CITIGROUP INC Q1 2016 Filing

Filed May 13, 2016

Portfolio Value

$89.0M

Holdings

5,634

Report Date

Q1 2016

Filing Type

13F-HR

All Holdings (5,634 positions)

#	Stock	Shares	Value	% Portfolio	Type
1601	RMBS*RAMBUS INC DEL	379,353	$515K	0.58%	Put
1602	—INTERACTIVE INTELLIGENCE GRO	14,125	$514K	0.58%
1603	SWKSTANLEY BLACK & DECKER INC	153,975	$513K	0.58%	Put
1604	NEENEXTERA ENERGY INC	731,301	$512K	0.58%	Put
1605	DVAXDYNAVAX TECHNOLOGIES CORP	26,598	$512K	0.58%
1606	CTBICOMMUNITY TR BANCORP INC	14,512	$512K	0.58%
1607	TSQTOWNSQUARE MEDIA INC	45,691	$512K	0.58%
1608	—CAREER EDUCATION CORP	112,705	$511K	0.57%	Put
1609	HDHOME DEPOT INC	3,821,204	$511K	0.57%	Put
1610	—MARKET VECTORS ETF TR	5,024,533	$510K	0.57%	Put
1611	—BUCKEYE PARTNERS L P	566,355	$510K	0.57%
1612	VFHVANGUARD WORLD FDS	11,003	$510K	0.57%
1613	—NUVEEN PREMIER MUN INCOME FD	36,089	$510K	0.57%
1614	—STATE BK FINL CORP	25,729	$508K	0.57%
1615	—ABERDEEN LATIN AMER EQTY FD	28,010	$508K	0.57%
1616	LXRXLEXICON PHARMACEUTICALS INC	42,526	$508K	0.57%
1617	DEDEERE & CO	2,123,773	$507K	0.57%	Put
1618	WMSADVANCED DRAIN SYS INC DEL	23,795	$507K	0.57%
1619	—ALLIANCE HOLDINGS GP LP	34,692	$507K	0.57%
1620	7SUSUMMIT MATLS INC	26,059	$507K	0.57%
1621	AXPAMERICAN EXPRESS CO	1,879,055	$507K	0.57%	Put
1622	HCSGHEALTHCARE SVCS GRP INC	65,555	$506K	0.57%
1623	IXCISHARES TR	17,095	$505K	0.57%
1624	FAROFARO TECHNOLOGIES INC	15,642	$504K	0.57%
1625	SPGSIMON PPTY GROUP INC NEW	425,971	$503K	0.57%	Put
1626	TRTOOTSIE ROLL INDS INC	14,390	$503K	0.57%
1627	WYNNWYNN RESORTS LTD	710,722	$503K	0.56%	Put
1628	WEPMAGELLAN MIDSTREAM PRTNRS LP	701,504	$503K	0.56%	Put
1629	INTCINTEL CORP	6,417,318	$502K	0.56%	Put
1630	—SUPERIOR ENERGY SVCS INC	37,483	$502K	0.56%
1631	—GENOMIC HEALTH INC	20,251	$502K	0.56%
1632	ARDCARES DYNAMIC CR ALLOCATION F	37,483	$502K	0.56%
1633	AMBAAMBARELLA INC	95,875	$502K	0.56%	Put
1634	RIGTRANSOCEAN LTD	6,125,046	$502K	0.56%	Put
1635	—LINN ENERGY LLC	1,402,086	$501K	0.56%	Put
1636	NGNOVAGOLD RES INC	98,509	$501K	0.56%	Put
1637	—ORBCOMM INC	49,465	$501K	0.56%
1638	ELLAUDER ESTEE COS INC	237,273	$501K	0.56%	Put
1639	CORECORE MARK HOLDING CO INC	22,825	$500K	0.56%
1640	LRCXEURLAM RESEARCH CORP	215,290	$500K	0.56%	Put
1641	FWONALIBERTY MEDIA CORP DELAWARE	149,589	$500K	0.56%
1642	—RUDOLPH TECHNOLOGIES INC	36,613	$500K	0.56%
1643	—NATIONSTAR MTG HLDGS INC	535,022	$500K	0.56%	Put
1644	NYCBEURNEW YORK CMNTY BANCORP INC	803,203	$499K	0.56%	Put
1645	WDFCWD-40 CO	14,814	$499K	0.56%
1646	CSGSCSG SYS INTL INC	34,501	$499K	0.56%
1647	AMCAMC ENTMT HLDGS INC	17,833	$499K	0.56%
1648	AWRAMERICAN STS WTR CO	42,540	$498K	0.56%
1649	CAMPEURCALAMP CORP	27,797	$498K	0.56%
1650	LDELANDEC CORP	47,262	$496K	0.56%
1651	LMTLOCKHEED MARTIN CORP	297,749	$495K	0.56%	Put
1652	—MENTOR GRAPHICS CORP	90,965	$494K	0.56%
1653	NBHCNATIONAL BK HLDGS CORP	24,240	$494K	0.55%
1654	KEYSKEYSIGHT TECHNOLOGIES INC	17,838	$494K	0.55%	Put
1655	VGMINVESCO TR INVT GRADE MUNS	35,356	$494K	0.55%
1656	—TAL INTL GROUP INC	31,995	$494K	0.55%
1657	BUWABIO RAD LABS INC	37,356	$494K	0.55%
1658	TXTTEXTRON INC	13,494	$492K	0.55%
1659	EFSCENTERPRISE FINL SVCS CORP	18,179	$492K	0.55%
1660	MGVVANGUARD WORLD FD	8,262	$492K	0.55%
1661	ECPGENCORE CAP GROUP INC	107,049	$491K	0.55%
1662	LHCGUSDLHC GROUP INC	13,798	$491K	0.55%
1663	USOUNITED STATES OIL FUND LP	17,506,925	$490K	0.55%	Put
1664	UHSUNIVERSAL HLTH SVCS INC	3,919	$490K	0.55%
1665	BNSBANK N S HALIFAX	746,416	$489K	0.55%
1666	DBJPDBX ETF TR	14,589	$489K	0.55%
1667	—PHARMERICA CORP	22,151	$489K	0.55%
1668	VVRINVESCO SR INCOME TR	120,631	$488K	0.55%
1669	T77LENDINGTREE INC NEW	4,991	$488K	0.55%
1670	—GLOBAL HIGH INCOME FUND INC	56,194	$488K	0.55%
1671	—BNC BANCORP	23,111	$488K	0.55%
1672	INDAISHARES TR	1,110,949	$488K	0.55%
1673	FBPFIRST BANCORP P R	166,758	$487K	0.55%
1674	KEXKIRBY CORP	8,082	$487K	0.55%
1675	BBNBLACKROCK TAX MUNICPAL BD TR	21,194	$487K	0.55%
1676	—RETAILMENOT INC	60,856	$487K	0.55%
1677	RDNRADIAN GROUP INC	311,560	$486K	0.55%	Put
1678	THRTHERMON GROUP HLDGS INC	27,673	$486K	0.55%
1679	PCRXPACIRA PHARMACEUTICALS INC	37,460	$486K	0.55%
1680	CSFLUSDCENTERSTATE BANKS INC	32,552	$485K	0.54%
1681	—CHEMTURA CORP	65,886	$484K	0.54%
1682	—CAPITAL SR LIVING CORP	26,114	$484K	0.54%
1683	TDCTERADATA CORP DEL	18,428	$484K	0.54%
1684	SDYSPDR SERIES TRUST	55,514	$484K	0.54%
1685	IDAIDACORP INC	44,533	$484K	0.54%
1686	ACREARES COML REAL ESTATE CORP	44,086	$483K	0.54%
1687	—CVENT INC	22,524	$483K	0.54%
1688	CAHCARDINAL HEALTH INC	187,509	$483K	0.54%	Put
1689	FIZZNATIONAL BEVERAGE CORP	11,379	$482K	0.54%
1690	GLREGREENLIGHT CAPITAL RE LTD	22,129	$482K	0.54%
1691	LKQ1LKQ CORP	15,109	$482K	0.54%
1692	—OM ASSET MGMT PLC	36,071	$482K	0.54%
1693	GDOWESTERN ASSET GLOBAL CP DEFI	29,238	$482K	0.54%
1694	MDLZMONDELEZ INTL INC	1,822,727	$482K	0.54%	Put
1695	—ENTERCOM COMMUNICATIONS CORP	45,419	$481K	0.54%
1696	—SAPIENS INTL CORP N V	40,118	$481K	0.54%
1697	—ACETO CORP	20,396	$481K	0.54%
1698	2362120DSINCLAIR BROADCAST GROUP INC	62,344	$480K	0.54%
1699	ANIKANIKA THERAPEUTICS INC	10,737	$480K	0.54%
1700	—NIMBLE STORAGE INC	61,198	$480K	0.54%

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