CITIGROUP INC Q1 2016 Filing

Filed May 13, 2016

Portfolio Value

$89.0B

Holdings

5,634

Report Date

Q1 2016

Filing Type

13F-HR

All Holdings (5,634 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	—TWENTY FIRST CENTY FOX INC	362,864	$3.7B	4.20%	Put
2	SANBANCO SANTANDER SA	852,889	$3.7B	4.18%	Put
3	TSMTAIWAN SEMICONDUCTOR MFG LTD	753,495	$3.6B	4.02%	Put
4	BBDBANCO BRADESCO S A	1,527,706	$3.3B	3.69%	Put
5	—MONSANTO CO NEW	1,206,362	$3.2B	3.57%	Put
6	—ENDO INTL PLC	204,944	$2.9B	3.30%	Put
7	SPYSPDR S&P 500 ETF TR	84,635,094	$2.9B	3.27%	Put
8	UPSUNITED PARCEL SERVICE INC	2,188,309	$2.9B	3.23%	Put
9	MATMATTEL INC	664,423	$2.9B	3.22%	Put
10	VFCV F CORP	189,405	$2.8B	3.19%	Put
11	LN5LANNET INC	158,261	$2.8B	3.19%	Put
12	ALSALLSTATE CORP	572,202	$2.8B	3.17%	Put
13	NOKNOKIA CORP	987,212	$2.7B	3.03%	Put
14	RLRALPH LAUREN CORP	92,112	$2.7B	3.02%	Put
15	GU9GUESS INC	260,101	$2.7B	2.99%	Put
16	KHCKRAFT HEINZ CO	1,778,493	$2.6B	2.97%	Put
17	TERTERADYNE INC	120,305	$2.6B	2.92%	Put
18	BACBANK AMER CORP	28,911,736	$2.6B	2.90%	Put
19	SRPTSAREPTA THERAPEUTICS INC	201,524	$2.6B	2.89%	Put
20	—TIVO INC	266,930	$2.5B	2.85%	Put
21	AAPLAPPLE INC	12,631,869	$2.5B	2.85%	Put
22	CTRPUSDCTRIP COM INTL LTD	2,018,452	$2.5B	2.84%	Put
23	VLOVALERO ENERGY CORP NEW	1,275,813	$2.5B	2.82%	Put
24	PWRQUANTA SVCS INC	111,067	$2.5B	2.81%	Put
25	MMM3M CO	916,704	$2.5B	2.81%	Put
26	HSYHERSHEY CO	246,162	$2.5B	2.78%	Put
27	ALKSALKERMES PLC	72,117	$2.5B	2.77%	Put
28	POT1EURPOTASH CORP SASK INC	742,854	$2.4B	2.74%	Put
29	ABJAABB LTD	125,504	$2.4B	2.74%	Put
30	BBBLACKBERRY LTD	1,589,381	$2.4B	2.74%	Put
31	—COBALT INTL ENERGY INC	815,388	$2.4B	2.72%	Put
32	UNPUNION PAC CORP	1,106,250	$2.4B	2.71%	Put
33	HTZHERTZ GLOBAL HOLDINGS INC	489,837	$2.4B	2.69%	Put
34	ITUBITAU UNIBANCO HLDG SA	1,493,976	$2.4B	2.68%	Put
35	—NEWLINK GENETICS CORP	130,903	$2.4B	2.68%	Put
36	AWCAMERICAN WTR WKS CO INC NEW	278,391	$2.3B	2.63%	Put
37	TJXTJX COS INC NEW	565,396	$2.3B	2.62%	Put
38	SONYSONY CORP	250,611	$2.3B	2.62%	Put
39	NDAQNASDAQ INC	77,130	$2.3B	2.61%	Put
40	IVZINVESCO LTD	1,212,060	$2.3B	2.60%	Put
41	—ALLERGAN PLC	325,849	$2.3B	2.59%	Put
42	IAUISHARES	2,771,821	$2.3B	2.58%	Put
43	AYIACUITY BRANDS INC	10,516	$2.3B	2.58%	Call
44	NKENIKE INC	4,868,127	$2.3B	2.57%	Put
45	ABGAMERISOURCEBERGEN CORP	314,088	$2.3B	2.56%	Put
46	KEYKEYCORP NEW	206,261	$2.3B	2.56%	Put
47	PYPLPAYPAL HLDGS INC	1,314,936	$2.3B	2.56%	Put
48	4I1PHILIP MORRIS INTL INC	778,883	$2.3B	2.55%	Put
49	KLACKLA-TENCOR CORP	6,822,110	$2.3B	2.54%	Put
50	TELTE CONNECTIVITY LTD	254,947	$2.3B	2.53%
51	AESAES CORP	306,187	$2.2B	2.51%	Put
52	CBRECBRE GROUP INC	381,570	$2.2B	2.50%	Put
53	LENLENNAR CORP	126,286	$2.2B	2.49%	Put
54	OPKOPKO HEALTH INC	213,219	$2.2B	2.49%	Put
55	ULTAULTA SALON COSMETCS & FRAG I	46,480	$2.2B	2.49%	Put
56	BIIBBIOGEN INC	269,879	$2.2B	2.47%	Put
57	WFRDWEATHERFORD INTL PLC	5,061,321	$2.2B	2.47%	Put
58	RFREGIONS FINL CORP NEW	2,033,461	$2.2B	2.46%	Put
59	HBANHUNTINGTON BANCSHARES INC	1,361,077	$2.2B	2.43%	Put
60	WELLWELLTOWER INC	169,722	$2.2B	2.42%	Put
61	BNEDBARNES & NOBLE INC	172,923	$2.1B	2.40%	Put
62	STTSPDR SERIES TRUST	2,362,596	$2.1B	2.39%	Put
63	PBIPITNEY BOWES INC	243,926	$2.1B	2.39%	Put
64	—AGRIUM INC	213,090	$2.1B	2.38%	Put
65	UBSUBS GROUP AG	3,512,483	$2.1B	2.37%	Put
66	MBIMBIA INC	738,563	$2.1B	2.36%	Put
67	DKSDICKS SPORTING GOODS INC	248,694	$2.1B	2.36%	Put
68	PNRPENTAIR PLC	38,586	$2.1B	2.35%	Call
69	MTARCELORMITTAL SA LUXEMBOURG	707,194	$2.1B	2.35%	Put
70	PRGOPERRIGO CO PLC	16,246	$2.1B	2.34%	Put
71	IBNICICI BK LTD	1,263,953	$2.1B	2.33%	Put
72	NTAPNETAPP INC	115,737	$2.1B	2.33%	Put
73	MLMMARTIN MARIETTA MATLS INC	38,536	$2.1B	2.32%	Put
74	CZREURCAESARS ENTMT CORP	584,124	$2.1B	2.31%	Put
75	MRVLMARVELL TECHNOLOGY GROUP LTD	545,588	$2.0B	2.30%	Put
76	—GOLDCORP INC NEW	1,449,519	$2.0B	2.29%	Put
77	BYDBOYD GAMING CORP	155,732	$2.0B	2.28%	Put
78	GDGENERAL DYNAMICS CORP	359,055	$2.0B	2.28%	Put
79	FDO.FMACYS INC	1,083,321	$2.0B	2.27%	Put
80	YRIYAMANA GOLD INC	1,361,623	$2.0B	2.27%	Put
81	HLHECLA MNG CO	719,857	$2.0B	2.25%	Put
82	FNVFRANCO NEVADA CORP	127,408	$2.0B	2.25%	Put
83	IEMGISHARES INC	3,692,002	$2.0B	2.24%
84	—SODASTREAM INTERNATIONAL LTD	234,572	$2.0B	2.24%	Put
85	—STAPLES INC	1,510,111	$2.0B	2.23%	Put
86	—FINISAR CORP	255,251	$2.0B	2.23%	Put
87	AMLPUSDALPS ETF TR	1,890,726	$2.0B	2.22%	Put
88	CN4CONNS INC	408,311	$2.0B	2.22%	Put
89	TPDTEMPUR SEALY INTL INC	88,747	$2.0B	2.22%	Put
90	RSRELIANCE STEEL & ALUMINUM CO	28,427	$2.0B	2.21%	Put
91	—CBS CORP NEW	616,787	$2.0B	2.19%	Put
92	—WPX ENERGY INC	436,856	$1.9B	2.19%	Put
93	EEMISHARES TR	38,247,476	$1.9B	2.18%	Put
94	TWTRUSDTWITTER INC	2,461,320	$1.9B	2.18%	Put
95	—INFOBLOX INC	113,376	$1.9B	2.18%	Put
96	—LABORATORY CORP AMER HLDGS	90,800	$1.9B	2.17%	Put
97	PANWPALO ALTO NETWORKS INC	270,945	$1.9B	2.16%	Put
98	VIAVVIAVI SOLUTIONS INC	279,979	$1.9B	2.16%	Put
99	SYFSYNCHRONY FINL	720,704	$1.9B	2.15%	Put
100	IWMISHARES TR	36,373,693	$1.9B	2.14%	Put

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