 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 94973V907 1,097,790 258 X n/a n/a WLP 50.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 94973V907 222,000 80 X n/a n/a WLP 55.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 94973V907 306,190 134 X n/a n/a WLP 60.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 94973V907 483,740 268 X n/a n/a WLP 65.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 94973V907 214,650 159 X n/a n/a WM 42.5 STRIKE AMER CALL Opt 10/21/2006............. (Call) 939322903 207,060 1,479 X n/a n/a WMI 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 94106L909 207,795 3,958 X n/a n/a WMT 32.5 STRIKE AMER Opt CALL 03/17/2007........ (Call) 931142903 222,250 127 X n/a n/a WMT 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 931142903 1,564,360 1,057 X n/a n/a WMT 37.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 931142903 213,600 178 X n/a n/a WMT 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 931142903 1,698,840 1,716 X n/a n/a WMT 40.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 931142903 468,855 453 X n/a n/a WMT 40.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 931142903 341,040 348 X n/a n/a WMT 42.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 931142903 731,120 962 X n/a n/a COLUMN TOTALS............ 7,979,290
FORM 13F Page 260 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- WMT 42.5 STRIKE AMER Opt CALL 03/17/2007........ (Call) 931142903 203,665 253 X n/a n/a WMT 45.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 931142903 335,780 412 X n/a n/a WMT 45.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 931142903 261,900 485 X n/a n/a WMT 45.0 STRIKE AMER Opt CALL 03/17/2007........ (Call) 931142903 217,770 366 X n/a n/a WMT 45.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 931142903 417,690 819 X n/a n/a WMT 47.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 931142903 1,529,385 4,433 X n/a n/a WMT 47.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 931142903 453,420 2,061 X n/a n/a WMT 47.5 STRIKE AMER Opt CALL 12/16/2006........ (Call) 931142903 224,440 724 X n/a n/a WYE 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 983024900 356,400 220 X n/a n/a WYE 40.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 983024900 223,440 196 X n/a n/a WYE 45.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 983024900 312,800 460 X n/a n/a WYE 45.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 983024900 208,725 345 X n/a n/a WYE 50.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 983024900 302,255 991 X n/a n/a WYNN 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 983134907 1,723,800 520 X n/a n/a COLUMN TOTALS............ 6,771,470
FORM 13F Page 261 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- WYNN 50.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 983134907 237,350 101 X n/a n/a WYNN 50.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 983134907 699,060 366 X n/a n/a WYNN 55.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 983134907 291,060 196 X n/a n/a X 35.0 STRIKE AMER CALL Opt 01/19/2008............. (Call) 912909908 344,250 135 X n/a n/a X 45.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 912909908 877,300 620 X n/a n/a X 50.0 STRIKE AMER CALL Opt 01/20/2007............. (Call) 912909908 237,800 232 X n/a n/a X 55.0 STRIKE AMER CALL Opt 10/21/2006............. (Call) 912909908 538,980 1,382 X n/a n/a X 60.0 STRIKE AMER CALL Opt 01/19/2008............. (Call) 912909908 381,100 370 X n/a n/a X 65.0 STRIKE AMER CALL Opt 01/19/2008............. (Call) 912909908 854,900 1,030 X n/a n/a X 70.0 STRIKE AMER CALL Opt 01/19/2008............. (Call) 912909908 292,380 443 X n/a n/a XLE 45.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 81369Y906 299,860 319 X n/a n/a XLE 45.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 81369Y906 252,840 294 X n/a n/a XLE 47.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 81369Y906 361,140 463 X n/a n/a XLE 49.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 81369Y906 420,980 679 X n/a n/a COLUMN TOTALS............ 6,089,000
FORM 13F Page 262 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- XLE 49.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 81369Y906 570,240 1,188 X n/a n/a XLE 50.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 81369Y906 803,400 2,060 X n/a n/a XLE 50.0 STRIKE AMER Opt CALL 12/29/2006........ (Call) 81369Y906 323,440 622 X n/a n/a XLE 51.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 81369Y906 1,454,520 4,692 X n/a n/a XLE 52.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 81369Y906 284,340 677 X n/a n/a XLE 53.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 81369Y906 503,280 1,398 X n/a n/a XLE 53.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 81369Y906 1,005,210 5,913 X n/a n/a XLE 54.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 81369Y906 435,240 1,404 X n/a n/a XLE 55.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 81369Y906 547,040 2,104 X n/a n/a XLE 55.0 STRIKE AMER Opt CALL 12/16/2006........ (Call) 81369Y906 370,180 1,784 X n/a n/a XLE 56.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 81369Y906 563,200 2,560 X n/a n/a XLE 58.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 81369Y906 336,300 2,242 X n/a n/a XLE 70.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 81369Y906 268,990 1,454 X n/a n/a XLF 35.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 81369Y905 284,430 2,994 X n/a n/a COLUMN TOTALS............ 7,749,810
FORM 13F Page 263 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- XMSR 12.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 983759901 232,823 2,517 X n/a n/a XOM 45.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 30231G902 1,559,425 665 X n/a n/a XOM 45.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 30231G902 945,280 422 X n/a n/a XOM 47.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 30231G902 340,810 173 X n/a n/a XOM 50.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 30231G902 299,280 174 X n/a n/a XOM 52.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 30231G902 699,150 474 X n/a n/a XOM 55.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 30231G902 2,311,680 1,806 X n/a n/a XOM 55.0 STRIKE AMER Opt CALL 04/21/2007........ (Call) 30231G902 1,401,070 1,034 X n/a n/a XOM 55.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 30231G902 573,300 468 X n/a n/a XOM 55.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 30231G902 787,400 635 X n/a n/a XOM 57.5 STRIKE AMER Opt CALL 10/21/2006........ (Call) 30231G902 1,178,775 1,209 X n/a n/a XOM 60.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 30231G902 872,350 1,195 X n/a n/a XOM 60.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 30231G902 1,191,870 1,558 X n/a n/a XOM 62.5 STRIKE AMER Opt CALL 11/18/2006........ (Call) 30231G902 650,730 1,194 X n/a n/a COLUMN TOTALS............ 13,043,943
FORM 13F Page 264 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- XOM 65.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 30231G902 1,015,740 1,188 X n/a n/a XOM 65.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 30231G902 719,355 1,547 X n/a n/a XOM 65.0 STRIKE AMER Opt CALL 04/21/2007........ (Call) 30231G902 483,800 820 X n/a n/a XOM 65.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 30231G902 685,440 2,448 X n/a n/a XOM 65.0 STRIKE AMER Opt CALL 11/18/2006........ (Call) 30231G902 500,850 1,431 X n/a n/a XOM 70.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 30231G902 359,975 605 X n/a n/a XOM 70.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 30231G902 508,000 2,540 X n/a n/a XOM 70.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 30231G902 228,573 7,033 X n/a n/a YHOO 10.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 984332906 224,025 145 X n/a n/a YHOO 20.0 STRIKE AMER Opt CALL 01/20/2007........ (Call) 984332906 206,180 338 X n/a n/a YHOO 22.5 STRIKE AMER Opt CALL 01/20/2007........ (Call) 984332906 257,070 627 X n/a n/a YHOO 25.0 STRIKE AMER Opt CALL 01/17/2009........ (Call) 984332906 264,670 398 X n/a n/a YHOO 25.0 STRIKE AMER Opt CALL 01/19/2008........ (Call) 984332906 286,605 579 X n/a n/a YUM 45.0 STRIKE AMER Opt CALL 10/21/2006........ (Call) 988498901 205,900 290 X n/a n/a COLUMN TOTALS............ 5,946,183
FORM 13F Page 265 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- AA 27.5 STRIKE AMER PUT Opt 10/21/2006............. (Put) 013817951 265,250 5,305 X n/a n/a AAPL 100.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 037833950 1,130,050 485 X n/a n/a AAPL 100.0 STRIKE AMER Opt PUT 04/21/2007......... (Put) 037833950 344,880 144 X n/a n/a AAPL 105.0 STRIKE AMER Opt PUT 04/21/2007......... (Put) 037833950 326,600 115 X n/a n/a AAPL 62.5 STRIKE AMER Opt PUT 01/20/2007......... (Put) 037833950 356,640 2,229 X n/a n/a AAPL 65.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 037833950 628,110 997 X n/a n/a AAPL 65.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 037833950 725,700 3,540 X n/a n/a AAPL 70.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 037833950 396,305 1,183 X n/a n/a AAPL 75.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 037833950 531,975 519 X n/a n/a AAPL 80.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 037833950 898,225 1,159 X n/a n/a AAPL 85.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 037833950 367,350 237 X n/a n/a AAPL 85.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 037833950 261,485 241 X n/a n/a AAPL 90.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 037833950 413,180 283 X n/a n/a AAPL 90.0 STRIKE AMER Opt PUT 10/21/2006......... (Put) 037833950 341,900 260 X n/a n/a COLUMN TOTALS............ 6,987,650
FORM 13F Page 266 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- AAPL 95.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 037833950 534,375 285 X n/a n/a AAPL 95.0 STRIKE AMER Opt PUT 04/21/2007......... (Put) 037833950 449,460 227 X n/a n/a AAPL 95.0 STRIKE AMER Opt PUT 11/18/2006......... (Put) 037833950 286,770 158 X n/a n/a ABT 60.0 STRIKE AMER PUT Opt 10/21/2006............. (Put) 002824950 215,525 185 X n/a n/a ACI 32.5 STRIKE AMER PUT Opt 01/20/2007............. (Put) 039380950 4,504,190 8,746 X n/a n/a ACI 47.5 STRIKE AMER PUT Opt 01/19/2008............. (Put) 039380950 514,080 272 X n/a n/a ADM 50.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 039483952 330,480 272 X n/a n/a ADPT 5.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 00651F958 751,800 10,024 X n/a n/a AGIX 35.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 047439954 485,100 220 X n/a n/a AGIX 40.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 047439954 201,960 72 X n/a n/a AGIX 40.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 047439954 237,160 88 X n/a n/a AGIX 7.5 STRIKE AMER PUT Opt 01/19/2008............. (Put) 047439954 1,963,500 7,480 X n/a n/a AIG 70.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 026874957 216,030 379 X n/a n/a AL 50.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 013716955 205,540 172 X n/a n/a COLUMN TOTALS............ 10,895,970
FORM 13F Page 267 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- AMAT 17.5 STRIKE AMER Opt PUT 01/20/2007......... (Put) 038222955 355,965 3,747 X n/a n/a AMD 10.0 STRIKE AMER PUT Opt 01/17/2009............. (Put) 007903957 300,000 5,000 X n/a n/a AMD 22.5 STRIKE AMER PUT Opt 01/19/2008............. (Put) 007903957 377,190 1,143 X n/a n/a AMD 25.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 007903957 309,275 695 X n/a n/a AMD 25.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 007903957 347,368 1,349 X n/a n/a AMD 30.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 007903957 817,500 1,090 X n/a n/a AMD 30.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 007903957 265,005 453 X n/a n/a AMD 30.0 STRIKE AMER PUT Opt 11/18/2006............. (Put) 007903957 313,375 575 X n/a n/a AMD 40.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 007903957 418,500 270 X n/a n/a AMGN 75.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 031162950 926,440 2,014 X n/a n/a AMKR 7.5 STRIKE AMER PUT Opt 01/20/2007............. (Put) 031652950 1,013,708 3,653 X n/a n/a AMLN 25.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 032346958 456,250 2,500 X n/a n/a AMLN 55.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 032346958 324,300 230 X n/a n/a AMLN 55.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 032346958 402,420 353 X n/a n/a COLUMN TOTALS............ 6,627,295
FORM 13F Page 268 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- AMLN 60.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 032346958 489,280 278 X n/a n/a AMLN 60.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 032346958 619,200 387 X n/a n/a AMR 10.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 001765956 1,021,520 12,769 X n/a n/a AMR 12.5 STRIKE AMER PUT Opt 01/19/2008............. (Put) 001765956 303,188 2,475 X n/a n/a AMR 17.5 STRIKE AMER PUT Opt 01/20/2007............. (Put) 001765956 218,160 2,424 X n/a n/a AMR 22.5 STRIKE AMER PUT Opt 01/20/2007............. (Put) 001765956 212,500 850 X n/a n/a AMR 30.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 001765956 238,875 325 X n/a n/a AMZN 30.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 023135956 1,045,840 6,152 X n/a n/a APA 65.0 STRIKE AMER PUT Opt 10/21/2006............. (Put) 037411955 259,335 918 X n/a n/a APA 70.0 STRIKE AMER PUT Opt 10/21/2006............. (Put) 037411955 263,405 379 X n/a n/a APA 75.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 037411955 836,675 683 X n/a n/a APC 47.5 STRIKE AMER PUT Opt 01/20/2007............. (Put) 032511957 309,520 584 X n/a n/a APC 50.0 STRIKE AMER PUT Opt 02/17/2007............. (Put) 032511957 271,875 375 X n/a n/a APC 50.0 STRIKE AMER PUT Opt 11/18/2006............. (Put) 032511957 215,800 332 X n/a n/a COLUMN TOTALS............ 6,305,173
FORM 13F Page 269 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- APOL 55.0 STRIKE AMER Opt PUT 11/18/2006......... (Put) 037604955 200,970 319 X n/a n/a AVNR 7.5 STRIKE AMER PUT Opt 12/16/2006............. (Put) 05348P951 244,168 967 X n/a n/a AXP 75.0 STRIKE AMER PUT Opt 10/21/2006............. (Put) 025816959 1,108,710 582 X n/a n/a BAC 45.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 060505954 224,020 1,948 X n/a n/a BAC 55.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 060505954 469,450 1,145 X n/a n/a BHI 65.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 057224957 246,840 726 X n/a n/a BHI 80.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 057224957 429,260 338 X n/a n/a BIIB 50.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 09062X953 877,540 1,513 X n/a n/a BJS 30.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 055482953 228,830 934 X n/a n/a BJS 32.5 STRIKE AMER PUT Opt 01/20/2007............. (Put) 055482953 301,070 782 X n/a n/a BJS 35.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 055482953 372,240 517 X n/a n/a BJS 40.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 055482953 287,555 289 X n/a n/a BJS 40.0 STRIKE AMER PUT Opt 10/21/2006............. (Put) 055482953 494,470 502 X n/a n/a BJS 45.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 055482953 445,480 296 X n/a n/a COLUMN TOTALS............ 5,930,603
FORM 13F Page 270 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- BMY 22.5 STRIKE AMER PUT Opt 01/20/2007............. (Put) 110122958 211,980 3,533 X n/a n/a BOL 50.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 071707953 248,655 411 X n/a n/a BOL 60.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 071707953 414,100 410 X n/a n/a BOW 20.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 102183950 675,000 5,000 X n/a n/a BOW 25.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 102183950 381,170 811 X n/a n/a BRCM 30.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 111320957 245,565 612 X n/a n/a BRCM 35.0 STRIKE AMER Opt PUT 02/17/2007......... (Put) 111320957 244,545 411 X n/a n/a BRCM 43.375 STRIKE AMER Opt PUT 01/20/2007......... (Put) 111320957 202,800 104 X n/a n/a BRCM 46.625 STRIKE AMER Opt PUT 01/20/2007......... (Put) 111320957 1,222,500 500 X n/a n/a BSC 155.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 073902958 332,690 206 X n/a n/a BSX 17.5 STRIKE AMER PUT Opt 01/19/2008............. (Put) 101137957 321,480 893 X n/a n/a BSX 17.5 STRIKE AMER PUT Opt 01/20/2007............. (Put) 101137957 346,320 1,184 X n/a n/a BSX 17.5 STRIKE AMER PUT Opt 11/18/2006............. (Put) 101137957 744,150 2,706 X n/a n/a BSX 20.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 101137957 368,500 670 X n/a n/a COLUMN TOTALS............ 5,959,455
FORM 13F Page 271 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- BSX 20.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 101137957 884,000 1,700 X n/a n/a BSX 22.5 STRIKE AMER PUT Opt 01/19/2008............. (Put) 101137957 371,225 479 X n/a n/a BTU 35.0 STRIKE AMER PUT Opt 03/17/2007............. (Put) 704549954 218,730 634 X n/a n/a BTU 40.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 704549954 271,410 327 X n/a n/a BTU 40.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 704549954 401,520 717 X n/a n/a BTU 45.0 STRIKE AMER PUT Opt 03/17/2007............. (Put) 704549954 203,775 209 X n/a n/a BTU 45.0 STRIKE AMER PUT Opt 10/21/2006............. (Put) 704549954 294,650 355 X n/a n/a BTU 45.0 STRIKE AMER PUT Opt 12/16/2006............. (Put) 704549954 326,700 363 X n/a n/a BTU 50.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 704549954 323,300 212 X n/a n/a BZH 50.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 07556Q955 323,680 289 X n/a n/a BZH 53.375 STRIKE AMER Opt PUT 01/20/2007......... (Put) 07556Q955 322,560 224 X n/a n/a C 45.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 172967951 228,190 1,201 X n/a n/a C 50.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 172967951 718,320 1,968 X n/a n/a CAL 25.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 210795958 618,075 3,015 X n/a n/a COLUMN TOTALS............ 5,506,135
FORM 13F Page 272 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- CAL 30.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 210795958 305,440 736 X n/a n/a CAT 70.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 149123951 237,175 265 X n/a n/a CAT 70.0 STRIKE AMER PUT Opt 10/21/2006............. (Put) 149123951 288,480 601 X n/a n/a CAT 75.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 149123951 356,400 360 X n/a n/a CAT 80.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 149123951 206,580 132 X n/a n/a CCJ 50.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 13321L958 224,615 167 X n/a n/a CCRT 20.0 STRIKE AMER Opt PUT 01/17/2009......... (Put) 20478N950 3,203,840 20,024 X n/a n/a CELG 35.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 151020954 208,690 509 X n/a n/a CELG 42.5 STRIKE AMER Opt PUT 01/20/2007......... (Put) 151020954 525,350 1,501 X n/a n/a CELG 45.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 151020954 290,225 611 X n/a n/a CELG 50.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 151020954 432,480 544 X n/a n/a CELG 55.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 151020954 288,000 240 X n/a n/a CEPH 60.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 156708959 669,375 2,125 X n/a n/a CHK 20.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 165167957 425,425 5,005 X n/a n/a COLUMN TOTALS............ 7,662,075
FORM 13F Page 273 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- CHK 27.5 STRIKE AMER PUT Opt 01/20/2007............. (Put) 165167957 271,320 2,128 X n/a n/a CHK 27.5 STRIKE AMER PUT Opt 04/21/2007............. (Put) 165167957 946,960 4,984 X n/a n/a CHK 32.5 STRIKE AMER PUT Opt 01/20/2007............. (Put) 165167957 411,680 992 X n/a n/a CHK 35.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 165167957 992,000 1,600 X n/a n/a CME 420.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 167760957 243,960 76 X n/a n/a CME 530.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 167760957 208,375 25 X n/a n/a CME 550.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 167760957 298,350 39 X n/a n/a CME 590.0 STRIKE AMER Opt PUT 03/17/2007......... (Put) 167760957 230,400 20 X n/a n/a CME 630.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 167760957 725,650 46 X n/a n/a CME 650.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 167760957 210,840 12 X n/a n/a CMG 60.0 STRIKE AMER PUT Opt 10/21/2006............. (Put) 169656955 660,380 623 X n/a n/a CMG 80.0 STRIKE AMER PUT Opt 12/16/2006............. (Put) 169656955 412,425 135 X n/a n/a CMVT 22.5 STRIKE AMER Opt PUT 01/20/2007......... (Put) 205862952 330,525 1,469 X n/a n/a CNX 30.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 20854P959 220,590 1,026 X n/a n/a COLUMN TOTALS............ 6,163,455
FORM 13F Page 274 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- CNX 32.5 STRIKE AMER PUT Opt 01/20/2007............. (Put) 20854P959 277,045 827 X n/a n/a CNX 37.5 STRIKE AMER PUT Opt 10/21/2006............. (Put) 20854P959 345,150 585 X n/a n/a COP 50.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 20825C954 496,718 1,929 X n/a n/a COP 55.0 STRIKE AMER PUT Opt 05/19/2007............. (Put) 20825C954 200,475 729 X n/a n/a COP 57.5 STRIKE AMER PUT Opt 01/20/2007............. (Put) 20825C954 973,200 4,055 X n/a n/a COP 60.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 20825C954 1,047,040 1,636 X n/a n/a COP 60.0 STRIKE AMER PUT Opt 10/21/2006............. (Put) 20825C954 235,360 1,471 X n/a n/a COP 60.0 STRIKE AMER PUT Opt 11/18/2006............. (Put) 20825C954 383,985 1,449 X n/a n/a COP 65.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 20825C954 572,240 622 X n/a n/a COP 65.0 STRIKE AMER PUT Opt 02/17/2007............. (Put) 20825C954 363,300 519 X n/a n/a COP 65.0 STRIKE AMER PUT Opt 05/19/2007............. (Put) 20825C954 296,825 383 X n/a n/a COP 65.0 STRIKE AMER PUT Opt 10/21/2006............. (Put) 20825C954 453,200 824 X n/a n/a COP 65.0 STRIKE AMER PUT Opt 11/18/2006............. (Put) 20825C954 1,702,510 2,791 X n/a n/a COP 70.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 20825C954 536,760 426 X n/a n/a COLUMN TOTALS............ 7,883,808
FORM 13F Page 275 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- COP 70.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 20825C954 241,980 222 X n/a n/a COP 70.0 STRIKE AMER PUT Opt 02/17/2007............. (Put) 20825C954 837,100 761 X n/a n/a COP 70.0 STRIKE AMER PUT Opt 11/18/2006............. (Put) 20825C954 2,405,140 2,269 X n/a n/a COP 75.0 STRIKE AMER PUT Opt 02/17/2007............. (Put) 20825C954 1,817,400 1,165 X n/a n/a COP 75.0 STRIKE AMER PUT Opt 05/19/2007............. (Put) 20825C954 308,100 195 X n/a n/a COP 80.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 20825C954 501,280 241 X n/a n/a COP 80.0 STRIKE AMER PUT Opt 10/21/2006............. (Put) 20825C954 378,325 185 X n/a n/a CPN 2.5 STRIKE AMER PUT Opt 01/19/2008............. (Put) 131347956 343,980 1,512 X n/a n/a CPN 2.5 STRIKE AMER PUT Opt 01/20/2007............. (Put) 131347956 588,210 2,801 X n/a n/a CSCO 22.5 STRIKE AMER Opt PUT 01/19/2008......... (Put) 17275R952 317,000 1,585 X n/a n/a CSCO 25.0 STRIKE AMER Opt PUT 11/18/2006......... (Put) 17275R952 262,240 1,192 X n/a n/a CTB 12.5 STRIKE AMER PUT Opt 01/20/2007............. (Put) 216831957 4,043,790 14,977 X n/a n/a CVTX 15.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 126667954 310,620 501 X n/a n/a CVX 75.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 166764950 243,950 205 X n/a n/a COLUMN TOTALS............ 12,599,115
FORM 13F Page 276 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- DD 40.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 263534959 424,410 1,974 X n/a n/a DELL 20.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 24702R951 656,080 4,448 X n/a n/a DELL 22.5 STRIKE AMER Opt PUT 01/19/2008......... (Put) 24702R951 274,510 1,132 X n/a n/a DELL 25.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 24702R951 989,750 2,675 X n/a n/a DELL 27.5 STRIKE AMER Opt PUT 01/19/2008......... (Put) 24702R951 781,635 1,461 X n/a n/a DELL 27.5 STRIKE AMER Opt PUT 01/20/2007......... (Put) 24702R951 234,175 493 X n/a n/a DELL 30.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 24702R951 289,590 394 X n/a n/a DHI 22.5 STRIKE AMER PUT Opt 11/18/2006............. (Put) 23331A959 326,550 3,732 X n/a n/a DHI 30.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 23331A959 225,540 358 X n/a n/a DIA 104.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 252787956 542,970 2,011 X n/a n/a DIA 108.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 252787956 2,340,450 6,687 X n/a n/a DIA 108.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 252787956 314,260 3,308 X n/a n/a DIA 115.75 STRIKE AMER Opt PUT 01/20/2007......... (Put) 252787956 211,848 839 X n/a n/a DIA 116.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 252787956 4,702,925 8,179 X n/a n/a COLUMN TOTALS............ 12,314,693
FORM 13F Page 277 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- DIA 116.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 252787956 1,391,513 5,301 X n/a n/a DIA 116.0 STRIKE AMER Opt PUT 03/17/2007......... (Put) 252787956 227,465 679 X n/a n/a DIA 117.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 252787956 313,540 514 X n/a n/a DIA 119.0 STRIKE AMER Opt PUT 12/16/2006......... (Put) 252787956 252,540 732 X n/a n/a DIA 120.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 252787956 346,280 787 X n/a n/a DIA 120.0 STRIKE AMER Opt PUT 03/17/2007......... (Put) 252787956 245,820 482 X n/a n/a DIA 120.0 STRIKE AMER Opt PUT 12/16/2006......... (Put) 252787956 835,200 2,088 X n/a n/a DIA 124.0 STRIKE AMER Opt PUT 01/17/2009......... (Put) 252787956 276,390 249 X n/a n/a DIA 124.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 252787956 1,702,635 1,821 X n/a n/a DIA 124.0 STRIKE AMER Opt PUT 06/16/2007......... (Put) 252787956 205,000 250 X n/a n/a DIA 92.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 252787956 528,625 4,229 X n/a n/a DIA 96.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 252787956 317,688 1,955 X n/a n/a DO 80.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 25271C952 751,440 496 X n/a n/a DO 80.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 25271C952 427,180 403 X n/a n/a COLUMN TOTALS............ 7,821,315
FORM 13F Page 278 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- DRQ 47.5 STRIKE AMER PUT Opt 12/16/2006............. (Put) 262037954 268,520 98 X n/a n/a DVN 65.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 25179M953 318,550 554 X n/a n/a DVN 70.0 STRIKE AMER PUT Opt 10/21/2006............. (Put) 25179M953 244,240 344 X n/a n/a EBAY 27.5 STRIKE AMER Opt PUT 01/20/2007......... (Put) 278642953 504,810 2,556 X n/a n/a EBAY 32.5 STRIKE AMER Opt PUT 01/20/2007......... (Put) 278642953 866,745 1,751 X n/a n/a EBAY 40.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 278642953 3,744,000 3,200 X n/a n/a ECA 45.0 STRIKE AMER PUT Opt 04/21/2007............. (Put) 292505954 1,424,850 4,130 X n/a n/a ECA 50.0 STRIKE AMER PUT Opt 10/21/2006............. (Put) 292505954 276,840 769 X n/a n/a EK 20.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 277461959 249,600 1,280 X n/a n/a EK 22.5 STRIKE AMER PUT Opt 01/20/2007............. (Put) 277461959 469,175 2,681 X n/a n/a EMC 12.5 STRIKE AMER PUT Opt 01/19/2008............. (Put) 268648952 209,235 1,443 X n/a n/a ENER 40.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 292659959 292,190 479 X n/a n/a ENER 40.0 STRIKE AMER Opt PUT 12/16/2006......... (Put) 292659959 329,450 599 X n/a n/a ENER 45.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 292659959 209,280 218 X n/a n/a COLUMN TOTALS............ 9,407,485
FORM 13F Page 279 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- ENT 12.5 STRIKE AMER PUT Opt 03/17/2007............. (Put) 29381P952 309,205 923 X n/a n/a ENT 15.0 STRIKE AMER PUT Opt 12/16/2006............. (Put) 29381P952 207,570 374 X n/a n/a EOG 60.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 26875P951 1,740,480 5,439 X n/a n/a EOG 75.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 26875P951 645,150 561 X n/a n/a ERTS 55.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 285512959 732,960 2,036 X n/a n/a ESV 45.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 26874Q950 229,680 522 X n/a n/a F 10.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 345370950 402,415 1,963 X n/a n/a FSH 70.0 STRIKE AMER PUT Opt 12/16/2006............. (Put) 338032954 368,663 5,085 X n/a n/a GE 35.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 369604953 767,315 3,743 X n/a n/a GE 40.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 369604953 411,600 840 X n/a n/a GENZ 75.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 372917954 1,418,600 1,730 X n/a n/a GERN 10.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 374163953 626,730 1,607 X n/a n/a GG 20.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 380956959 475,165 1,682 X n/a n/a GG 22.5 STRIKE AMER PUT Opt 01/20/2007............. (Put) 380956959 216,635 1,171 X n/a n/a COLUMN TOTALS............ 8,552,168
FORM 13F Page 280 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- GG 25.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 380956959 296,460 549 X n/a n/a GG 25.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 380956959 383,360 1,198 X n/a n/a GG 25.0 STRIKE AMER PUT Opt 10/21/2006............. (Put) 380956959 302,250 1,550 X n/a n/a GG 27.5 STRIKE AMER PUT Opt 01/19/2008............. (Put) 380956959 391,300 559 X n/a n/a GG 27.5 STRIKE AMER PUT Opt 01/20/2007............. (Put) 380956959 620,235 1,253 X n/a n/a GG 27.5 STRIKE AMER PUT Opt 04/21/2007............. (Put) 380956959 493,360 881 X n/a n/a GG 27.5 STRIKE AMER PUT Opt 10/21/2006............. (Put) 380956959 513,200 1,283 X n/a n/a GG 30.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 380956959 456,750 525 X n/a n/a GG 30.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 380956959 1,956,150 2,835 X n/a n/a GG 30.0 STRIKE AMER PUT Opt 04/21/2007............. (Put) 380956959 226,440 306 X n/a n/a GG 32.5 STRIKE AMER PUT Opt 01/20/2007............. (Put) 380956959 378,560 416 X n/a n/a GG 35.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 380956959 825,545 721 X n/a n/a GG 35.0 STRIKE AMER PUT Opt 04/21/2007............. (Put) 380956959 231,660 198 X n/a n/a GG/BSK 50.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 376775952 611,040 456 X n/a n/a COLUMN TOTALS............ 7,686,310
FORM 13F Page 281 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- GILD 70.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 375558953 232,650 517 X n/a n/a GILD 75.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 375558953 425,820 564 X n/a n/a GLW 25.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 219350955 220,545 1,014 X n/a n/a GM 15.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 370442955 303,043 2,819 X n/a n/a GM 22.5 STRIKE AMER PUT Opt 01/19/2008............. (Put) 370442955 417,180 1,636 X n/a n/a GM 22.5 STRIKE AMER PUT Opt 01/20/2007............. (Put) 370442955 213,650 4,273 X n/a n/a GM 30.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 370442955 2,772,040 14,984 X n/a n/a GM 32.5 STRIKE AMER PUT Opt 01/20/2007............. (Put) 370442955 394,328 1,421 X n/a n/a GM 35.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 370442955 692,960 976 X n/a n/a GM 42.5 STRIKE AMER PUT Opt 01/19/2008............. (Put) 370442955 226,010 194 X n/a n/a GM 45.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 370442955 390,050 290 X n/a n/a GOOG 300.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 38259P958 453,388 1,909 X n/a n/a GOOG 380.0 STRIKE AMER Opt PUT 10/21/2006......... (Put) 38259P958 855,500 1,475 X n/a n/a GOOG 390.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 38259P958 333,260 76 X n/a n/a COLUMN TOTALS............ 7,930,423
FORM 13F Page 282 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- GOOG 390.0 STRIKE AMER Opt PUT 10/21/2006......... (Put) 38259P958 1,120,540 1,252 X n/a n/a GOOG 400.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 38259P958 1,895,260 772 X n/a n/a GOOG 420.0 STRIKE AMER Opt PUT 10/21/2006......... (Put) 38259P958 1,084,330 439 X n/a n/a GOOG 420.0 STRIKE AMER Opt PUT 12/16/2006......... (Put) 38259P958 339,200 106 X n/a n/a GOOG 430.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 38259P958 236,430 37 X n/a n/a GOOG 430.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 38259P958 222,210 54 X n/a n/a GOOG 440.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 38259P958 732,105 153 X n/a n/a GOOG 450.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 38259P958 219,675 29 X n/a n/a GOOG 450.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 38259P958 2,349,390 426 X n/a n/a GOOG 450.0 STRIKE AMER Opt PUT 10/21/2006......... (Put) 38259P958 456,165 93 X n/a n/a GOOG 450.0 STRIKE AMER Opt PUT 12/16/2006......... (Put) 38259P958 631,890 119 X n/a n/a GOOG 460.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 38259P958 254,510 31 X n/a n/a GOOG 460.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 38259P958 2,036,515 323 X n/a n/a GOOG 460.0 STRIKE AMER Opt PUT 10/21/2006......... (Put) 38259P958 2,150,960 368 X n/a n/a COLUMN TOTALS............ 13,729,180
FORM 13F Page 283 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- GOOG 460.0 STRIKE AMER Opt PUT 12/16/2006......... (Put) 38259P958 300,615 49 X n/a n/a GOOG 470.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 38259P958 585,420 66 X n/a n/a GOOG 470.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 38259P958 1,140,800 160 X n/a n/a GOOG 470.0 STRIKE AMER Opt PUT 10/21/2006......... (Put) 38259P958 3,577,875 525 X n/a n/a GOOG 470.0 STRIKE AMER Opt PUT 12/16/2006......... (Put) 38259P958 1,281,915 183 X n/a n/a GOOG 480.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 38259P958 851,285 89 X n/a n/a GOOG 480.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 38259P958 1,881,175 235 X n/a n/a GOOG 480.0 STRIKE AMER Opt PUT 12/16/2006......... (Put) 38259P958 545,790 69 X n/a n/a GOOG 490.0 STRIKE AMER Opt PUT 01/17/2009......... (Put) 38259P958 236,985 21 X n/a n/a GOOG 490.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 38259P958 472,880 46 X n/a n/a GOOG 490.0 STRIKE AMER Opt PUT 12/16/2006......... (Put) 38259P958 929,775 105 X n/a n/a GOOG 500.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 38259P958 209,570 19 X n/a n/a GOOG 500.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 38259P958 325,380 33 X n/a n/a GOOG 500.0 STRIKE AMER Opt PUT 03/17/2007......... (Put) 38259P958 259,870 26 X n/a n/a COLUMN TOTALS............ 12,599,335
FORM 13F Page 284 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- GOOG 500.0 STRIKE AMER Opt PUT 12/16/2006......... (Put) 38259P958 442,125 45 X n/a n/a GOOG 510.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 38259P958 920,790 78 X n/a n/a GOOG 510.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 38259P958 422,175 39 X n/a n/a GOOG 510.0 STRIKE AMER Opt PUT 03/17/2007......... (Put) 38259P958 338,210 31 X n/a n/a GOOG 520.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 38259P958 390,290 31 X n/a n/a GOOG 530.0 STRIKE AMER Opt PUT 03/17/2007......... (Put) 38259P958 449,050 35 X n/a n/a GOOG 540.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 38259P958 2,035,605 143 X n/a n/a GOOG 590.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 38259P958 395,115 21 X n/a n/a GOOG 600.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 38259P958 415,905 21 X n/a n/a GRMN 52.5 STRIKE AMER Opt PUT 10/21/2006......... (Put) G37260959 253,680 604 X n/a n/a GRMN 55.0 STRIKE AMER Opt PUT 10/21/2006......... (Put) G37260959 224,000 350 X n/a n/a GRP 45.0 STRIKE AMER PUT Opt 10/21/2006............. (Put) 38821G951 212,205 301 X n/a n/a GSF 60.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) G3930E951 348,300 270 X n/a n/a GSF 60.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) G3930E951 265,000 250 X n/a n/a COLUMN TOTALS............ 7,112,450
FORM 13F Page 285 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- HAL 30.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 406216951 1,181,040 4,144 X n/a n/a HAL 30.0 STRIKE AMER PUT Opt 10/21/2006............. (Put) 406216951 574,020 3,189 X n/a n/a HAL 32.5 STRIKE AMER PUT Opt 01/20/2007............. (Put) 406216951 280,140 609 X n/a n/a HAL 32.5 STRIKE AMER PUT Opt 10/21/2006............. (Put) 406216951 462,105 1,141 X n/a n/a HAL 33.75 STRIKE AMER Opt PUT 01/20/2007......... (Put) 406216951 337,680 603 X n/a n/a HAL 35.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 406216951 300,300 390 X n/a n/a HAL 35.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 406216951 397,980 594 X n/a n/a HAL 37.5 STRIKE AMER PUT Opt 01/19/2008............. (Put) 406216951 224,640 234 X n/a n/a HAL 37.5 STRIKE AMER PUT Opt 04/21/2007............. (Put) 406216951 202,215 221 X n/a n/a HAL 40.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 406216951 1,302,210 1,113 X n/a n/a HD 40.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 437076952 206,170 389 X n/a n/a HD 40.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 437076952 252,315 623 X n/a n/a HD 45.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 437076952 285,300 317 X n/a n/a HD 50.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 437076952 290,440 212 X n/a n/a COLUMN TOTALS............ 6,296,555
FORM 13F Page 286 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- HES 41.625 STRIKE AMER Opt PUT 01/20/2007......... (Put) 42809H957 216,810 657 X n/a n/a HES 43.375 STRIKE AMER Opt PUT 01/20/2007......... (Put) 42809H957 201,450 474 X n/a n/a HES 46.625 STRIKE AMER Opt PUT 01/19/2008......... (Put) 42809H957 551,880 657 X n/a n/a HES 50.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 42809H957 252,900 281 X n/a n/a HET 65.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 413619957 1,640,880 4,558 X n/a n/a HET 65.0 STRIKE AMER PUT Opt 11/18/2006............. (Put) 413619957 255,955 994 X n/a n/a HON 40.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 438516956 375,830 2,891 X n/a n/a HPQ 37.5 STRIKE AMER PUT Opt 11/18/2006............. (Put) 428236953 248,455 1,258 X n/a n/a HW 25.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 42210P952 204,450 705 X n/a n/a IBM 85.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 459200951 506,520 1,206 X n/a n/a IBM 85.0 STRIKE AMER PUT Opt 11/18/2006............. (Put) 459200951 217,175 595 X n/a n/a IBM 90.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 459200951 359,080 382 X n/a n/a IMCL 30.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 45245W959 203,970 523 X n/a n/a IMCL 40.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 45245W959 504,810 426 X n/a n/a COLUMN TOTALS............ 5,740,165
FORM 13F Page 287 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- IMCL 40.0 STRIKE AMER Opt PUT 11/18/2006......... (Put) 45245W959 7,020,000 6,000 X n/a n/a INTC 17.5 STRIKE AMER Opt PUT 01/19/2008......... (Put) 458140950 385,808 3,957 X n/a n/a INTC 20.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 458140950 1,258,520 6,896 X n/a n/a INTC 20.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 458140950 385,645 4,537 X n/a n/a INTC 22.5 STRIKE AMER Opt PUT 01/19/2008......... (Put) 458140950 1,849,150 5,965 X n/a n/a INTC 22.5 STRIKE AMER Opt PUT 01/20/2007......... (Put) 458140950 833,290 3,623 X n/a n/a INTC 25.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 458140950 577,150 1,190 X n/a n/a IOTN 12.5 STRIKE AMER Opt PUT 01/20/2007......... (Put) 462070953 469,050 590 X n/a n/a IOTN 12.5 STRIKE AMER Opt PUT 10/21/2006......... (Put) 462070953 232,360 296 X n/a n/a IOTN 15.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 462070953 306,600 292 X n/a n/a IPG 10.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 460690950 293,400 4,890 X n/a n/a IPG 5.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 460690950 100,000 10,000 X n/a n/a IPG 7.5 STRIKE AMER PUT Opt 01/17/2009............. (Put) 460690950 237,500 5,000 X n/a n/a IPS 100.0 STRIKE AMER Opt PUT 12/16/2006......... (Put) 462622951 268,450 182 X n/a n/a COLUMN TOTALS............ 14,216,923
FORM 13F Page 288 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- IPS 95.0 STRIKE AMER PUT Opt 12/16/2006............. (Put) 462622951 283,800 258 X n/a n/a ISRG 140.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 46120E952 362,100 102 X n/a n/a IWM 55.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 464287955 345,398 2,193 X n/a n/a IWM 58.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 464287955 412,718 1,989 X n/a n/a IWM 62.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 464287955 240,063 835 X n/a n/a IWM 65.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 464287955 214,560 1,788 X n/a n/a IWM 66.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 464287955 1,272,570 3,263 X n/a n/a IWM 67.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 464287955 987,420 2,351 X n/a n/a IWM 67.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 464287955 774,720 4,842 X n/a n/a IWM 68.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 464287955 451,955 2,443 X n/a n/a IWM 68.5 STRIKE AMER PUT Opt 01/20/2007............. (Put) 464287955 213,800 1,069 X n/a n/a IWM 69.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 464287955 780,880 3,632 X n/a n/a IWM 70.0 STRIKE AMER PUT Opt 10/21/2006............. (Put) 464287955 423,908 5,847 X n/a n/a IWM 71.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 464287955 363,550 661 X n/a n/a COLUMN TOTALS............ 7,127,440
FORM 13F Page 289 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- IWM 71.5 STRIKE AMER PUT Opt 01/20/2007............. (Put) 464287955 304,013 1,005 X n/a n/a IWM 72.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 464287955 1,755,250 2,975 X n/a n/a IWM 72.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 464287955 576,450 1,830 X n/a n/a IWM 72.0 STRIKE AMER PUT Opt 10/21/2006............. (Put) 464287955 958,455 6,726 X n/a n/a IWM 73.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 464287955 336,640 526 X n/a n/a IWM 73.0 STRIKE AMER PUT Opt 10/21/2006............. (Put) 464287955 718,500 3,832 X n/a n/a IWM 73.0 STRIKE AMER PUT Opt 11/18/2006............. (Put) 464287955 1,305,980 5,023 X n/a n/a IWM 74.0 STRIKE AMER PUT Opt 10/21/2006............. (Put) 464287955 423,720 1,712 X n/a n/a IWM 74.0 STRIKE AMER PUT Opt 11/18/2006............. (Put) 464287955 1,927,800 6,120 X n/a n/a IWM 74.0 STRIKE AMER PUT Opt 12/29/2006............. (Put) 464287955 220,400 580 X n/a n/a IWM 75.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 464287955 228,315 491 X n/a n/a IWM 75.0 STRIKE AMER PUT Opt 11/18/2006............. (Put) 464287955 1,944,750 5,186 X n/a n/a IWM 76.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 464287955 1,456,875 2,775 X n/a n/a IWM 76.0 STRIKE AMER PUT Opt 11/18/2006............. (Put) 464287955 667,945 1,501 X n/a n/a COLUMN TOTALS............ 12,825,093
FORM 13F Page 290 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- IWM 77.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 464287955 297,140 358 X n/a n/a IWM 77.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 464287955 934,560 1,584 X n/a n/a IWM 77.0 STRIKE AMER PUT Opt 11/18/2006............. (Put) 464287955 354,640 682 X n/a n/a IWM 78.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 464287955 1,672,000 1,900 X n/a n/a IWM 78.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 464287955 1,780,020 2,697 X n/a n/a IWM 78.0 STRIKE AMER PUT Opt 11/18/2006............. (Put) 464287955 333,670 547 X n/a n/a IWM 79.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 464287955 1,282,160 1,364 X n/a n/a IWM 79.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 464287955 361,120 488 X n/a n/a IWM 79.0 STRIKE AMER PUT Opt 11/18/2006............. (Put) 464287955 426,300 609 X n/a n/a IWM 80.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 464287955 3,232,000 3,232 X n/a n/a IWM 80.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 464287955 1,712,160 2,088 X n/a n/a IWM 81.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 464287955 1,256,100 1,185 X n/a n/a IWM 82.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 464287955 1,099,490 973 X n/a n/a IWM 84.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 464287955 709,930 559 X n/a n/a COLUMN TOTALS............ 15,451,290
FORM 13F Page 291 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- IWM 85.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 464287955 5,012,940 3,741 X n/a n/a JBLU 10.0 STRIKE AMER Opt PUT 10/21/2006......... (Put) 477143951 345,188 3,945 X n/a n/a JBLU 13.375 STRIKE AMER Opt PUT 01/20/2007......... (Put) 477143951 284,483 457 X n/a n/a JDSUD/BSK 2.5 STRIKE Opt AMER PUT 01/20/2007.... (Put) 46612J951 417,465 9,277 X n/a n/a JNJ 70.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 478160954 236,400 394 X n/a n/a JOE 60.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 790148950 307,940 346 X n/a n/a JOE 70.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 790148950 245,280 146 X n/a n/a JOE 75.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 790148950 276,060 129 X n/a n/a JOE 90.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 790148950 813,375 225 X n/a n/a JOYG 45.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 481165958 238,065 269 X n/a n/a JPM 45.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 46625H950 532,523 1,919 X n/a n/a JPM 50.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 46625H950 450,000 900 X n/a n/a JPM 60.0 STRIKE AMER PUT Opt 10/21/2006............. (Put) 46625H950 281,960 212 X n/a n/a JPM 65.0 STRIKE AMER PUT Opt 10/21/2006............. (Put) 46625H950 219,600 120 X n/a n/a COLUMN TOTALS............ 9,661,278
FORM 13F Page 292 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- JPM 70.0 STRIKE AMER PUT Opt 10/21/2006............. (Put) 46625H950 337,850 145 X n/a n/a KCI 40.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 49460W958 285,690 321 X n/a n/a KKD 12.5 STRIKE AMER PUT Opt 01/20/2007............. (Put) 501014954 224,480 488 X n/a n/a KKD 15.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 501014954 707,700 1,011 X n/a n/a KLAC 45.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 482480950 226,850 698 X n/a n/a KLAC 50.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 482480950 350,520 552 X n/a n/a KMRT 145.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 812350956 387,200 704 X n/a n/a KMRT 165.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 812350956 605,245 437 X n/a n/a KMRT 170.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 812350956 833,280 496 X n/a n/a KSS 70.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 500255954 328,230 521 X n/a n/a LAVA 5.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 559181952 225,000 7,500 X n/a n/a LCC 55.0 STRIKE AMER PUT Opt 03/17/2007............. (Put) 90341W958 219,625 175 X n/a n/a LEA 25.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 521865955 515,515 721 X n/a n/a LEA 30.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 521865955 245,030 229 X n/a n/a COLUMN TOTALS............ 5,492,215
FORM 13F Page 293 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- LEA 30.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 521865955 680,560 724 X n/a n/a LEH 75.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 524908950 283,880 604 X n/a n/a LEN 45.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 526057954 296,475 1,005 X n/a n/a LEN 50.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 526057954 551,070 942 X n/a n/a LEN 50.0 STRIKE AMER PUT Opt 11/18/2006............. (Put) 526057954 216,840 417 X n/a n/a LEN 55.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 526057954 228,690 231 X n/a n/a LLTC 32.5 STRIKE AMER Opt PUT 10/21/2006......... (Put) 535678956 413,700 2,364 X n/a n/a LLTC 35.0 STRIKE AMER Opt PUT 10/21/2006......... (Put) 535678956 1,361,100 3,490 X n/a n/a LNG 35.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 16411R958 373,245 501 X n/a n/a LNG 35.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 16411R958 2,526,600 4,211 X n/a n/a LNG 40.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 16411R958 201,815 181 X n/a n/a LNG 40.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 16411R958 202,800 195 X n/a n/a LYO 25.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 552078957 314,650 2,170 X n/a n/a MATK 30.0 STRIKE AMER Opt PUT 12/16/2006......... (Put) 572901956 201,450 237 X n/a n/a COLUMN TOTALS............ 7,852,875
FORM 13F Page 294 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- MBI 60.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 55262C950 241,015 1,121 X n/a n/a MDC 45.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 552676958 240,000 400 X n/a n/a MDR 53.375 STRIKE AMER Opt PUT 01/20/2007......... (Put) 580037959 216,893 121 X n/a n/a MDY 139.0 STRIKE AMER Opt PUT 12/16/2006......... (Put) 595635953 238,925 503 X n/a n/a MDY 145.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 595635953 908,690 1,021 X n/a n/a MER 70.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 590188958 292,600 836 X n/a n/a MGM 45.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 552953951 900,000 1,500 X n/a n/a MMC 30.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 571748952 244,080 904 X n/a n/a MMM 80.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 88579Y951 307,840 481 X n/a n/a MNST 50.0 STRIKE AMER Opt PUT 12/16/2006......... (Put) 611742957 249,780 181 X n/a n/a MO 70.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 02209S953 451,920 1,076 X n/a n/a MO 75.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 02209S953 462,560 784 X n/a n/a MO 75.0 STRIKE AMER PUT Opt 03/17/2007............. (Put) 02209S953 673,080 1,896 X n/a n/a MO 80.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 02209S953 373,920 456 X n/a n/a COLUMN TOTALS............ 5,801,303
FORM 13F Page 295 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- MO 80.0 STRIKE AMER PUT Opt 10/21/2006............. (Put) 02209S953 241,400 680 X n/a n/a MO 85.0 STRIKE AMER PUT Opt 03/17/2007............. (Put) 02209S953 1,393,140 1,498 X n/a n/a MO 90.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 02209S953 803,160 552 X n/a n/a MO 90.0 STRIKE AMER PUT Opt 03/17/2007............. (Put) 02209S953 1,182,600 876 X n/a n/a MON 42.5 STRIKE AMER PUT Opt 01/19/2008............. (Put) 61166W951 397,440 1,242 X n/a n/a MON 50.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 61166W951 387,000 600 X n/a n/a MRVL 17.5 STRIKE AMER Opt PUT 01/20/2007......... (Put) G5876H955 250,763 2,229 X n/a n/a MRVL 22.5 STRIKE AMER Opt PUT 01/19/2008......... (Put) G5876H955 370,700 674 X n/a n/a MRVL 22.5 STRIKE AMER Opt PUT 01/20/2007......... (Put) G5876H955 339,690 871 X n/a n/a MRVL 27.5 STRIKE AMER Opt PUT 01/20/2007......... (Put) G5876H955 1,194,740 1,457 X n/a n/a MS 80.0 STRIKE AMER PUT Opt 04/21/2007............. (Put) 617446958 230,420 281 X n/a n/a MSFT 20.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 594918954 250,215 7,149 X n/a n/a MSFT 25.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 594918954 693,220 6,028 X n/a n/a MSFT 25.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 594918954 361,763 13,155 X n/a n/a COLUMN TOTALS............ 8,096,250
FORM 13F Page 296 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- MSFT 27.5 STRIKE AMER Opt PUT 10/21/2006......... (Put) 594918954 330,183 7,769 X n/a n/a MSFT 27.5 STRIKE AMER Opt PUT 11/18/2006......... (Put) 594918954 418,125 5,575 X n/a n/a MSFT 40.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 594918954 318,780 252 X n/a n/a MTG 65.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 552848953 271,250 310 X n/a n/a MXIM 30.0 STRIKE AMER Opt PUT 11/18/2006......... (Put) 57772K951 394,155 1,383 X n/a n/a MXIM 35.0 STRIKE AMER Opt PUT 02/17/2007......... (Put) 57772K951 227,520 316 X n/a n/a MXIM 35.0 STRIKE AMER Opt PUT 11/18/2006......... (Put) 57772K951 203,700 291 X n/a n/a MXIM 40.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 57772K951 2,378,810 1,999 X n/a n/a MYOG 35.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 62856E954 258,720 294 X n/a n/a NBR 20.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) G6359F953 413,625 5,515 X n/a n/a NBR 27.5 STRIKE AMER PUT Opt 01/19/2008............. (Put) G6359F953 203,870 703 X n/a n/a NBR 30.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) G6359F953 258,400 646 X n/a n/a NBR 30.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) G6359F953 308,250 1,370 X n/a n/a NBR 32.5 STRIKE AMER PUT Opt 01/20/2007............. (Put) G6359F953 574,125 1,531 X n/a n/a COLUMN TOTALS............ 6,559,513
FORM 13F Page 297 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- NBR 32.5 STRIKE AMER PUT Opt 12/16/2006............. (Put) G6359F953 340,550 973 X n/a n/a NBR 35.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) G6359F953 421,490 746 X n/a n/a NBR 35.0 STRIKE AMER PUT Opt 03/17/2007............. (Put) G6359F953 235,025 395 X n/a n/a NBR 35.0 STRIKE AMER PUT Opt 12/16/2006............. (Put) G6359F953 381,150 693 X n/a n/a NBR 37.5 STRIKE AMER PUT Opt 01/19/2008............. (Put) G6359F953 223,520 254 X n/a n/a NBR 37.5 STRIKE AMER PUT Opt 01/20/2007............. (Put) G6359F953 522,025 665 X n/a n/a NBR 37.5 STRIKE AMER PUT Opt 12/16/2006............. (Put) G6359F953 276,900 355 X n/a n/a NBR 42.5 STRIKE AMER PUT Opt 01/19/2008............. (Put) G6359F953 896,550 695 X n/a n/a NBR 45.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) G6359F953 267,750 175 X n/a n/a NE 75.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) G65422950 274,800 229 X n/a n/a NE 85.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) G65422950 604,010 289 X n/a n/a NEM 40.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 651639956 437,060 1,066 X n/a n/a NEM 45.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 651639956 262,500 625 X n/a n/a NEM 45.0 STRIKE AMER PUT Opt 10/21/2006............. (Put) 651639956 209,825 763 X n/a n/a COLUMN TOTALS............ 5,353,155
FORM 13F Page 298 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- NEM 45.0 STRIKE AMER PUT Opt 12/16/2006............. (Put) 651639956 307,800 810 X n/a n/a NEM 47.5 STRIKE AMER PUT Opt 12/16/2006............. (Put) 651639956 324,800 580 X n/a n/a NEM 50.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 651639956 1,218,360 1,562 X n/a n/a NEM 50.0 STRIKE AMER PUT Opt 10/21/2006............. (Put) 651639956 306,675 423 X n/a n/a NEM 50.0 STRIKE AMER PUT Opt 12/16/2006............. (Put) 651639956 640,680 843 X n/a n/a NEM 52.5 STRIKE AMER PUT Opt 12/16/2006............. (Put) 651639956 485,605 493 X n/a n/a NEM 60.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 651639956 2,523,840 1,434 X n/a n/a NEM 80.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 651639956 207,760 56 X n/a n/a NEW 30.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 6435EV958 319,410 702 X n/a n/a NEW 40.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 6435EV958 344,925 365 X n/a n/a NFLX 22.5 STRIKE AMER Opt PUT 01/19/2008......... (Put) 64110L956 338,645 761 X n/a n/a NOVL 7.5 STRIKE AMER PUT Opt 01/20/2007............. (Put) 670006955 246,260 1,759 X n/a n/a NRG 45.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 629377958 204,370 764 X n/a n/a NRG 45.0 STRIKE AMER PUT Opt 03/17/2007............. (Put) 629377958 738,675 2,345 X n/a n/a COLUMN TOTALS............ 8,207,805
FORM 13F Page 299 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- NTRI 70.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 67069D958 212,940 182 X n/a n/a NUE 55.0 STRIKE AMER PUT Opt 10/21/2006............. (Put) 670346955 474,360 804 X n/a n/a NUE 67.5 STRIKE AMER PUT Opt 01/19/2008............. (Put) 670346955 211,200 110 X n/a n/a NYX 120.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 62949W953 277,530 58 X n/a n/a OCR 47.5 STRIKE AMER PUT Opt 01/20/2007............. (Put) 681904958 203,130 366 X n/a n/a OCR 55.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 681904958 632,790 534 X n/a n/a OIH 100.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 678002956 479,085 779 X n/a n/a OIH 105.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 678002956 237,540 321 X n/a n/a OIH 115.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 678002956 549,655 521 X n/a n/a OIH 125.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 678002956 716,220 1,038 X n/a n/a OIH 130.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 678002956 2,518,320 1,499 X n/a n/a OIH 135.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 678002956 446,600 232 X n/a n/a OIH 135.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 678002956 565,175 481 X n/a n/a OIH 140.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 678002956 211,640 143 X n/a n/a COLUMN TOTALS............ 7,736,185
FORM 13F Page 300 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- OIH 145.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 678002956 1,505,625 825 X n/a n/a OIH 150.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 678002956 498,400 178 X n/a n/a OIH 155.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 678002956 841,020 321 X n/a n/a OIH 160.0 STRIKE AMER Opt PUT 01/17/2009......... (Put) 678002956 486,410 127 X n/a n/a OIH 160.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 678002956 2,084,200 680 X n/a n/a OIH 165.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 678002956 305,335 79 X n/a n/a OIH 165.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 678002956 558,530 158 X n/a n/a OII 40.0 STRIKE AMER PUT Opt 04/21/2007............. (Put) 675232952 226,010 233 X n/a n/a ONXX 20.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 683399959 470,250 950 X n/a n/a ORCL 12.5 STRIKE AMER Opt PUT 01/20/2007......... (Put) 68389X955 26,023 10,409 X n/a n/a ORCL 15.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 68389X955 351,950 28,156 X n/a n/a OSIP 35.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 671040953 1,225,080 2,988 X n/a n/a OSTK 20.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 690370951 209,920 512 X n/a n/a OSTK 30.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 690370951 214,020 164 X n/a n/a COLUMN TOTALS............ 9,002,773
FORM 13F Page 301 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- OSTK 35.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 690370951 258,930 137 X n/a n/a OVTI 22.5 STRIKE AMER Opt PUT 01/20/2007......... (Put) 682128953 290,500 350 X n/a n/a OVTI 25.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 682128953 634,250 590 X n/a n/a PALM 15.0 STRIKE AMER Opt PUT 11/18/2006......... (Put) 696643955 286,440 2,604 X n/a n/a PALM 17.5 STRIKE AMER Opt PUT 01/20/2007......... (Put) 696643955 224,785 671 X n/a n/a PALM 17.5 STRIKE AMER Opt PUT 11/18/2006......... (Put) 696643955 320,555 1,051 X n/a n/a PALM 20.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 696643955 214,500 390 X n/a n/a PALM 22.5 STRIKE AMER Opt PUT 01/19/2008......... (Put) 696643955 401,695 499 X n/a n/a PCU 45.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 84265V955 242,385 339 X n/a n/a PD 115.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 717265952 355,200 111 X n/a n/a PD 115.0 STRIKE AMER PUT Opt 04/21/2007............. (Put) 717265952 206,720 64 X n/a n/a PD 140.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 717265952 592,200 105 X n/a n/a PD 150.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 717265952 238,860 36 X n/a n/a PD 82.5 STRIKE AMER PUT Opt 10/21/2006............. (Put) 717265952 260,943 1,147 X n/a n/a COLUMN TOTALS............ 4,527,963
FORM 13F Page 302 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- PD 85.0 STRIKE AMER PUT Opt 04/21/2007............. (Put) 717265952 294,975 285 X n/a n/a PD 87.5 STRIKE AMER PUT Opt 10/21/2006............. (Put) 717265952 459,360 957 X n/a n/a PD 95.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 717265952 319,680 216 X n/a n/a PD 95.0 STRIKE AMER PUT Opt 04/21/2007............. (Put) 717265952 307,615 187 X n/a n/a PDE 30.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 74153Q952 246,375 675 X n/a n/a PEIX 22.5 STRIKE AMER Opt PUT 01/20/2007......... (Put) 69423U957 280,720 319 X n/a n/a PEIX 55.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 69423U957 915,750 225 X n/a n/a PEIX 65.0 STRIKE AMER Opt PUT 12/16/2006......... (Put) 69423U957 243,120 48 X n/a n/a PEIX 70.0 STRIKE AMER Opt PUT 12/16/2006......... (Put) 69423U957 795,795 143 X n/a n/a PFE 25.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 717081953 585,360 4,878 X n/a n/a PFE 30.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 717081953 983,430 3,122 X n/a n/a PG 65.0 STRIKE AMER PUT Opt 10/21/2006............. (Put) 742718959 248,640 777 X n/a n/a PHM 35.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 745867951 240,120 552 X n/a n/a PMCS 5.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 69344F956 725,870 10,012 X n/a n/a COLUMN TOTALS............ 6,646,810
FORM 13F Page 303 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- PRU 85.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 744320952 252,525 273 X n/a n/a PRX 20.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 69888P956 962,500 2,500 X n/a n/a PRX 20.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 69888P956 382,200 1,470 X n/a n/a PTEN 25.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 703481951 407,093 1,467 X n/a n/a PWI 30.0 STRIKE AMER PUT Opt 10/21/2006............. (Put) 741930959 445,760 796 X n/a n/a PWI 35.0 STRIKE AMER PUT Opt 12/16/2006............. (Put) 741930959 338,120 316 X n/a n/a QCOM 35.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 747525953 581,378 2,673 X n/a n/a QCOM 37.5 STRIKE AMER Opt PUT 01/20/2007......... (Put) 747525953 633,820 1,892 X n/a n/a QCOM 37.5 STRIKE AMER Opt PUT 10/21/2006......... (Put) 747525953 354,645 1,917 X n/a n/a QCOM 40.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 747525953 290,570 593 X n/a n/a QCOM 45.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 747525953 1,363,785 1,541 X n/a n/a QCOM 50.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 747525953 1,254,900 890 X n/a n/a QCOM 50.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 747525953 4,078,640 2,999 X n/a n/a QQQQ 37.0 STRIKE AMER Opt PUT 03/17/2007......... (Put) 631100954 336,038 4,635 X n/a n/a COLUMN TOTALS............ 11,681,973
FORM 13F Page 304 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- QQQQ 39.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 631100954 475,420 2,161 X n/a n/a QQQQ 40.0 STRIKE AMER Opt PUT 11/18/2006......... (Put) 631100954 490,840 7,012 X n/a n/a QQQQ 40.0 STRIKE AMER Opt PUT 12/16/2006......... (Put) 631100954 369,168 3,991 X n/a n/a QQQQ 40.625 STRIKE AMER Opt PUT 01/20/2007......... (Put) 631100954 211,540 1,511 X n/a n/a QQQQ 41.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 631100954 311,395 2,009 X n/a n/a QQQQ 41.0 STRIKE AMER Opt PUT 12/16/2006......... (Put) 631100954 359,738 2,715 X n/a n/a QQQQ 42.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 631100954 422,505 2,061 X n/a n/a QQQQ 43.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 631100954 595,210 1,546 X n/a n/a RHAT 30.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 756577952 1,035,515 1,157 X n/a n/a RIG 65.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) G90078959 539,865 837 X n/a n/a RIG 65.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) G90078959 290,570 1,186 X n/a n/a RIG 65.0 STRIKE AMER PUT Opt 11/18/2006............. (Put) G90078959 376,090 3,419 X n/a n/a RIG 70.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) G90078959 417,240 488 X n/a n/a RIG 70.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) G90078959 241,500 575 X n/a n/a COLUMN TOTALS............ 6,136,595
FORM 13F Page 305 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- RIG 70.0 STRIKE AMER PUT Opt 11/18/2006............. (Put) G90078959 247,605 971 X n/a n/a RIG 75.0 STRIKE AMER PUT Opt 11/18/2006............. (Put) G90078959 327,320 668 X n/a n/a RIG 90.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) G90078959 1,596,675 915 X n/a n/a RIMM 100.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 760975952 355,880 574 X n/a n/a RKH 165.0 STRIKE AMER Opt PUT 10/21/2006......... (Put) 75902E950 201,300 244 X n/a n/a RKH 165.0 STRIKE AMER Opt PUT 11/18/2006......... (Put) 75902E950 428,355 513 X n/a n/a RMBS 20.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 750917956 392,040 891 X n/a n/a RMBS 22.5 STRIKE AMER Opt PUT 01/20/2007......... (Put) 750917956 396,875 635 X n/a n/a RMBS 25.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 750917956 711,900 678 X n/a n/a RMBS 25.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 750917956 528,710 637 X n/a n/a RMBS 35.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 750917956 609,120 324 X n/a n/a RMBS 40.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 750917956 545,220 234 X n/a n/a RNVS 17.5 STRIKE AMER Opt PUT 01/20/2007......... (Put) 759885956 445,500 550 X n/a n/a RRI 5.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 75952B955 324,950 32,495 X n/a n/a COLUMN TOTALS............ 7,111,450
FORM 13F Page 306 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- RYL 70.0 STRIKE AMER PUT Opt 01/17/2009............. (Put) 783764953 321,165 117 X n/a n/a SBUX 30.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 855244959 571,480 2,512 X n/a n/a SBUX 30.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 855244959 3,189,480 45,564 X n/a n/a SBUX 40.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 855244959 296,380 406 X n/a n/a SEPR 45.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 817315954 2,243,160 6,231 X n/a n/a SEPR 47.5 STRIKE AMER Opt PUT 01/20/2007......... (Put) 817315954 280,330 578 X n/a n/a SEPR 47.5 STRIKE AMER Opt PUT 10/21/2006......... (Put) 817315954 464,258 1,673 X n/a n/a SEPR 50.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 817315954 361,500 482 X n/a n/a SEPR 52.5 STRIKE AMER Opt PUT 10/21/2006......... (Put) 817315954 305,080 526 X n/a n/a SEPR 60.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 817315954 506,250 405 X n/a n/a SHLD 150.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 812350956 204,930 138 X n/a n/a SHLD 160.0 STRIKE AMER Opt PUT 12/16/2006......... (Put) 812350956 258,000 258 X n/a n/a SIRI 5.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 82966U953 263,100 1,754 X n/a n/a SIRI 5.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 82966U953 1,632,360 13,603 X n/a n/a COLUMN TOTALS............ 10,897,473
FORM 13F Page 307 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- SIRI 5.0 STRIKE AMER PUT Opt 12/16/2006............. (Put) 82966U953 255,713 2,273 X n/a n/a SLB 42.5 STRIKE AMER PUT Opt 01/19/2008............. (Put) 806857958 826,650 5,010 X n/a n/a SLB 60.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 806857958 389,200 560 X n/a n/a SLB 60.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 806857958 619,480 1,822 X n/a n/a SLB 62.5 STRIKE AMER PUT Opt 11/18/2006............. (Put) 806857958 406,560 1,232 X n/a n/a SLB 65.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 806857958 453,080 482 X n/a n/a SLB 70.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 806857958 343,170 279 X n/a n/a SMH 35.0 STRIKE AMER PUT Opt 11/18/2006............. (Put) 816636953 270,725 1,666 X n/a n/a SMH 37.5 STRIKE AMER PUT Opt 02/17/2007............. (Put) 816636953 235,170 603 X n/a n/a SMH 37.5 STRIKE AMER PUT Opt 10/21/2006............. (Put) 816636953 411,380 1,228 X n/a n/a SNDK 45.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 80004C951 273,280 448 X n/a n/a SNDK 57.5 STRIKE AMER Opt PUT 01/20/2007......... (Put) 80004C951 500,080 658 X n/a n/a SNDK 62.5 STRIKE AMER Opt PUT 01/20/2007......... (Put) 80004C951 255,200 232 X n/a n/a SNDK 65.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 80004C951 254,130 197 X n/a n/a COLUMN TOTALS............ 5,493,818
FORM 13F Page 308 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- SNDK 67.5 STRIKE AMER Opt PUT 01/20/2007......... (Put) 80004C951 269,690 181 X n/a n/a SNDK 72.5 STRIKE AMER Opt PUT 01/20/2007......... (Put) 80004C951 205,110 106 X n/a n/a SPWR 35.0 STRIKE AMER Opt PUT 12/16/2006......... (Put) 867652959 283,050 370 X n/a n/a SPY 115.0 STRIKE AMER Opt PUT 12/22/2007......... (Put) 78462F953 496,405 2,182 X n/a n/a SPY 119.0 STRIKE AMER Opt PUT 03/17/2007......... (Put) 78462F953 210,870 1,917 X n/a n/a SPY 124.0 STRIKE AMER Opt PUT 12/16/2006......... (Put) 78462F953 264,825 3,531 X n/a n/a SPY 126.0 STRIKE AMER Opt PUT 12/16/2006......... (Put) 78462F953 392,350 4,130 X n/a n/a SPY 128.0 STRIKE AMER Opt PUT 12/16/2006......... (Put) 78462F953 1,358,280 11,088 X n/a n/a SPY 129.0 STRIKE AMER Opt PUT 03/17/2007......... (Put) 78462F953 585,650 2,210 X n/a n/a SPY 129.0 STRIKE AMER Opt PUT 06/16/2007......... (Put) 78462F953 372,960 1,036 X n/a n/a SPY 130.0 STRIKE AMER Opt PUT 12/22/2007......... (Put) 78462F953 445,730 841 X n/a n/a SPY 131.0 STRIKE AMER Opt PUT 03/17/2007......... (Put) 78462F953 367,040 1,147 X n/a n/a SPY 131.0 STRIKE AMER Opt PUT 12/16/2006......... (Put) 78462F953 391,275 2,115 X n/a n/a SPY 132.0 STRIKE AMER Opt PUT 03/17/2007......... (Put) 78462F953 1,008,000 2,880 X n/a n/a COLUMN TOTALS............ 6,651,235
FORM 13F Page 309 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- SPY 132.0 STRIKE AMER Opt PUT 12/16/2006......... (Put) 78462F953 339,055 1,577 X n/a n/a SPY 133.0 STRIKE AMER Opt PUT 03/17/2007......... (Put) 78462F953 304,535 791 X n/a n/a SPY 133.0 STRIKE AMER Opt PUT 12/16/2006......... (Put) 78462F953 445,410 1,818 X n/a n/a SPY 134.0 STRIKE AMER Opt PUT 03/17/2007......... (Put) 78462F953 414,170 998 X n/a n/a SPY 134.0 STRIKE AMER Opt PUT 12/16/2006......... (Put) 78462F953 593,250 2,100 X n/a n/a SPY 134.0 STRIKE AMER Opt PUT 12/31/2007......... (Put) 78462F953 311,550 465 X n/a n/a SPY 135.0 STRIKE AMER Opt PUT 03/17/2007......... (Put) 78462F953 528,540 1,149 X n/a n/a SPY 135.0 STRIKE AMER Opt PUT 10/21/2006......... (Put) 78462F953 285,093 1,481 X n/a n/a SPY 135.0 STRIKE AMER Opt PUT 11/18/2006......... (Put) 78462F953 284,580 1,116 X n/a n/a SPY 135.0 STRIKE AMER Opt PUT 12/20/2008......... (Put) 78462F953 1,457,280 1,584 X n/a n/a SPY 135.0 STRIKE AMER Opt PUT 12/22/2007......... (Put) 78462F953 5,494,690 7,739 X n/a n/a SPY 136.0 STRIKE AMER Opt PUT 03/17/2007......... (Put) 78462F953 1,022,120 2,024 X n/a n/a SPY 136.0 STRIKE AMER Opt PUT 03/30/2007......... (Put) 78462F953 468,000 900 X n/a n/a SPY 136.0 STRIKE AMER Opt PUT 10/21/2006......... (Put) 78462F953 768,765 2,901 X n/a n/a COLUMN TOTALS............ 12,717,038
FORM 13F Page 310 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- SPY 137.0 STRIKE AMER Opt PUT 06/16/2007......... (Put) 78462F953 276,480 432 X n/a n/a SPY 137.0 STRIKE AMER Opt PUT 10/21/2006......... (Put) 78462F953 534,750 1,550 X n/a n/a SPY 137.0 STRIKE AMER Opt PUT 11/18/2006......... (Put) 78462F953 478,875 1,277 X n/a n/a SPY 137.0 STRIKE AMER Opt PUT 12/16/2006......... (Put) 78462F953 521,130 1,198 X n/a n/a SPY 138.0 STRIKE AMER Opt PUT 06/16/2007......... (Put) 78462F953 241,500 350 X n/a n/a SPY 138.0 STRIKE AMER Opt PUT 09/22/2007......... (Put) 78462F953 294,140 382 X n/a n/a SPY 138.0 STRIKE AMER Opt PUT 11/18/2006......... (Put) 78462F953 1,261,260 2,772 X n/a n/a SPY 138.0 STRIKE AMER Opt PUT 12/16/2006......... (Put) 78462F953 948,420 1,916 X n/a n/a SPY 139.0 STRIKE AMER Opt PUT 03/17/2007......... (Put) 78462F953 637,560 966 X n/a n/a SPY 140.0 STRIKE AMER Opt PUT 12/16/2006......... (Put) 78462F953 546,270 834 X n/a n/a SPY 140.0 STRIKE AMER Opt PUT 12/20/2008......... (Put) 78462F953 1,632,130 1,438 X n/a n/a SPY 140.0 STRIKE AMER Opt PUT 12/22/2007......... (Put) 78462F953 2,790,930 3,001 X n/a n/a SPY 141.0 STRIKE AMER Opt PUT 09/22/2007......... (Put) 78462F953 204,600 220 X n/a n/a SPY 142.0 STRIKE AMER Opt PUT 06/16/2007......... (Put) 78462F953 309,690 333 X n/a n/a COLUMN TOTALS............ 10,677,735
FORM 13F Page 311 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- SPY 145.0 STRIKE AMER Opt PUT 12/20/2008......... (Put) 78462F953 3,558,645 2,551 X n/a n/a SPY 85.0 STRIKE AMER PUT Opt 12/20/2008............. (Put) 78462F953 308,465 3,629 X n/a n/a STJ 35.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 790849953 206,220 982 X n/a n/a STJ 40.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 790849953 431,600 830 X n/a n/a STX 22.5 STRIKE AMER PUT Opt 01/20/2007............. (Put) G7945J954 498,945 3,219 X n/a n/a SUN 62.5 STRIKE AMER PUT Opt 01/20/2007............. (Put) 86764P959 255,110 526 X n/a n/a TELK 17.5 STRIKE AMER Opt PUT 11/18/2006......... (Put) 87959M959 276,598 1,333 X n/a n/a TELK 25.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 87959M959 238,815 261 X n/a n/a THC 10.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 88033G950 666,600 3,333 X n/a n/a THI 30.0 STRIKE AMER PUT Opt 04/21/2007............. (Put) 88706M953 205,110 477 X n/a n/a THOR 5.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 885175957 125,000 10,000 X n/a n/a TIE 30.0 STRIKE AMER PUT Opt 12/16/2006............. (Put) 888339957 302,445 517 X n/a n/a TIE 32.5 STRIKE AMER PUT Opt 12/16/2006............. (Put) 888339957 442,740 564 X n/a n/a TIE 35.0 STRIKE AMER PUT Opt 12/16/2006............. (Put) 888339957 416,070 414 X n/a n/a COLUMN TOTALS............ 7,932,363
FORM 13F Page 312 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- TIE 40.0 STRIKE AMER PUT Opt 12/16/2006............. (Put) 888339957 799,200 540 X n/a n/a TOL 30.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 889478953 1,364,455 4,073 X n/a n/a TOL 35.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 889478953 201,640 284 X n/a n/a TXN 35.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 882508954 272,580 924 X n/a n/a TXU 60.0 STRIKE AMER PUT Opt 10/21/2006............. (Put) 873168958 593,555 6,983 X n/a n/a TYC 30.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 902124956 363,825 1,155 X n/a n/a TYC 30.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 902124956 633,563 2,725 X n/a n/a UAUA 30.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 902549957 497,970 1,006 X n/a n/a UNH 45.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 91324P952 264,420 2,034 X n/a n/a UNH 52.5 STRIKE AMER PUT Opt 01/20/2007............. (Put) 91324P952 389,025 855 X n/a n/a UNH 55.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 91324P952 417,690 663 X n/a n/a UPL 100.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 903914959 2,084,370 402 X n/a n/a UPL 45.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 903914959 353,090 527 X n/a n/a UPL 45.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 903914959 241,180 778 X n/a n/a COLUMN TOTALS............ 8,476,563
FORM 13F Page 313 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- UPL 50.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 903914959 746,475 807 X n/a n/a UPL 50.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 903914959 293,800 520 X n/a n/a UPL 55.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 903914959 548,580 446 X n/a n/a UPL 55.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 903914959 755,790 854 X n/a n/a UPL 55.0 STRIKE AMER PUT Opt 03/17/2007............. (Put) 903914959 250,900 260 X n/a n/a UPL 55.0 STRIKE AMER PUT Opt 12/16/2006............. (Put) 903914959 300,720 358 X n/a n/a UPL 60.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 903914959 1,698,740 1,082 X n/a n/a UPL 60.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 903914959 704,180 548 X n/a n/a UPL 60.0 STRIKE AMER PUT Opt 12/16/2006............. (Put) 903914959 336,150 270 X n/a n/a UPL 65.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 903914959 576,180 297 X n/a n/a UPL 65.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 903914959 507,400 295 X n/a n/a UPL 70.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 903914959 1,512,525 645 X n/a n/a UPL 70.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 903914959 808,110 369 X n/a n/a UPL 75.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 903914959 240,555 87 X n/a n/a COLUMN TOTALS............ 9,280,105
FORM 13F Page 314 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- UPL 75.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 903914959 459,990 171 X n/a n/a UPL 80.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 903914959 511,980 159 X n/a n/a UPL 85.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 903914959 354,720 96 X n/a n/a UTHR 60.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 91307C952 311,520 354 X n/a n/a VC 12.5 STRIKE AMER PUT Opt 01/19/2008............. (Put) 92839U957 2,225,000 5,000 X n/a n/a VLO 45.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 91913Y950 778,180 1,898 X n/a n/a VLO 50.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 91913Y950 772,200 2,376 X n/a n/a VLO 50.0 STRIKE AMER PUT Opt 03/17/2007............. (Put) 91913Y950 215,055 531 X n/a n/a VLO 50.0 STRIKE AMER PUT Opt 12/16/2006............. (Put) 91913Y950 455,400 1,656 X n/a n/a VLO 52.5 STRIKE AMER PUT Opt 03/17/2007............. (Put) 91913Y950 224,720 424 X n/a n/a VLO 55.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 91913Y950 236,720 269 X n/a n/a VLO 55.0 STRIKE AMER PUT Opt 03/17/2007............. (Put) 91913Y950 321,300 476 X n/a n/a VLO 55.0 STRIKE AMER PUT Opt 10/21/2006............. (Put) 91913Y950 434,970 1,074 X n/a n/a VLO 55.0 STRIKE AMER PUT Opt 12/16/2006............. (Put) 91913Y950 258,500 470 X n/a n/a COLUMN TOTALS............ 7,560,255
FORM 13F Page 315 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- VLO 57.5 STRIKE AMER PUT Opt 12/16/2006............. (Put) 91913Y950 225,570 309 X n/a n/a VLO 60.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 91913Y950 206,400 172 X n/a n/a VLO 60.0 STRIKE AMER PUT Opt 03/17/2007............. (Put) 91913Y950 343,740 337 X n/a n/a VLO 60.0 STRIKE AMER PUT Opt 12/16/2006............. (Put) 91913Y950 838,860 902 X n/a n/a VLO 62.5 STRIKE AMER PUT Opt 01/20/2007............. (Put) 91913Y950 14,717,430 12,579 X n/a n/a VLO 62.5 STRIKE AMER PUT Opt 12/16/2006............. (Put) 91913Y950 994,080 872 X n/a n/a VLO 65.0 STRIKE AMER PUT Opt 03/17/2007............. (Put) 91913Y950 739,820 521 X n/a n/a VLO 65.0 STRIKE AMER PUT Opt 12/16/2006............. (Put) 91913Y950 1,079,560 788 X n/a n/a VZ 35.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 92343V954 366,300 4,884 X n/a n/a VZ 37.5 STRIKE AMER PUT Opt 10/21/2006............. (Put) 92343V954 206,300 2,063 X n/a n/a WAG 42.5 STRIKE AMER PUT Opt 04/21/2007............. (Put) 931422959 1,046,325 5,979 X n/a n/a WFC 35.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 949746951 257,063 1,371 X n/a n/a WFT 40.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) G95089951 286,853 1,159 X n/a n/a WFT 45.0 STRIKE AMER PUT Opt 11/18/2006............. (Put) G95089951 204,250 475 X n/a n/a COLUMN TOTALS............ 21,512,550
FORM 13F Page 316 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- WFT 50.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) G95089951 1,029,600 1,170 X n/a n/a WMT 50.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 931142953 861,840 2,394 X n/a n/a WMT 50.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 931142953 758,203 3,839 X n/a n/a WRSP 5.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 981579955 705,000 3,000 X n/a n/a WYNN 75.0 STRIKE AMER Opt PUT 10/21/2006......... (Put) 983134957 266,800 368 X n/a n/a X 40.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 912909958 336,300 1,140 X n/a n/a X 60.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 912909958 461,280 744 X n/a n/a XLE 54.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 81369Y956 235,400 428 X n/a n/a XLE 55.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 81369Y956 285,560 484 X n/a n/a XLE 55.0 STRIKE AMER PUT Opt 12/16/2006............. (Put) 81369Y956 282,880 884 X n/a n/a XLE 56.0 STRIKE AMER PUT Opt 12/16/2006............. (Put) 81369Y956 227,240 598 X n/a n/a XLE 57.0 STRIKE AMER PUT Opt 10/21/2006............. (Put) 81369Y956 480,260 1,298 X n/a n/a XLE 57.0 STRIKE AMER PUT Opt 12/16/2006............. (Put) 81369Y956 321,735 723 X n/a n/a XLE 58.0 STRIKE AMER PUT Opt 10/21/2006............. (Put) 81369Y956 241,500 525 X n/a n/a COLUMN TOTALS............ 6,493,598
FORM 13F Page 317 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- --------- --------- -------- ----------- ----------- -------- ---- ------ ---- XLE 60.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 81369Y956 235,900 337 X n/a n/a XLE 61.0 STRIKE AMER PUT Opt 12/16/2006............. (Put) 81369Y956 284,130 369 X n/a n/a XLE 69.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 81369Y956 362,250 230 X n/a n/a XLF 35.0 STRIKE AMER PUT Opt 03/17/2007............. (Put) 81369Y955 236,750 1,894 X n/a n/a XLF 36.0 STRIKE AMER PUT Opt 03/17/2007............. (Put) 81369Y955 543,025 3,103 X n/a n/a XMSR 15.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 983759951 210,623 759 X n/a n/a XMSR 20.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 983759951 1,048,800 1,380 X n/a n/a XOM 72.5 STRIKE AMER PUT Opt 01/20/2007............. (Put) 30231G952 524,595 853 X n/a n/a XOM 75.0 STRIKE AMER PUT Opt 01/19/2008............. (Put) 30231G952 573,300 585 X n/a n/a XOM 75.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 30231G952 1,498,140 1,827 X n/a n/a XOM 75.0 STRIKE AMER PUT Opt 04/21/2007............. (Put) 30231G952 512,945 593 X n/a n/a XTO 40.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 98385X956 221,403 1,067 X n/a n/a XTO 45.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 98385X956 305,440 664 X n/a n/a XTO 50.0 STRIKE AMER PUT Opt 01/20/2007............. (Put) 98385X956 739,530 891 X n/a n/a COLUMN TOTALS............ 7,296,830
FORM 13F Page 318 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- YELL 35.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 984249952 200,415 1,293 X n/a n/a YELL 50.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 984249952 203,050 155 X n/a n/a YHOO 25.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 984332956 425,250 1,350 X n/a n/a YHOO 25.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 984332956 551,300 2,980 X n/a n/a YHOO 27.5 STRIKE AMER Opt PUT 01/20/2007......... (Put) 984332956 377,000 1,160 X n/a n/a YHOO 35.0 STRIKE AMER Opt PUT 01/19/2008......... (Put) 984332956 503,000 503 X n/a n/a YHOO 35.0 STRIKE AMER Opt PUT 01/20/2007......... (Put) 984332956 741,080 764 X n/a n/a ABB LTD - SPONS ADR 1:1.. Depos Receipt 000375204 38,111,235 2,891,596 X n/a n/a ABN AMRO HOLDING NV - SP Depos ADR 1:1................ Receipt 000937102 3,545,000 121,321 X n/a n/a ACERGY SA - ADR 1:1...... Depos Receipt 00443E104 372,433 21,818 X n/a n/a ADVANCDED SEMICONDUCTOR Depos ENGINEERING 1:5 ADR.... Receipt 00756M404 132,343 28,339 X n/a n/a ALCATEL - ADR............ Depos Receipt 013904305 1,807,208 148,375 X n/a n/a ALUMINUM CORP OF CHINA Depos (CHALCO)............... Receipt 022276109 4,632,444 72,700 X n/a n/a AMERICA MOVIL - SERIES L Depos 1:20................... Receipt 02364W105 65,108,452 1,653,758 X n/a n/a COLUMN TOTALS............ 116,710,210
FORM 13F Page 319 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- AMVESCAP PLC ADR 5:1..... Depos Receipt 03235E100 255,434 11,653 X n/a n/a ANGLOGOLD LTD - SPON ADR Depos 2:1.................... Receipt 035128206 17,918,839 474,797 X n/a n/a AO TAFTNET - SPONS ADR Depos 1:20................... Receipt 03737P306 1,353,825 15,000 X n/a n/a ARACRUZ CELULOSE SA- Depos SPON ADR 1:10.......... Receipt 038496204 11,592,229 232,916 X n/a n/a ARM HOLDINGS PLC - SPONS Depos ADR 3:1................ Receipt 042068106 1,628,304 248,217 X n/a n/a ASTRAZENECA GROUP PLC Depos ADR 1:1................ Receipt 046353108 7,296,313 116,741 X n/a n/a AU OPTRONICS CORP - ADR.. Depos Receipt 002255107 4,501,717 315,910 X n/a n/a BAIDU.COM - ADR 1:1...... Depos Receipt 056752108 1,389,873 15,877 X n/a n/a BANCO BILBAO VIZCAYA ARGENTARIA, SOCIEDAD Depos ANONIMA................ Receipt 05946K101 9,785,401 423,061 X n/a n/a BANCO BRADESCO- SPON ADR Depos 1:1000................. Receipt 059460303 3,678,005 110,285 X n/a n/a BANCO ITAU SA - ADR 1:500 PREF SHARES Depos (ITAU4-BSAA)........... Receipt 059602201 12,189,150 406,305 X n/a n/a BANCO SANTANDER CENTRAL HISPANO SA - SPONS ADR Depos 1:1.................... Receipt 05964H105 6,756,067 427,870 X n/a n/a BARCLAYS PLC - SPONS ADR Depos 4:1.................... Receipt 06738E204 9,958,129 196,142 X n/a n/a BASF AG - SPONS ADR 1:1.. Depos Receipt 055262505 3,168,115 39,552 X n/a n/a COLUMN TOTALS............ 91,471,400
FORM 13F Page 320 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- BAYER AG - SPONS ADR 1:1. Depos Receipt 072730302 13,332,087 261,670 X n/a n/a BG GROUP PLC - SPONS ADR Depos 5:1.................... Receipt 055434203 1,627,899 26,700 X n/a n/a BHP BILLITON LTD - ADR... Depos Receipt 088606108 2,824,219 74,557 X n/a n/a BP PLC - SPONS ADR 1:6... Depos Receipt 055622104 10,546,772 160,823 X n/a n/a BRASIL TELECOM PART S.A. Depos - ADR 1:5000........... Receipt 105530109 2,144,601 71,344 X n/a n/a BRITISH AMERICAN TOBACCO Depos - SPONS ADR 2:1........ Receipt 110448107 448,731 8,202 X n/a n/a BUSINESS OBJECTS SA - SP Depos ADR 1:1................ Receipt 12328X107 6,980,234 204,759 X n/a n/a CADBURY SCHWEPP ADR...... Depos Receipt 127209302 8,220,736 192,208 X n/a n/a CANON INC ADR 1:5........ Depos Receipt 138006309 6,567,572 125,599 X n/a n/a CEMEX SA SPONS ADR PART Depos CER 1:5................ Receipt 151290889 897,948 29,852 X n/a n/a CHARTERED SEMICONDUCTOR Depos - ADR 1:10............. Receipt 16133R106 1,896,345 253,522 X n/a n/a CHINA LIFE INSURANCE CO Depos LTD ADR................ Receipt 16939P106 501,396 6,415 X n/a n/a CHINA MEDICAL TECH ADR Depos 1:10 COMMON............ Receipt 169483104 3,805,280 164,446 X n/a n/a CHINA MOBILE LTD - ADR Depos 1:20................... Receipt 16941M109 12,863,653 363,894 X n/a n/a COLUMN TOTALS............ 72,657,474
FORM 13F Page 321 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- CHINA PETROLEUM CHEMICAL Depos CORP - ADR............. Receipt 16941R108 7,569,844 122,252 X n/a n/a CHINA UNICOM - ADR 1:10.. Depos Receipt 16945R104 6,280,071 642,134 X n/a n/a CHUNGHWA TELECOM CO LTD Depos - ADR.................. Receipt 17133Q205 32,151,525 1,857,396 X n/a n/a CIA ENERGETICA DE MINAS GERAIS - SPONS ADR Depos 1:1000................. Receipt 204409601 3,316,507 84,497 X n/a n/a CIA PARANAENSE DE ENERGIA- COPEL- SPON Depos ADR 1:1000............. Receipt 20441B407 1,199,646 106,446 X n/a n/a CIA SIDERURGICA NACIONAL Depos - SPONS ADR 1:1........ Receipt 20440W105 7,543,076 265,321 X n/a n/a CIA TELECOM CHILE (CTC) Depos ADR 1:4................ Receipt 204449300 1,149,108 162,533 X n/a n/a CIA VALE DO RIO DOCE - Depos ADR 1:1................ Receipt 204412209 10,882,884 504,772 X n/a n/a CNOOC LTD - ADR.......... Depos Receipt 126132109 10,894,332 130,800 X n/a n/a COCA-COLA FEMSA S.A. SP Depos ADR 1:10............... Receipt 191241108 4,220,293 134,963 X n/a n/a COMP ANONIMA NACIONAL Depos TELEFONOS VENEZ 9:1.... Receipt 204421101 842,536 44,344 X n/a n/a COMPANHIA BRASILEIRA DE DISTR PAO ACUCAR Depos 1:1000 AD.............. Receipt 20440T201 760,324 29,232 X n/a n/a COMPANHIA DE BEBIDAS Depos (AMBEV) - ADR.......... Receipt 20441W203 13,468,784 296,800 X n/a n/a COMPANHIA DE SANEAMENTO Depos BASICO................. Receipt 20441A102 309,037 10,267 X n/a n/a COLUMN TOTALS............ 100,587,967
FORM 13F Page 322 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- CREDIT SUISSE GROUP 0 Depos SPON ADR 4:1........... Receipt 225401108 5,020,151 86,629 X n/a n/a CRUCELL - ADR............ Depos Receipt 228769105 1,047,724 44,022 X n/a n/a CTRIP.COM Depos INTERNATIONAL-ADR 1:2.. Receipt 22943F100 3,285,216 73,086 X n/a n/a DELHAIZE LE LION SA ADR Depos 1:1.................... Receipt 29759W101 301,320 3,600 X n/a n/a DESARROLLADORA HOMEX ADR Depos 1:6 COMMON............. Receipt 25030W100 1,039,873 27,539 X n/a n/a DEUTSCHE TELEKOM AG - Depos SPONS ADR 1:1.......... Receipt 251566105 3,026,568 190,710 X n/a n/a DIAGEO PLC - SPONS ADR Depos 4:1.................... Receipt 25243Q205 5,451,681 76,741 X n/a n/a DR REDDY'S LABORATORIES Depos LTD ADR 2:1............ Receipt 256135203 2,299,738 145,369 X n/a n/a DURBAN ROODEPORT DEEP-SP Depos ADR 1:1................ Receipt 26152H103 98,604 71,452 X n/a n/a E.ON AG - SPONS ADR 1:1.. Depos Receipt 268780103 624,882 15,752 X n/a n/a ELAN PLC ADR 1:1......... Depos Receipt 284131208 20,890,974 1,339,165 X n/a n/a ENERSIS SA - SPONS ADR Depos 50:1................... Receipt 29274F104 419,140 31,753 X n/a n/a ENI SPA - SPONS ADR...... Depos Receipt 26874R108 2,957,945 49,705 X n/a n/a FLAMEL TECHNOLOGIES SA - Depos SPONS ADR 1:1.......... Receipt 338488109 1,573,219 83,905 X n/a n/a COLUMN TOTALS............ 48,037,031
FORM 13F Page 323 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- FOCUS MEDIA HOLDING-ADR.. Depos Receipt 34415V109 22,708,289 392,063 X n/a n/a FOMENTO ECONOMICO MEX Depos ADR 1:10 UNITS......... Receipt 344419106 12,951,281 133,601 X n/a n/a FRANCE TELECOM SA ADR 1:1 Depos Receipt 35177Q105 2,471,489 106,027 X n/a n/a FUJI PHOTO FILM - UNSPON Depos ADR.................... Receipt 359586302 292,555 8,024 X n/a n/a FUTURMEDIA PLC ADR 1:1... Depos Receipt 360912109 6,913 64,012 X n/a n/a GLAXOSMITHKLINE PLC - Depos ADR 1:2................ Receipt 37733W105 3,058,383 57,456 X n/a n/a GOL LINHAS AEREAS Depos INTELIGENTES S.A. - ADR Receipt 38045R107 444,077 12,928 X n/a n/a GOLD FIELDS LTD - SPONS Depos ADR 1:1................ Receipt 38059T106 12,863,140 721,028 X n/a n/a HARMON GOLD MNG-SPONS Depos ADR 1:1................ Receipt 413216300 857,453 66,315 X n/a n/a HDFC BANK LTD - ADR...... Depos Receipt 40415F101 496,275 8,129 X n/a n/a HONDA MOTOR CO LTD - Depos SPONS ADR 2:1.......... Receipt 438128308 5,995,456 178,277 X n/a n/a HSBC HOLDINGS PLC - Depos SPONS ADR 1:5.......... Receipt 404280406 3,288,124 35,924 X n/a n/a ICICI BANK LTD - SPON Depos ADR 1:2................ Receipt 45104G104 543,628 17,702 X n/a n/a ICON PLC SPONS ADR 1:1... Depos Receipt 45103T107 4,619,673 65,453 X n/a n/a COLUMN TOTALS............ 70,596,736
FORM 13F Page 324 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- IMPERIAL CHEMICAL INDDUSTRIES PLC. ADR Depos (4 ORD SHAR............ Receipt 452704505 672,018 22,453 X n/a n/a INFOSYS TECHNOLOGIES LTD Depos - SPONS ADR 1:1........ Receipt 456788108 2,270,707 47,574 X n/a n/a IONA TECHNOLOGIES INC ADR Depos Receipt 46206P109 111,285 24,730 X n/a n/a KONGZHONG CORPORATION Depos ADR 1:40 COMMON........ Receipt 50047P104 191,243 26,342 X n/a n/a KONINKLIJKE AHOLD NV ADR Depos 1:1.................... Receipt 500467303 3,314,035 312,940 X n/a n/a KOREA ELECTRIC POWER - Depos SP ADR 1:2............. Receipt 500631106 4,980,617 254,763 X n/a n/a LINKTONE LTD COMMON STOCK Depos Receipt 535925101 96,915 18,855 X n/a n/a LUXOTTICA CMN STK........ Depos Receipt 55068R202 1,850,294 62,871 X n/a n/a MAHANAGAR TELEPHONE...... Depos Receipt 559778402 94,925 14,296 X n/a n/a MATSUSHITA ELECTRIC INDUSTRIAL CO LTD - Depos SPONS ADR.............. Receipt 576879209 3,198,300 151,363 X n/a n/a MINAS BUENAVENTURA SA - Depos SPONS ADR.............. Receipt 204448104 3,407,940 126,220 X n/a n/a MITSUBISHI TOKYO FINANCIAL GROUP INC - Depos ADR 1:0.001............ Receipt 606822104 143,908 11,234 X n/a n/a MOBILE TELESYSTEMS - SP Depos ADR.................... Receipt 607409109 660,106 17,477 X n/a n/a NATL BANK OF GREECE - Depos ADR 5:1................ Receipt 633643408 91,455 10,500 X n/a n/a COLUMN TOTALS............ 21,083,747
FORM 13F Page 325 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- NDS GROUP PLC-SPONS ADR Depos 1:1.................... Receipt 628891103 1,118,370 25,458 X n/a n/a NETEASE.COM INC - ADR.... Depos Receipt 64110W102 1,214,828 74,256 X n/a n/a NICE SYSTEMS LIMITED - Depos SPONS ADR 1:1.......... Receipt 653656108 780,515 28,208 X n/a n/a NIPPON TELEGRAPH TELE - Depos SP ADR................. Receipt 654624105 6,614,956 269,668 X n/a n/a NOMURA HOLDINGS INC-ADR.. Depos Receipt 65535H208 1,466,471 83,417 X n/a n/a NORSK HYDRO ASA US SPON Depos ADR 1:1................ Receipt 656531605 2,953,222 131,196 X n/a n/a NOVARTIS AG - ADR 1:1.... Depos Receipt 66987V109 322,063 5,511 X n/a n/a PACIFIC AIRPORT ADR 1:10. Depos Receipt 400506101 4,998,578 147,017 X n/a n/a PATNI COMPUTER SYSTEMS LTD ADR FOR ORD SHARE Depos 1:2.................... Receipt 703248203 223,097 11,705 X n/a n/a PEARSON PLC - SPON ADR Depos 1:1.................... Receipt 705015105 159,317 11,188 X n/a n/a PETROCHINA CO LTD - ADS Depos 1:100 H SHRS........... Receipt 71646E100 16,795,122 156,016 X n/a n/a PHILIPPINE LONG DISTANCE Depos - ADR.................. Receipt 718252604 2,832,707 65,030 X n/a n/a QIMONDA AG DEPOSITORY Depos RECEIPT................ Receipt 746904101 30,452,780 1,791,340 X n/a n/a Randgold Resources Depos Limited................ Receipt 752344309 201,238 9,884 X n/a n/a COLUMN TOTALS............ 70,133,265
FORM 13F Page 326 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ---------- --------- -------- ----------- ----------- -------- ---- ------ ---- REUTERS HOLDINGS ADR 1:6. Depos Receipt 76132M102 1,629,197 33,495 X n/a n/a RINKER GROUP LTD- ADR.... Depos Receipt 76687M101 1,492,752 29,008 X n/a n/a SANOFI-AVENTIS SA - ADR Depos 1:0.5.................. Receipt 80105N105 8,407,409 189,058 X n/a n/a SASOL LTD-SPON ADR 1:1... Depos Receipt 803866300 2,275,758 69,193 X n/a n/a SCOTTISH POWER PLC - 4:1. Depos Receipt 81013T804 2,024,952 41,700 X n/a n/a SERONO SA - ADR 1:0.025.. Depos Receipt 81752M101 3,375,284 157,063 X n/a n/a SHIRE ACQUISITION INC - Depos SP ADR 1:3............. Receipt 82481R106 15,157,989 306,904 X n/a n/a SIFY LTD - ADR 1:1....... Depos Receipt 82655M107 207,856 22,667 X n/a n/a SKILLSOFT PLC-SPON ADR Depos 1:1.................... Receipt 830928107 5,602,661 878,160 X n/a n/a SONY CORP. - NYSE ADR.... Depos Receipt 835699307 2,712,636 67,211 X n/a n/a STMICROELECTRONICS NV-NY Depos SHS CMN STOCK.......... Receipt 861012102 6,209,717 359,775 X n/a n/a SUNTECH POWER HOLDINGS Depos CO LTD 1:1 ADR......... Receipt 86800C104 26,709,925 1,034,066 X n/a n/a SYNGENTA AG - ADR........ Depos Receipt 87160A100 275,151 9,117 X n/a n/a TAIWAN SEMICONDUCTOR - Depos SPONS ADR.............. Receipt 874039100 11,510,486 1,199,009 X n/a n/a COLUMN TOTALS............ 87,591,772
FORM 13F Page 327 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- TELE NORTE LESTE PART Depos ADR 1:1000............. Receipt 879246106 20,355,936 1,484,751 X n/a n/a TELECOM NEW ZEALAND Depos SPONS ADR 1:8.......... Receipt 879278208 2,508,010 111,815 X n/a n/a TELEFONICA DE ESPANA ADR Depos 3:1.................... Receipt 879382208 650,475 12,555 X n/a n/a TERNIUM SA ADR 1:10...... Depos Receipt 880890108 33,562,291 1,449,149 X n/a n/a TEVA PHARMACEUTICAL Depos INDUSTRIES - ADR 1:1... Receipt 881624209 15,925,041 467,147 X n/a n/a THE9 LTD-ADR 1:1 COMMON.. Depos Receipt 88337K104 3,906,121 182,529 X n/a n/a TLEKOMUNIK INDONESIA SP Depos ADR 1:20............... Receipt 715684106 2,455,119 67,896 X n/a n/a TOTAL FINA ELF SA - Depos SPONS ADR 1:1.......... Receipt 89151E109 815,678 12,370 X n/a n/a TOYOTA MOTOR ADR 1:2..... Depos Receipt 892331307 8,043,027 73,857 X n/a n/a TURKCELL ILETISIM Depos HIZMET-ADR 1:2500...... Receipt 900111204 1,232,990 92,706 X n/a n/a UNIAO DE BANCOS BRASILEIROS (UNIBANCO) Depos - SPON GDR............. Receipt 90458E107 9,176,592 124,008 X n/a n/a UNILEVER PLC - SPONS ADR Depos 4:1.................... Receipt 904767704 1,250,498 50,403 X n/a n/a VIMICRO INTERNATIONAL Depos CORP 1:4 ADR........... Receipt 92718N109 472,505 42,877 X n/a n/a VIVO PARTICIPACOES SA - Depos ADR 1:1................ Receipt 92855S101 152,225 48,790 X n/a n/a COLUMN TOTALS............ 100,506,508
FORM 13F Page 328 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- VODAFONE GROUP PLC - Depos SPON ADR 1:10.......... Receipt 92857W209 23,022,626 1,007,114 X n/a n/a WIDERTHAN CO LTD ADR FOR Depos ONE SHARE 1:1.......... Receipt 967593104 6,278,700 374,850 X n/a n/a WIMM-BILL- DANN FOODS - Depos ADR.................... Receipt 97263M109 456,597 10,256 X n/a n/a WIPRO LTD - ADR.......... Depos Receipt 97651M109 1,319,038 99,550 X n/a n/a ADAPTEC 0.75% CB 12/22/23 - REGISTERED.. Bond 00651FAG3 19,313,977 21,700 X n/a n/a ADC TELECOM 1% CB 06/15/08 - REGISTERED.. Bond 000886AD3 22,933,318 24,450 X n/a n/a ALEXION 1.375% CB 02/01/12 - REGISTERED.. Bond 015351AF6 55,985,934 44,600 X n/a n/a ALLIANT TECHSYSTEMS 2.75% CB 02/15/24 - REGISTERED............. Bond 018804AH7 31,389,968 27,750 X n/a n/a ALLIANT TECHSYSTEMS 3.0% CB 08/15/2024- REGISTERED............. Bond 018804AK0 38,013,234 31,274 X n/a n/a ALLSCRIPTS HEALTHCARE 3.5% CB 7/15/24- REGISTERED............. Bond 01988PAB4 4,208,000 2,000 X n/a n/a AMERICAN EQUITY 5.25% CB 12/06/2024 REGISTERED.. Bond 025676AE7 31,536,175 27,500 X n/a n/a AMERICAN TOWER 3% CB 08/31/12 - REGISTERED.. Bond 029912AR3 52,567,480 28,000 X n/a n/a AMR CORPORATION 4.25% CB 09/23/23 - REGISTERED.. Bond 001765BA3 27,177,168 18,400 X n/a n/a AMYLIN PHARM 2.5% CB 04/15/11 - REGISTERED.. Bond 032346AD0 123,899,105 83,180 X n/a n/a COLUMN TOTALS............ 438,101,319
FORM 13F Page 329 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- ANDREW CORP 3.25% CB 08/15/13 - REGISTERED.. Bond 034425AB4 8,568,259 8,740 X n/a n/a ANIXTER INTL 0% CB 07/07/33 - REGISTERED.. Bond 035290AG0 58,423,993 68,500 X n/a n/a APOGENT TECHNOLOGIES 0% CB 12/15/33- REGISTERED Bond 03760AAK7 59,527,080 41,000 X n/a n/a AQUANTIVE 2.25% CB 08/15/24 - REGISTERED.. Bond 03839GAB1 7,541,937 3,900 X n/a n/a ARVINMERITOR 4.625% CB 3/1/26- REGISTERED..... Bond 043353AF8 9,766,560 10,000 X n/a n/a - ATHEROGENICS 1.5% CB 02/01/12REGISTERED..... Bond 047439AD6 23,460,690 30,000 X n/a n/a - ATHEROGENICS 4.5% CB 09/01/08REGISTERED..... Bond 047439AB0 5,850,000 5,000 X n/a n/a AUDIOCODES 2% CB 11/15/24 - REGSITERED.. Bond 050732AB2 12,796,105 14,500 X n/a n/a AVATAR HOLDINGS INC 4.5% CB DUE 04/01/2024 REGISTE................ Bond 053494AF7 7,279,680 6,000 X n/a n/a BIOMARIN 2.5% CB 04/01/2013- REGISTERED. Bond 09061GAC5 7,241,195 6,500 X n/a n/a BIOMARIN PHARMA 3.5% CB 06/15/08 - REGISTERED.. Bond 09061GAB7 3,598,650 3,300 X n/a n/a BLACKROCK 2.625% CB 02/15/2035- REGISTERED. Bond 09247XAB7 33,280,625 21,875 X n/a n/a CADENCE DESIGN SYS 0% CB 08/15/23 - REGISTERED.. Bond 127387AB4 12,037,515 10,500 X n/a n/a - CELGENE CORP 1.75% CB 06/01/08REGISTERED..... Bond 151020AC8 307,164,472 85,600 X n/a n/a COLUMN TOTALS............ 556,536,761
FORM 13F Page 330 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- CELL GENESYS INC 3.125% CB 11/01/11 - REGISTERED............. Bond 150921AB0 8,147,264 10,050 X n/a n/a CEPHALON 2% CB 06/01/15 - REGISTERED........... Bond 156708AP4 138,482,450 95,000 X n/a n/a CHESAPEAKE ENERGY 2.75% CB 11/15/35 - REGISTERED............. Bond 165167BW6 39,437,090 38,500 X n/a n/a CIENA CORP 0.25% CB 5/1/2013 - REGISTERED.. Bond 171779AB7 3,169,814 3,500 X n/a n/a COEUR D ALENE MINES 1.25% CB 01/15/24 - REGISTERED............. Bond 192108AQ1 11,209,368 12,000 X n/a n/a COMCAST INTO SPRINT2% EXCH 10/15/29 - REGISTERED............. Bond 200300507 73,035,050 1,831,600 X n/a n/a COMPUCREDIT 3.625% CB 05/30/25- REGISTERED... Bond 20478NAB6 24,831,111 25,170 X n/a n/a COMTECH TELECOM 2.0% CB 02/01/24 - REGISTERED.. Bond 205826AD2 19,020,000 16,000 X n/a n/a CONTINENTAL AIRLINES 5% CB 06/15/23 - REGISTERED............. Bond 210795PJ3 4,064,300 2,500 X n/a n/a CURAGEN CORP 4% CB 02/15/11 - REGISTERED.. Bond 23126RAE1 4,130,301 5,345 X n/a n/a CYTYC CORP 2.25% CB 03/15/24 - REGISTERED.. Bond 232946AB9 47,247,577 46,777 X n/a n/a DRESS BARN STEP-UP CB 12/15/24 - REGISTERED.. Bond 261570AB1 39,785,220 18,000 X n/a n/a DST SYS INC 4.125% CB 08/15/23- REGISTERED... Bond 233326AB3 6,885,250 5,000 X n/a n/a EASTMAN KODAK 3.375% CB 10/15/33 - REGISTERED.. Bond 277461BE8 56,296,985 57,500 X n/a n/a COLUMN TOTALS............ 475,741,779
FORM 13F Page 331 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- EDO CORP 4% CB 11/15/2025 - REGISTERED Bond 281347AE4 34,179,862 35,500 X n/a n/a ENPRO 3.9375% CB 10/15/2015- REGISTERED. Bond 29355XAB3 21,732,240 18,400 X n/a n/a EQUINIX 2.5% CB 02/15/2024 - REGISTERED Bond 29444UAE6 21,675,600 13,500 X n/a n/a EURONET WORLDWIDE 1.625% CB 12/15/24- REGISTERED Bond 298736AD1 20,143,382 20,500 X n/a n/a EURONET WORLDWIDE 3.5% CB 09/28/25 - REGISTERED............. Bond 298736AF6 37,075,370 38,463 X n/a n/a FEI CO 0% CB 06/15/23- REGISTERED............. Bond 30241LAD1 35,952,843 36,729 X n/a n/a FINANCIAL FEDERAL CORP 2% CB 04/15/34 - REGISTERED............. Bond 317492AF3 26,589,615 25,500 X n/a n/a FISHER SCIENTIFIC 2.5% CB 10/1/23 - REGISTERED Bond 338032AW5 86,263,500 50,000 X n/a n/a FLIR SYSTEMS 3% CB 06/01/23 - REGISTERED.. Bond 302445AB7 51,656,090 37,825 X n/a n/a FLUOR CORP (NEW) 1.5% CB 02/15/24 - REGISTERED.. Bond 343412AA0 15,018,554 10,431 X n/a n/a FTI CONSULTING 3.75% CB 07/15/12 - REGISTERED.. Bond 302941AB5 10,911,800 10,000 X n/a n/a GENERAL MOTORS 6.25% CB 07/15/33 - REGISTERED.. Bond 370442717 129,518,028 5,641,840 X n/a n/a GENESCO 4.125% CB 06/15/23 - REGISTERED.. Bond 371532AN2 48,572,825 29,750 X n/a n/a GETTY IMAGES 0.5% CB 06/09/23 - REGISTERED SERIES B............... Bond 374276AH6 34,488,675 32,500 X n/a n/a COLUMN TOTALS............ 573,778,383
FORM 13F Page 332 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- GREY WOLF FLOATING RATE CB 04/01/24 - REGISTERED............. Bond 397888AF5 43,103,140 33,405 X n/a n/a HELIX ENERGY 3.25% CB 12/15/25 - REGISTERED.. Bond 127914AB5 26,437,153 19,750 X n/a n/a HUMAN GENOME 2.25% CB 08/15/12 - REGISTERED.. Bond 444903AM0 16,773,300 18,000 X n/a n/a INTERMUNE INC 0.25% CB 03/01/11 - REGISTERED.. Bond 45884XAC7 26,263,305 28,450 X n/a n/a INTERPUBLIC GROUP 4.5% CB 3/15/23 - REGISTERED Bond 460690AT7 103,132,026 97,625 X n/a n/a INVITROGEN 1.5% CB 02/15/24 - REGISTERED.. Bond 46185RAK6 45,781,068 52,370 X n/a n/a INVITROGEN 2.0% CB 08/01/23 - REGISTERED.. Bond 46185RAJ9 37,638,650 35,000 X n/a n/a JAKKS PAC INC 4.625% CB DUE 06/15/2023- REGISTERED............. Bond 47012EAB2 10,304,820 9,000 X n/a n/a KELLWOOD STEP CB 06/15/2034 - REGISTERED Bond 488044AF5 19,096,259 21,300 X n/a n/a KING PHARMACE 1.25% CB 4/1/2026 - REGISTERED.. Bond 495582AJ7 10,029,000 10,000 X n/a n/a KOMAG INC 2.0% CB 02/01/2024 - REGISTERED Bond 500453AE5 53,832,321 42,325 X n/a n/a LANDAMERICA FIN 3.25% CB 05/15/2034- REGISTERED. Bond 514936AD5 19,257,450 14,500 X n/a n/a LANDAMERICA FINANCIAL 3.125%CB 11/15/33- REGISTERED............. Bond 514936AB9 34,907,110 31,215 X n/a n/a LATTICE SEMICONDUCTOR 0% CB 07/01/10- REGISTERED Bond 518415AE4 16,827,421 18,105 X n/a n/a COLUMN TOTALS............ 463,383,023
FORM 13F Page 333 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- LEUCADIA NATIONAL 3.75% CB 04/15/14- REGISTERED Bond 527288AX2 26,626,015 20,500 X n/a n/a LIBERTY MEDIA INTO S 3.75% EXCH 2/15/30- REGISTERED............. Bond 530715AL5 4,016,250 6,375 X n/a n/a LIBERTY MEDIA INTO S 4% EXCH 11/15/29 - REGISTERED............. Bond 530715AG6 91,294,643 136,771 X n/a n/a LIBERTY MEDIA INTO TWX .75% EXCH 3/30/23 - REGISTER............... Bond 530718AF2 33,093,300 30,000 X n/a n/a LIONS GATE ENTEREAIN 3.625% CB 3/15/25- REGISTERED............. Bond 535919AG9 34,154,274 35,400 X n/a n/a LUCENT TECHNOLOGIES 2.75% CB 06/15/2023- REGISTERED............. Bond 549463AG2 42,174,710 42,515 X n/a n/a MAVERICK TUBE 1.875% CB 11/15/2025- REGISTERED. Bond 577914AD6 8,417,300 5,000 X n/a n/a MAXTOR 2.375% CB 8/15/2012- REGISTERED.. Bond 577729AE6 29,359,600 20,000 X n/a n/a MEDAREX INC 2.25% CB 05/15/2011 - REGISTERED Bond 583916AG6 39,489,809 37,777 X n/a n/a MEDTRONIC 1.625% CB 4/15/2013- REGISTERED.. Bond 585055AM8 29,193,810 30,000 X n/a n/a NIHD 2.7500% 08/15/2025.. Bond 62913FAF9 24,112,800 17,000 X n/a n/a NII HOLDINGS CASH PAY 2.875% CB DUE 02/01/34 REGIS.................. Bond 62913FAC6 69,384,170 28,704 X n/a n/a NORTEL NETWORKS CORP 4.25% CB DUE 09/01/2008 REGIS....... Bond 656568AB8 52,755,387 55,150 X n/a n/a NOVL 0.5000% 07/15/2024.. Bond 670006AC9 10,310,795 11,000 X n/a n/a COLUMN TOTALS............ 494,382,863
FORM 13F Page 334 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- OPEN SOLUTION STEP CB 2/2/2035- REGISTERED... Bond 68371PAB8 12,872,284 20,475 X n/a n/a OSI PHARMA 2% CB 12/15/25 - REGISTERED.. Bond 671040AF0 6,381,270 4,500 X n/a n/a PG E CORP 9.50% CB 06/30/2010 - REGISTERED Bond 69331CAD0 266,300,143 88,268 X n/a n/a PHOTRONICS INC 2.25% CB DUE 4/15/08 REGISTERED. Bond 719405AE2 19,440,054 17,895 X n/a n/a PLAYBOY 3.0% CB 03/15/2025 - REGISTERED Bond 728117AB8 10,228,468 11,500 X n/a n/a POWERWAVE TECHNOLOGIES INC 1.25% CB REGISTERED Bond 739363AB5 7,473,992 7,530 X n/a n/a PRICELINE.COM INC. 1% CB 08/1/2010 - REGISTERED. Bond 741503AC0 53,940,116 49,300 X n/a n/a PROTEIN DESIGN LABS 2% CB 02/15/2012- REGISTERED............. Bond 74369LAF0 41,033,040 39,790 X n/a n/a PROTEIN DESIGN LABS INC 2.75% CB DUE 08/16/2023 -........... Bond 74369LAD5 21,933,723 19,650 X n/a n/a QUANEX 2.5% CB 05/15/2034- REGISTERED. Bond 747620AE2 49,995,880 37,000 X n/a n/a QUANTA SERVICES INC 4.5% CB DUE 10/01/2023 REGISTE................ Bond 74762EAC6 23,077,577 14,185 X n/a n/a QWEST 3.5% CB 11/15/2025 - REGISTERED........... Bond 749121BY4 83,941,910 51,500 X n/a n/a RADISYS CORP 1.375% CB DUE 11/15/2023- REGISTERED............. Bond 750459AD1 10,046,003 9,472 X n/a n/a REALNETWORKS INC 0% CB 07/01/2010 REGISTERED.. Bond 75605LAB0 5,884,063 4,750 X n/a n/a COLUMN TOTALS............ 612,548,522
FORM 13F Page 335 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Item 5: Investment Discretion (Shares) Item 4: Shares -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- ----------- --------- -------- ----------- ----------- -------- ---- ------ ---- RED HAT INC 0.5% CB 01/15/2024 REGISTERED.. Bond 756577AB8 57,605,372 55,010 X n/a n/a REGAL BELOIT 2.75% CB DUE 03/15/2024 REGISTERED............. Bond 758750AB9 19,881,200 11,500 X n/a n/a RELIANT RESOURCES 5.00% CB 08/15/10 - REGISTERED............. Bond 75952BAD7 51,946,435 36,500 X n/a n/a SCHLUMBERGER, LTD. 2.125% CB DUE 06/1/2023 - REG........ Bond 806857AD0 24,473,700 15,000 X n/a n/a SEACOR HLDG 2.875% CB 12/15/24 - REGISTERED.. Bond 811904AJ0 1,267,180 1,000 X n/a n/a SIERRA SEMICON 2.25% CB 10/31/2025- REGISTERED. Bond 69344FAD8 5,124,422 5,035 X n/a n/a SIRIUS SATELL RADIO INC 2.5% CB DUE 02/15/2009 REG.................... Bond 82966UAC7 62,519,146 56,603 X n/a n/a SONIC AUTO STEP UP CB 11/30/2015- REGISTERED. Bond 83545GAK8 4,532,280 4,000 X n/a n/a ST MARY LAND EXPLOR CO 5.75% CB DUE 03/15/22 REG.................... Bond 792228AC2 38,778,749 13,642 X n/a n/a SYMMETRICOM INC 3.25% CB 06/15/25 - REGISTERED.. Bond 871543AB0 496,875 500 X n/a n/a TEKELEC INC 2.25% CB DUE 6/15/2008 REGISTERED... Bond 879101AE3 21,328,763 21,779 X n/a n/a THORATEC CORP 1.38% CB DUE 05/16/2034 REGISTERED............. Bond 885175AB5 17,251,515 27,850 X n/a n/a TIME WARNER TELECOM 2.375% CB 4/1/26- REGISTERED............. Bond 887319AC5 43,456,000 35,000 X n/a n/a TITAN WHEEL INTERNATIONAL, INC. 5.25% CB DUE 07/26..... Bond 88830MAB8 10,412,150 7,000 X n/a n/a COLUMN TOTALS............ 359,073,786
FORM 13F Page 336 of 336 Name of Reporting Manager Citadel Limited Partnership (SEC USE ONLY) Item 8: Item 6: Voting Authority Investment Discretion (Shares) Item 4: Item 5: -------------------------------- Item 7: ---------------- Item 2: Item 3: Fair Shares of (b) Shared Managers Item 1: Title of CUSIP Market Principal As Defined (c) Shared- See (a) (b) (c) Name of Issuer Class Number Value Amount (a) Sole in Instr. V Other Instr. V Sole Shared None -------------- -------- --------- -------------- --------- -------- ----------- ----------- -------- ---- ------ ---- TRIBUNE 2% EXCHG INTO AOL DUE 5/15/2029...... Bond 896047305 111,432,858 1,701,265 X n/a n/a UIC 3.7500% 09/15/2024... Bond 910671AB2 29,035,305 19,500 X n/a n/a UNITED AUTO GROUP 3.5% CB 4/1/26 - REGISTERED. Bond 909440AH2 37,516,284 32,400 X n/a n/a VALASSIS COMMUNICATIONS 1.625% CB DUE 5/22/33 REGI................... Bond 918866AK0 7,799,650 12,500 X n/a n/a WABASH NATIONAL CORP 3.25% CB DUE 08/1/2008 REGIST................. Bond 929566AD9 9,891,760 10,000 X n/a n/a WMS INDUSTRIES 2.75% CB DUE 7/15/10 REGISTERED. Bond 929297AE9 27,578,250 17,500 X n/a n/a WYNN RESORTS LTD 6% CB DUE 07/15/2015 REG D... Bond 983134AB3 141,072,908 47,250 X n/a n/a XCEL ENERGY INC 7.5% CB DUE 11/21/07 - REGISTERED............. Bond 98389BAB6 23,144,888 13,600 X n/a n/a COLUMN TOTALS............ 387,471,902 LONG MARKET VALUE........ 24,932,230,968