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
801	6PMPARAMOUNT GROUP INC	99,156	$872K	0.79%
802	HMCHONDA MOTOR LTD	784,962	$872K	0.79%
803	EAELECTRONIC ARTS INC	715,705	$871K	0.79%	Put
804	MCHPMICROCHIP TECHNOLOGY INC	830,718	$871K	0.79%	Put
805	RIGTRANSOCEAN LTD	1,791,596	$870K	0.79%	Put
806	—INTELSAT S A	568,275	$870K	0.79%	Put
807	ABALLIANCEBERNSTEIN HLDG L P	46,806	$870K	0.79%	Put
808	WMWASTE MGMT INC DEL	458,298	$870K	0.79%	Put
809	CIBRFIRST TR EXCHANGE TRADED FD	33,706	$869K	0.79%
810	WKWORKIVA INC	26,847	$868K	0.78%
811	VACMARRIOTT VACTINS WORLDWID CO	89,547	$867K	0.78%	Put
812	CCLCARNIVAL CORP	2,867,785	$867K	0.78%	Put
813	UEURBAN EDGE PPTYS	98,211	$866K	0.78%
814	GDOTGREEN DOT CORP	34,077	$865K	0.78%
815	ARMKARAMARK	104,718	$864K	0.78%
816	EWBCEAST WEST BANCORP INC	224,108	$864K	0.78%
817	UFSDOMTAR CORP	39,870	$863K	0.78%
818	MLKNMILLER HERMAN INC	38,884	$863K	0.78%
819	ENTAENANTA PHARMACEUTICALS INC	16,769	$862K	0.78%
820	CVBFCVB FINL CORP	43,015	$862K	0.78%
821	LBTYBLIBERTY GLOBAL PLC	51,976	$858K	0.78%	Put
822	MZTILANCASTER COLONY CORP	5,933	$858K	0.78%
823	MATXMATSON INC	27,967	$857K	0.77%
824	ESEESCO TECHNOLOGIES INC	11,272	$856K	0.77%
825	LFCUSDCHINA LIFE INS CO LTD	87,719	$856K	0.77%	Put
826	LNTHLANTHEUS HLDGS INC	67,096	$856K	0.77%
827	ASGNASGN INC	24,232	$856K	0.77%
828	HRTXHERON THERAPEUTICS INC	72,597	$853K	0.77%	Put
829	VOOGVANGUARD ADMIRAL FDS INC	5,726	$852K	0.77%
830	EIDOISHARES TR	57,805	$852K	0.77%
831	ELAN 5 02/01/23ELANCO ANIMAL HEALTH INC	20,687	$851K	0.77%
832	ARCC 4.625 03/01/24ARES CAPITAL CORP	983,000	$851K	0.77%
833	TEXTEREX CORP NEW	59,057	$848K	0.77%	Put
834	DIODDIODES INC	20,860	$847K	0.77%
835	—INTERSECT ENT INC	71,397	$847K	0.77%	Put
836	HHC*HOWARD HUGHES CORP	1,487,311	$846K	0.77%	Put
837	CGCARLYLE GROUP INC	39,071	$846K	0.76%	Put
838	DNOWNOW INC	163,921	$846K	0.76%
839	UNUSDUNILEVER N V	254,530	$846K	0.76%	Put
840	—NIC INC	36,717	$844K	0.76%
841	SPXCSPX CORP	25,848	$843K	0.76%
842	BACBK OF AMERICA CORP	31,301,570	$841K	0.76%	Put
843	—TWITTER INC	938,000	$841K	0.76%
844	AAONAAON INC	17,383	$840K	0.76%
845	ETJEATON VANCE RISK MNGD DIV EQ	101,017	$840K	0.76%
846	DHID R HORTON INC	402,235	$840K	0.76%	Put
847	HCMHUTCHISON CHINA MEDITECH LTD	46,912	$838K	0.76%
848	ABMABM INDS INC	34,398	$838K	0.76%
849	BDNBRANDYWINE RLTY TR	79,562	$837K	0.76%
850	ABBVABBVIE INC	6,693,755	$837K	0.76%	Put
851	DOXAMDOCS LTD	241,979	$836K	0.76%
852	SPSCSPS COMMERCE INC	51,106	$836K	0.76%
853	CSLCARLISLE COS INC	26,414	$834K	0.75%
854	EX9EXELIXIS INC	453,910	$833K	0.75%	Put
855	LILALIBERTY LATIN AMERICA LTD	1,792,696	$833K	0.75%
856	BDXBECTON DICKINSON & CO	314,102	$832K	0.75%	Put
857	CTRECARETRUST REIT INC	56,287	$832K	0.75%
858	HOUSREALOGY HLDGS CORP	925,240	$831K	0.75%	Put
859	IWSISHARES TR	43,669	$829K	0.75%
860	SNYSANOFI	384,193	$828K	0.75%
861	—CITIGROUP GLOBAL MKTS HLDGS	16,200	$827K	0.75%
862	HUNHUNTSMAN CORP	389,089	$827K	0.75%	Put
863	ETRAE TRADE FINANCIAL CORP	1,170,563	$826K	0.75%	Put
864	NATNORDIC AMERICAN TANKERS LIMI	464,650	$826K	0.75%	Put
865	BCOBRINKS CO	15,858	$825K	0.75%
866	CQPCHENIERE ENERGY PARTNERS LP	202,971	$825K	0.75%	Put
867	FUODOLBY LABORATORIES INC	92,489	$824K	0.75%
868	VFCV F CORP	432,157	$824K	0.74%	Put
869	AGOASSURED GUARANTY LTD	92,095	$823K	0.74%	Put
870	—COLONY CAP INC NEW	469,071	$822K	0.74%	Put
871	CVETUSDCOVETRUS INC	101,035	$822K	0.74%
872	WABCWESTAMERICA BANCORPORATION	13,989	$822K	0.74%
873	PLAYDAVE & BUSTERS ENTMT INC	62,854	$821K	0.74%	Put
874	—BENEFYTT TECHNOLOGIES INC	36,568	$819K	0.74%	Put
875	R6C2ROYAL DUTCH SHELL PLC	3,803,710	$818K	0.74%	Put
876	WHWYNDHAM HOTELS & RESORTS INC	25,920	$817K	0.74%
877	CIENCIENA CORP	298,194	$816K	0.74%	Put
878	ATDALLEGHENY TECHNOLOGIES INC	95,782	$815K	0.74%	Put
879	PODDINSULET CORP	43,573	$814K	0.74%	Put
880	IDIINTERDIGITAL INC	18,235	$814K	0.74%	Call
881	GRMNGARMIN LTD	271,397	$814K	0.74%	Put
882	TFISPDR SER TR	596,583	$813K	0.73%
883	KAMNUSDKAMAN CORP	21,097	$811K	0.73%
884	—ZOGENIX INC	32,761	$810K	0.73%	Put
885	—BEST INC	2,993,831	$808K	0.73%
886	FGENEURFIBROGEN INC	68,041	$808K	0.73%
887	MIDDMIDDLEBY CORP	14,146	$806K	0.73%	Put
888	STWD 4.375 04/01/23STARWOOD PPTY TR INC	1,019,000	$805K	0.73%
889	HIHILLENBRAND INC	42,070	$804K	0.73%
890	—EPIZYME INC	51,784	$803K	0.73%
891	OZKBANK OZK	48,088	$803K	0.73%
892	STTSTATE STR CORP	360,969	$802K	0.73%	Put
893	IYRISHARES TR	3,519,212	$801K	0.72%	Put
894	FPXFIRST TR EXCHANGE TRADED FD	12,709	$801K	0.72%
895	CWSTCASELLA WASTE SYS INC	20,495	$800K	0.72%
896	SAIASAIA INC	10,862	$799K	0.72%
897	SPSBSPDR SER TR	26,387	$798K	0.72%
898	SPWR 4 01/15/23SUNPOWER CORP	945,000	$798K	0.72%
899	LWLAMB WESTON HLDGS INC	66,010	$798K	0.72%	Call
900	OMCOMNICOM GROUP INC	528,561	$797K	0.72%	Put

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