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
1101	TILEINTERFACE INC	39,789	$606K	0.62%
1102	OTTROTTER TAIL CORP	18,092	$606K	0.62%
1103	ATSG*AIR TRANSPORT SERVICES GRP I	46,660	$604K	0.62%
1104	—CHINA BIOLOGIC PRODS INC	5,685	$604K	0.62%
1105	LULULULULEMON ATHLETICA INC	483,227	$603K	0.62%	Put
1106	—NAVIGANT CONSULTING INC	37,336	$603K	0.62%
1107	—PHARMERICA CORP	24,353	$601K	0.61%
1108	CETCENTRAL SECS CORP	30,553	$600K	0.61%
1109	IPHSEURINNOPHOS HOLDINGS INC	14,212	$600K	0.61%
1110	FWONALIBERTY MEDIA CORP DELAWARE	31,596	$599K	0.61%
1111	—CUBIC CORP	14,890	$598K	0.61%
1112	—FRONTLINE LTD	257,831	$597K	0.61%	Put
1113	NENOBLE CORP PLC	1,451,001	$597K	0.61%	Put
1114	PEGPUBLIC SVC ENTERPRISE GROUP	170,412	$597K	0.61%	Call
1115	FSVFIRSTSERVICE CORP NEW	13,115	$597K	0.61%
1116	SNEURSANCHEZ ENERGY CORP	84,699	$597K	0.61%	Put
1117	ICLRICON PLC	44,656	$597K	0.61%
1118	BBBYEURBED BATH & BEYOND INC	457,367	$596K	0.61%	Put
1119	VNQVANGUARD INDEX FDS	1,637,562	$596K	0.61%	Put
1120	CNKCINEMARK HOLDINGS INC	86,670	$596K	0.61%
1121	TDCTERADATA CORP DEL	23,701	$595K	0.61%	Put
1122	—PARSLEY ENERGY INC	21,978	$594K	0.61%
1123	NYCBEURNEW YORK CMNTY BANCORP INC	445,217	$592K	0.60%	Put
1124	HYSPIMCO ETF TR	6,106	$592K	0.60%
1125	HAFCHANMI FINL CORP	25,201	$592K	0.60%
1126	—TAILORED BRANDS INC	288,501	$591K	0.60%	Put
1127	SUSUNCOR ENERGY INC NEW	878,930	$591K	0.60%	Put
1128	FNBFNB CORP PA	47,074	$590K	0.60%
1129	NTGRNETGEAR INC	12,413	$590K	0.60%
1130	BKEBUCKLE INC	22,704	$590K	0.60%
1131	UCBUNITED CMNTY BKS BLAIRSVLE G	32,242	$590K	0.60%
1132	IWOISHARES TR	1,964,961	$589K	0.60%	Put
1133	SNISCRIPPS NETWORKS INTERACT IN	9,435	$588K	0.60%
1134	CMICUMMINS INC	262,398	$588K	0.60%	Put
1135	REEVEREST RE GROUP LTD	60,579	$587K	0.60%
1136	ACMAECOM	18,453	$587K	0.60%	Put
1137	FLRFLUOR CORP NEW	547,690	$586K	0.60%	Put
1138	TECHBIO TECHNE CORP	5,201	$586K	0.60%
1139	NSYNICE LTD	9,174	$586K	0.60%
1140	—LASALLE HOTEL PPTYS	24,825	$585K	0.60%
1141	AU3EURANGLOGOLD ASHANTI LTD	468,700	$585K	0.60%	Put
1142	—FINISH LINE INC	28,917	$584K	0.60%
1143	MDLZMONDELEZ INTL INC	1,239,004	$584K	0.60%	Put
1144	VTVANGUARD INTL EQUITY INDEX F	45,578	$583K	0.60%
1145	PXGBXPRAXAIR INC	85,370	$583K	0.60%	Put
1146	EENI S P A	17,976	$582K	0.59%
1147	GGNGAMCO GLOBAL GOLD NAT RES &	89,540	$582K	0.59%
1148	—PAREXEL INTL CORP	9,254	$582K	0.59%
1149	TEXTEREX CORP NEW	271,392	$582K	0.59%	Put
1150	WTWEURWEIGHT WATCHERS INTL INC NEW	544,443	$582K	0.59%	Put
1151	IRWDIRONWOOD PHARMACEUTICALS INC	44,473	$581K	0.59%
1152	DEIDOUGLAS EMMETT INC	16,367	$581K	0.59%
1153	ITRIITRON INC	13,454	$580K	0.59%
1154	—BROADSOFT INC	500,000	$580K	0.59%
1155	MAMASTERCARD INC	251,531	$580K	0.59%
1156	—COMPUTER SCIENCES CORP	82,496	$579K	0.59%	Put
1157	IRMIRON MTN INC NEW	423,269	$578K	0.59%	Put
1158	AANUSDAARONS INC	26,389	$578K	0.59%	Put
1159	—HMS HLDGS CORP	32,806	$578K	0.59%
1160	SCHZSCHWAB STRATEGIC TR	10,752	$578K	0.59%
1161	ESLTELBIT SYS LTD	6,387	$578K	0.59%
1162	UPBDRENT A CTR INC NEW	47,062	$577K	0.59%	Put
1163	—B/E AEROSPACE INC	98,401	$577K	0.59%	Call
1164	MGVVANGUARD WORLD FD	9,364	$576K	0.59%
1165	AMWDAMERICAN WOODMARK CORP	8,689	$576K	0.59%
1166	VXFVANGUARD INDEX FDS	40,307	$576K	0.59%
1167	CNMDCONMED CORP	12,057	$575K	0.59%
1168	ICEINTERCONTINENTAL EXCHANGE IN	52,373	$575K	0.59%	Put
1169	LLYLILLY ELI & CO	1,966,156	$574K	0.59%	Put
1170	—MENTOR GRAPHICS CORP	26,989	$574K	0.59%
1171	HTLDHEARTLAND EXPRESS INC	33,003	$574K	0.59%
1172	SUPNSUPERNUS PHARMACEUTICALS INC	28,200	$574K	0.59%
1173	—SUPERIOR ENERGY SVCS INC	31,115	$574K	0.59%
1174	SHOSUNSTONE HOTEL INVS INC NEW	47,465	$573K	0.58%
1175	—TRINSEO S A	13,352	$573K	0.58%
1176	FNDBSCHWAB STRATEGIC TR	19,056	$572K	0.58%
1177	VGMINVESCO TR INVT GRADE MUNS	38,500	$572K	0.58%
1178	SCLSTEPAN CO	9,609	$572K	0.58%
1179	VREMACK CALI RLTY CORP	21,119	$571K	0.58%
1180	ENSGENSIGN GROUP INC	27,145	$571K	0.58%
1181	HUBGHUB GROUP INC	14,889	$571K	0.58%
1182	GOOGALPHABET INC	548,002	$570K	0.58%	Put
1183	MIC2EURMACQUARIE INFRASTRUCTURE COR	35,173	$570K	0.58%	Put
1184	—POWERSHARES ETF TR II	22,947	$570K	0.58%
1185	SEMSELECT MED HLDGS CORP	52,492	$570K	0.58%
1186	GIBGROUPE CGI INC	114,709	$569K	0.58%
1187	LIESUN LIFE FINL INC	202,884	$569K	0.58%
1188	AEGNAEGION CORP	29,165	$569K	0.58%
1189	—VALSPAR CORP	2,314,895	$569K	0.58%
1190	BFHALLIANCE DATA SYSTEMS CORP	65,841	$568K	0.58%	Put
1191	TN1TENNANT CO	10,529	$567K	0.58%
1192	LM03LIBERTY MEDIA CORP DELAWARE	18,107	$567K	0.58%
1193	—GCP APPLIED TECHNOLOGIES INC	21,810	$567K	0.58%
1194	—COHEN & STEERS MLP INC & ENR	55,715	$567K	0.58%
1195	ADCAGREE REALTY CORP	11,753	$567K	0.58%
1196	KYNKAYNE ANDERSON MDSTM ENERGY	39,416	$566K	0.58%
1197	QA4AGENTHERM INC	16,524	$566K	0.58%
1198	MUSAMURPHY USA INC	7,613	$565K	0.58%
1199	MGRCMCGRATH RENTCORP	18,464	$565K	0.58%
1200	—TEAM HEALTH HOLDINGS INC	13,893	$565K	0.58%

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