CITADEL ADVISORS LLC

Holdings History for NOVELLUS SYS INC - NOTE 2.625% 5/1

Investment type: Debt / NOTE 2.625% 5/1

Shares, Excluding Options vs Price

Value, Excluding Options

Holdings date	Weight	Change	Value $	Principal	Change	Activity %	Price	All Holders
30 Jun 2018		-0.02%	$0	0	-2,528,000	-100%		Q2 2018
31 Mar 2018	0.02%	-0.46%	$15,348,000	2,528,000	-48,980,000	-95%	607.12%	Q1 2018
31 Dec 2017	0.38%	-0.41%	$282,933,000	51,508,000	-55,000,000	-52%	549.3%	Q4 2017
30 Sep 2017	0.94%	-0.05%	$585,680,000	106,508,000	-5,526,000	-4.9%	549.89%	Q3 2017
30 Jun 2017	0.82%	-0.01%	$469,668,000	112,034,000	-2,000,000	-1.8%	419.22%	Q2 2017
31 Mar 2017	0.77%	0%	$432,651,000	114,034,000	0		379.41%	Q1 2017
31 Dec 2016	0.8%	-0.15%	$355,162,000	114,034,000	-21,000,000	-16%	311.45%	Q4 2016
30 Sep 2016	0.81%	+0.81%	$376,468,000	135,034,000	+135,034,000	NEW	278.79%	Q3 2016
31 Mar 2016		-0.62%	$0	0	-147,920,000	-100%		Q1 2016
31 Dec 2015	0.62%	+0.1%	$347,341,000	147,920,000	+24,059,000	+19%	234.82%	Q4 2015
30 Sep 2015	0.38%	+0.14%	$242,837,000	123,861,000	+43,520,000	+54%	196.06%	Q3 2015
30 Jun 2015	0.27%	+0.01%	$191,434,000	80,341,000	+2,341,000	+3%	238.28%	Q2 2015
31 Mar 2015	0.24%	+0.08%	$160,041,000	78,000,000	+25,500,000	+49%	205.18%	Q1 2015
31 Dec 2014	0.2%	0%	$120,238,000	52,500,000	0		229.02%	Q4 2014
30 Sep 2014	0.21%	+0.07%	$114,943,000	52,500,000	+16,000,000	+44%	218.94%	Q3 2014
30 Jun 2014	0.14%	-0.04%	$73,732,000	36,500,000	-11,000,000	-23%	202.01%	Q2 2014
31 Mar 2014	0.16%	-0.06%	$81,092,000	47,500,000	-17,500,000	-27%	170.72%	Q1 2014
31 Dec 2013	0.22%	+0.02%	$108,789,000	65,000,000	+5,000,000	+8.3%	167.37%	Q4 2013
30 Sep 2013	0.23%	0%	$95,247,000	60,000,000	0		158.75%	Q3 2013
30 Jun 2013	0.21%	0%	$84,646,000	60,000,000	0		141.08%	Q2 2013

* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.