CITIGROUP INC Q2 2016 Filing

Filed August 12, 2016

Portfolio Value

$98.0M

Holdings

5,034

Report Date

Q2 2016

Filing Type

13F-HR

All Holdings (5,034 positions)

#	Stock	Shares	Value	% Portfolio	Type
901	HYGISHARES TR	8,179,950	$704K	0.72%	Put
902	WDFCWD-40 CO	5,984	$703K	0.72%
903	IPGINTERPUBLIC GROUP COS INC	30,473	$703K	0.72%	Call
904	PKGPACKAGING CORP AMER	29,105	$701K	0.72%	Call
905	KIMKIMCO RLTY CORP	2,319,880	$701K	0.72%
906	EFTEATON VANCE FLTING RATE INC	52,122	$700K	0.71%
907	BCCBOISE CASCADE CO DEL	30,501	$700K	0.71%
908	—QIHOO 360 TECHNOLOGY CO LTD	589,973	$699K	0.71%	Put
909	—GLATFELTER	35,702	$699K	0.71%
910	XLBSELECT SECTOR SPDR TR	3,623,239	$698K	0.71%	Put
911	FEFIRSTENERGY CORP	1,111,339	$698K	0.71%	Put
912	XLYSELECT SECTOR SPDR TR	8,910,312	$695K	0.71%	Put
913	—STAPLES INC	938,039	$695K	0.71%	Put
914	HRTXHERON THERAPEUTICS INC	38,447	$695K	0.71%	Put
915	PFNPIMCO INCOME STRATEGY FUND I	75,640	$695K	0.71%
916	—GREENHILL & CO INC	43,090	$694K	0.71%
917	DNOWNOW INC	38,237	$694K	0.71%
918	—ABERDEEN LATIN AMER EQTY FD	34,494	$694K	0.71%
919	AAALCOA INC	12,835,308	$692K	0.71%	Put
920	APOGAPOGEE ENTERPRISES INC	14,949	$692K	0.71%
921	—CLAYMORE EXCHANGE TRD FD TR	14,431	$692K	0.71%
922	—SURGICAL CARE AFFILIATES INC	14,522	$692K	0.71%
923	—ATHENAHEALTH INC	5,015	$692K	0.71%	Put
924	MXIMMAXIM INTEGRATED PRODS INC	857,968	$692K	0.71%	Put
925	XRTSPDR SERIES TRUST	5,829,788	$689K	0.70%	Put
926	—EDUCATION RLTY TR INC	14,945	$689K	0.70%
927	RIVRIVERNORTH OPPRTUNITIES FD I	36,319	$689K	0.70%
928	VIABVIACOM INC NEW	260,739	$688K	0.70%	Put
929	ELVANTHEM INC	146,507	$688K	0.70%	Put
930	GKDGRAND CANYON ED INC	17,219	$687K	0.70%
931	EESWISDOMTREE TR	8,689	$686K	0.70%
932	—SEACOR HOLDINGS INC	11,810	$685K	0.70%
933	IJSISHARES TR	112,971	$685K	0.70%
934	AEISADVANCED ENERGY INDS	18,010	$684K	0.70%
935	GSATUSDGLOBALSTAR INC	565,207	$684K	0.70%	Put
936	—DEVRY ED GROUP INC	38,320	$683K	0.70%
937	DVADAVITA HEALTHCARE PARTNERS I	308,407	$682K	0.70%	Call
938	TUR*ISHARES	244,012	$682K	0.70%	Put
939	ABALLIANCEBERNSTEIN HOLDING LP	81,776	$680K	0.69%
940	WTMWHITE MTNS INS GROUP LTD	7,404	$680K	0.69%
941	—KERYX BIOPHARMACEUTICALS INC	102,552	$679K	0.69%	Put
942	HUNHUNTSMAN CORP	249,128	$679K	0.69%	Put
943	MACMACERICH CO	34,445	$677K	0.69%	Put
944	BXPBOSTON PROPERTIES INC	14,512	$677K	0.69%
945	VTIPVANGUARD MALVERN FDS	13,635	$675K	0.69%
946	AMXNAMERICA MOVIL SAB DE CV	301,135	$673K	0.69%	Put
947	NMLNEUBERGER BERMAN MLP INCOME	79,555	$673K	0.69%
948	CARVCARVER BANCORP INC	181,033	$673K	0.69%
949	WYWEYERHAEUSER CO	1,324,694	$673K	0.69%	Put
950	KAMNUSDKAMAN CORP	15,809	$672K	0.69%
951	AMATAPPLIED MATLS INC	2,823,457	$671K	0.69%	Put
952	CSXCSX CORP	3,092,807	$671K	0.69%	Put
953	KBESPDR SERIES TRUST	1,224,595	$671K	0.68%	Put
954	ILMNILLUMINA INC	161,737	$669K	0.68%	Put
955	QUADQUAD / GRAPHICS INC	28,737	$669K	0.68%
956	LELANDS END INC NEW	40,779	$669K	0.68%	Call
957	ZNGAEURZYNGA INC	268,719	$669K	0.68%	Put
958	ADMARCHER DANIELS MIDLAND CO	498,946	$669K	0.68%	Put
959	—TRAVELPORT WORLDWIDE LTD	51,828	$668K	0.68%
960	MKLMARKEL CORP	4,079	$667K	0.68%
961	NNNNATIONAL RETAIL PPTYS INC	12,894	$667K	0.68%
962	SMTCSEMTECH CORP	27,920	$666K	0.68%
963	—NUVEEN PREMIER MUN INCOME FD	44,200	$666K	0.68%
964	BGGUSDBRIGGS & STRATTON CORP	31,402	$665K	0.68%
965	—HEADWATERS INC	37,084	$665K	0.68%
966	TPCTUTOR PERINI CORP	28,187	$665K	0.68%
967	SPBSPECTRUM BRANDS HLDGS INC	42,700	$664K	0.68%
968	HIGHARTFORD FINL SVCS GROUP INC	334,925	$664K	0.68%	Put
969	WCNWASTE CONNECTIONS INC	66,419	$664K	0.68%
970	CO2ACATO CORP NEW	17,612	$664K	0.68%
971	CUBECUBESMART	21,499	$664K	0.68%
972	ITCIEURINTRA CELLULAR THERAPIES INC	17,098	$664K	0.68%
973	—SPRINT CORP	7,783,438	$664K	0.68%	Put
974	GELGENESIS ENERGY L P	317,597	$664K	0.68%
975	PEBPEBBLEBROOK HOTEL TR	25,227	$663K	0.68%
976	CMCCOMMERCIAL METALS CO	39,323	$663K	0.68%	Put
977	—NRG YIELD INC	43,497	$662K	0.68%
978	GPIGROUP 1 AUTOMOTIVE INC	13,396	$662K	0.68%
979	—FOREST CITY ENTERPRISES INC	573,000	$662K	0.68%
980	—CONSOL ENERGY INC	966,445	$662K	0.68%	Put
981	—HOVNANIAN ENTERPRISES INC	393,077	$661K	0.67%	Put
982	ICUIICU MED INC	5,866	$661K	0.67%
983	—MONOTYPE IMAGING HOLDINGS IN	26,840	$661K	0.67%
984	ITGARTNER INC	118,381	$661K	0.67%
985	—WHITING PETE CORP NEW	3,467,701	$660K	0.67%	Put
986	GEGENERAL ELECTRIC CO	16,580,408	$660K	0.67%	Put
987	EQREQUITY RESIDENTIAL	48,440	$660K	0.67%	Put
988	DDD3-D SYS CORP DEL	430,553	$659K	0.67%	Put
989	—TECH DATA CORP	9,166	$659K	0.67%
990	OTXOPEN TEXT CORP	11,216	$659K	0.67%
991	PRAAPRA GROUP INC	27,288	$659K	0.67%
992	—TESORO CORP	381,773	$659K	0.67%	Put
993	—GAS NAT INC	94,142	$658K	0.67%
994	—FOREST CITY RLTY TR INC	29,395	$657K	0.67%
995	AEFABERDEEN CHILE FD INC	104,931	$656K	0.67%
996	—CLARCOR INC	10,790	$656K	0.67%
997	RG6ROGERS CORP	10,715	$655K	0.67%
998	WOOFOOT LOCKER INC	318,851	$655K	0.67%	Put
999	IXNISHARES TR	6,717	$654K	0.67%
1000	PSMTPRICESMART INC	6,994	$654K	0.67%

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