CITIGROUP INC Q1 2020 Filing

Filed May 12, 2020

Portfolio Value

$110.6M

Holdings

5,170

Report Date

Q1 2020

Filing Type

13F-HR

All Holdings (5,170 positions)

#	Stock	Shares	Value	% Portfolio	Type
1101	WLYWILEY JOHN & SONS INC	18,372	$690K	0.62%
1102	LHCGUSDLHC GROUP INC	24,853	$689K	0.62%
1103	MRSHMARSH & MCLENNAN COS INC	151,825	$688K	0.62%	Put
1104	ZSZSCALER INC	210,225	$688K	0.62%	Put
1105	EPIWISDOMTREE TR	699,297	$688K	0.62%	Put
1106	—BMC STK HLDGS INC	38,709	$687K	0.62%
1107	MCMOELIS & CO	24,417	$686K	0.62%
1108	SNPSSYNOPSYS INC	166,119	$685K	0.62%
1109	APAMARTISAN PARTNERS ASSET MGMT	31,834	$684K	0.62%
1110	BNYBLACKROCK N Y MUN INCOME TR	51,614	$684K	0.62%
1111	PTLCPACER FDS TR	25,328	$684K	0.62%
1112	LSCCLATTICE SEMICONDUCTOR CORP	123,757	$683K	0.62%	Put
1113	GMS1EURGMS INC	43,380	$682K	0.62%
1114	IEIINSIGHT ENTERPRISES INC	16,203	$682K	0.62%
1115	BECNUSDBEACON ROOFING SUPPLY INC	41,110	$681K	0.62%
1116	PGENPRECIGEN INC	200,503	$681K	0.62%	Put
1117	OKTAOKTA INC	264,017	$680K	0.61%	Put
1118	CVSCVS HEALTH CORP	2,470,801	$677K	0.61%	Put
1119	ANABANAPTYSBIO INC	47,982	$677K	0.61%	Put
1120	IBOCINTERNATIONAL BANCSHARES COR	25,160	$677K	0.61%
1121	NTNXNUTANIX INC	733,167	$677K	0.61%	Put
1122	—ALTUS MIDSTREAM CO	900,999	$676K	0.61%
1123	KLICKULICKE & SOFFA INDS INC	32,364	$675K	0.61%
1124	ABCBAMERIS BANCORP	28,367	$675K	0.61%
1125	USBUS BANCORP DEL	3,400,923	$675K	0.61%	Put
1126	HOMBHOME BANCSHARES INC	56,224	$674K	0.61%
1127	NVTNVENT ELECTRIC PLC	39,972	$674K	0.61%
1128	UISUNISYS CORP	54,432	$672K	0.61%	Put
1129	CMCCOMMERCIAL METALS CO	42,494	$671K	0.61%
1130	SSYSSTRATASYS LTD	42,082	$671K	0.61%	Put
1131	BCCBOISE CASCADE CO DEL	28,206	$670K	0.61%
1132	LIILENNOX INTL INC	22,570	$669K	0.61%
1133	RTN1USDRAYTHEON CO	1,096,638	$669K	0.61%	Put
1134	MGRCMCGRATH RENTCORP	12,771	$669K	0.60%
1135	FULFULLER H B CO	23,955	$669K	0.60%
1136	ANAUTONATION INC	71,474	$668K	0.60%	Put
1137	RRXREGAL BELOIT CORP	10,612	$668K	0.60%
1138	UCTTULTRA CLEAN HLDGS INC	48,380	$668K	0.60%	Put
1139	DGRWWISDOMTREE TR	17,138	$667K	0.60%
1140	LAURLAUREATE EDUCATION INC	63,433	$667K	0.60%
1141	DVAXDYNAVAX TECHNOLOGIES CORP	188,668	$667K	0.60%	Put
1142	AQLTISHARES TR	207,923	$666K	0.60%
1143	XLGINVESCO EXCHANGE TRADED FD T	3,402	$665K	0.60%
1144	DCODUCOMMUN INC DEL	26,749	$665K	0.60%
1145	TRMKTRUSTMARK CORP	28,559	$665K	0.60%
1146	HONHONEYWELL INTL INC	1,368,860	$665K	0.60%	Put
1147	ARESARES MANAGEMENT CORPORATION	21,477	$664K	0.60%
1148	BUSDBARNES GROUP INC	15,873	$664K	0.60%
1149	IVVISHARES TR	534,539	$664K	0.60%
1150	DNLIDENALI THERAPEUTICS INC	37,864	$663K	0.60%
1151	EMLCVANECK VECTORS ETF TR	3,475,491	$662K	0.60%
1152	SFMSPROUTS FMRS MKT INC	318,052	$662K	0.60%	Put
1153	LSTRLANDSTAR SYS INC	36,821	$662K	0.60%
1154	INGRINGREDION INC	29,361	$662K	0.60%	Put
1155	FSSFEDERAL SIGNAL CORP	24,218	$661K	0.60%
1156	RIORIO TINTO PLC	372,304	$660K	0.60%	Put
1157	HPOSERVICE PPTYS TR	122,230	$660K	0.60%
1158	ASMLASML HOLDING N V	130,822	$659K	0.60%	Put
1159	QSRRESTAURANT BRANDS INTL INC	353,799	$658K	0.60%	Put
1160	PAYXPAYCHEX INC	506,891	$658K	0.60%	Put
1161	NDSNNORDSON CORP	35,015	$658K	0.59%
1162	EATBRINKER INTL INC	54,741	$657K	0.59%
1163	ACWIISHARES TR	41,096	$657K	0.59%
1164	AMXNAMERICA MOVIL SAB DE CV	187,408	$657K	0.59%
1165	BAHBOOZ ALLEN HAMILTON HLDG COR	227,082	$656K	0.59%
1166	—CARDTRONICS PLC	31,288	$655K	0.59%
1167	—SPX FLOW INC	23,031	$655K	0.59%
1168	SVMKUSDSVMK INC	48,314	$653K	0.59%
1169	—LUMINEX CORP DEL	23,718	$653K	0.59%
1170	BB4AXOS FINL INC	35,939	$651K	0.59%	Put
1171	INDBINDEPENDENT BANK CORP MASS	10,090	$649K	0.59%
1172	ALEXALEXANDER & BALDWIN INC NEW	57,837	$649K	0.59%
1173	HDVISHARES TR	9,061	$648K	0.59%
1174	FRPTFRESHPET INC	10,138	$648K	0.59%
1175	WCNWASTE CONNECTIONS INC	47,547	$647K	0.58%
1176	NOAHNOAH HLDGS LTD	25,046	$647K	0.58%
1177	PRAPROASSURANCE CORP	25,831	$646K	0.58%
1178	ONTOONTO INNOVATION INC	21,762	$646K	0.58%
1179	ATRAPTARGROUP INC	58,247	$645K	0.58%
1180	LEGLEGGETT & PLATT INC	63,249	$645K	0.58%
1181	VWOBVANGUARD WHITEHALL FDS	9,161	$645K	0.58%
1182	WDWALKER & DUNLOP INC	16,017	$645K	0.58%
1183	HCQAMN HEALTHCARE SVCS INC	36,089	$644K	0.58%
1184	JRVRJAMES RIV GROUP LTD	17,779	$643K	0.58%
1185	CMECME GROUP INC	776,934	$643K	0.58%	Put
1186	LEVILEVI STRAUSS & CO NEW	51,615	$641K	0.58%	Put
1187	NTLAINTELLIA THERAPEUTICS INC	52,359	$640K	0.58%	Put
1188	VNOMVIPER ENERGY PARTNERS LP	311,548	$639K	0.58%	Put
1189	—TERADYNE INC	357,000	$639K	0.58%
1190	FDLFIRST TR MORNINGSTAR DIVID L	28,616	$639K	0.58%
1191	PMTPENNYMAC MTG INVT TR	60,154	$639K	0.58%
1192	RMERESMED INC	206,456	$637K	0.58%	Put
1193	DYHTARGET CORP	1,389,345	$637K	0.58%	Put
1194	CYRXCRYOPORT INC	37,286	$636K	0.57%
1195	HAEHAEMONETICS CORP	28,496	$635K	0.57%
1196	APPFAPPFOLIO INC	5,724	$635K	0.57%
1197	ALECALECTOR INC	26,286	$634K	0.57%
1198	IBBISHARES TR	2,654,757	$634K	0.57%	Put
1199	SUPNSUPERNUS PHARMACEUTICALS INC	35,123	$632K	0.57%
1200	IBPINSTALLED BLDG PRODS INC	15,828	$631K	0.57%

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