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
701	SHAKSHAKE SHACK INC	23,273	$848K	0.87%	Put
702	—ALERE INC	20,350	$847K	0.86%
703	XEVGXEATON VANCE SH TM DR DIVR IN	62,731	$847K	0.86%
704	CLDTCHATHAM LODGING TR	38,511	$846K	0.86%
705	LITELUMENTUM HLDGS INC	34,929	$845K	0.86%
706	HAWXISHARES TR	40,000	$844K	0.86%
707	HMCHONDA MOTOR LTD	33,272	$843K	0.86%
708	HOLX 0 03/01/42 2012HOLOGIC INC	657,000	$843K	0.86%
709	ABEVAMBEV SA	2,186,549	$841K	0.86%
710	NGVTINGEVITY CORP	24,694	$841K	0.86%
711	S9QSPIRIT AEROSYSTEMS HLDGS INC	92,421	$839K	0.86%	Call
712	—MEAD JOHNSON NUTRITION CO	116,553	$837K	0.85%	Put
713	YPFYPF SOCIEDAD ANONIMA	43,506	$836K	0.85%	Put
714	WFRDWEATHERFORD INTL PLC	3,581,130	$835K	0.85%	Put
715	—ULTIMATE SOFTWARE GROUP INC	3,973	$835K	0.85%
716	ALBALBEMARLE CORP	1,059,253	$834K	0.85%	Put
717	AFWALIGN TECHNOLOGY INC	24,764	$834K	0.85%	Call
718	HMNHORACE MANN EDUCATORS CORP N	24,655	$834K	0.85%
719	METMETLIFE INC	2,688,401	$833K	0.85%	Put
720	—PLAINS GP HLDGS L P	179,709	$833K	0.85%	Put
721	CLSEURCELESTICA INC	89,998	$833K	0.85%
722	IDIINTERDIGITAL INC	14,949	$833K	0.85%	Put
723	BDXBECTON DICKINSON & CO	72,704	$833K	0.85%	Put
724	TTENTOTAL S A	335,651	$832K	0.85%	Put
725	TSLATESLA MTRS INC	1,290,130	$832K	0.85%	Put
726	OHIOMEGA HEALTHCARE INVS INC	24,441	$830K	0.85%
727	IDXXIDEXX LABS INC	8,932	$830K	0.85%
728	ZGZILLOW GROUP INC	88,884	$826K	0.84%	Put
729	AMKRAMKOR TECHNOLOGY INC	143,735	$826K	0.84%	Put
730	NRANRG ENERGY INC	376,660	$826K	0.84%	Put
731	—MACQUARIE FT TR GB INF UT DI	66,490	$825K	0.84%
732	—SOLARCITY CORP	890,670	$825K	0.84%	Put
733	NBTBNBT BANCORP INC	28,764	$824K	0.84%
734	—MALLINCKRODT PUB LTD CO	98,726	$821K	0.84%	Put
735	COLBCOLUMBIA BKG SYS INC	29,251	$821K	0.84%
736	—VONAGE HLDGS CORP	134,561	$821K	0.84%
737	SWN1EURSOUTHWESTERN ENERGY CO	1,316,774	$821K	0.84%	Put
738	STXSEAGATE TECHNOLOGY PLC	905,515	$820K	0.84%	Put
739	AELUSDAMERICAN EQTY INVT LIFE HLD	57,495	$820K	0.84%
740	LADLITHIA MTRS INC	11,541	$820K	0.84%
741	GSGOLDMAN SACHS GROUP INC	1,860,236	$820K	0.84%	Put
742	DECKDECKERS OUTDOOR CORP	106,815	$817K	0.83%	Put
743	EVEUREATON VANCE CORP	23,091	$816K	0.83%
744	RICEEURRICE ENERGY INC	37,001	$816K	0.83%	Put
745	—MYLAN N V	571,203	$815K	0.83%	Put
746	LENLENNAR CORP	21,858	$814K	0.83%
747	MBIMBIA INC	1,454,767	$811K	0.83%	Put
748	ASGNON ASSIGNMENT INC	248,215	$810K	0.83%	Call
749	PSXPHILLIPS 66	729,413	$809K	0.83%	Put
750	HASHASBRO INC	89,457	$809K	0.83%	Put
751	AMCXAMC NETWORKS INC	13,361	$807K	0.82%
752	—FORTRESS INVESTMENT GROUP LL	182,647	$807K	0.82%
753	LSXMKUSDLIBERTY MEDIA CORP DELAWARE	26,125	$806K	0.82%
754	—CHESAPEAKE LODGING TR	34,668	$806K	0.82%
755	EIMEATON VANCE MUN BD FD	56,881	$806K	0.82%
756	BMOBANK MONTREAL QUE	787,186	$804K	0.82%
757	FIXCOMFORT SYS USA INC	24,647	$803K	0.82%
758	CICIGNA CORPORATION	350,047	$802K	0.82%	Put
759	BCPCBALCHEM CORP	13,422	$801K	0.82%
760	FLSFLOWSERVE CORP	45,890	$800K	0.82%	Put
761	FCNCAFIRST CTZNS BANCSHARES INC N	3,090	$800K	0.82%
762	HOGHARLEY DAVIDSON INC	281,339	$800K	0.82%	Put
763	NBIXNEUROCRINE BIOSCIENCES INC	139,355	$800K	0.82%	Put
764	—LEVEL 3 COMMUNICATIONS INC	400,966	$799K	0.82%	Put
765	DXPEDXP ENTERPRISES INC NEW	53,445	$798K	0.81%
766	IRINGERSOLL-RAND PLC	55,470	$798K	0.81%	Put
767	PSECPROSPECT CAPITAL CORPORATION	267,550	$797K	0.81%	Put
768	COOCOOPER COS INC	4,646	$796K	0.81%	Call
769	IRBTQIROBOT CORP	22,643	$794K	0.81%	Put
770	AATAMERICAN ASSETS TR INC	18,685	$793K	0.81%
771	—KRISPY KREME DOUGHNUTS INC	37,849	$793K	0.81%	Call
772	—ARRIS INTL INC	671,655	$791K	0.81%	Put
773	NEOGNEOGEN CORP	14,045	$791K	0.81%
774	ARANTERO RES CORP	119,330	$790K	0.81%
775	SCHWSCHWAB CHARLES CORP NEW	805,885	$790K	0.81%	Put
776	BBVABANCO BILBAO VIZCAYA ARGENTA	137,460	$789K	0.81%
777	—STILLWATER MNG CO	700,000	$789K	0.81%
778	USX1UNITED STATES STL CORP NEW	4,837,441	$789K	0.81%	Put
779	XFOFXCOHEN & STEERS CLOSED END OP	68,209	$788K	0.80%
780	STRZSTARZ	26,336	$788K	0.80%
781	METAFACEBOOK INC	5,892,073	$787K	0.80%	Put
782	CMGCHIPOTLE MEXICAN GRILL INC	287,679	$786K	0.80%	Put
783	ALLEALLEGION PUB LTD CO	11,317	$786K	0.80%
784	IBOCINTERNATIONAL BANCSHARES COR	30,145	$786K	0.80%
785	HAINHAIN CELESTIAL GROUP INC	94,971	$786K	0.80%	Put
786	ICPTUSDINTERCEPT PHARMACEUTICALS IN	97,105	$784K	0.80%	Put
787	INOINOVIO PHARMACEUTICALS INC	84,893	$784K	0.80%	Put
788	CLWCLEARWATER PAPER CORP	11,947	$781K	0.80%
789	FMSFRESENIUS MED CARE AG&CO KGA	17,917	$780K	0.80%
790	—ACACIA COMMUNICATIONS INC	19,527	$780K	0.80%	Call
791	VMCVULCAN MATLS CO	76,106	$779K	0.80%	Put
792	NSPINSPERITY INC	10,069	$778K	0.79%
793	MSCIMSCI INC	10,073	$777K	0.79%
794	ELLAUDER ESTEE COS INC	225,506	$775K	0.79%	Put
795	—CANTEL MEDICAL CORP	11,260	$774K	0.79%
796	—ONEOK PARTNERS LP	534,859	$774K	0.79%	Put
797	EEMVISHARES	223,223	$773K	0.79%
798	—ESSENDANT INC	25,222	$771K	0.79%
799	—MANTECH INTL CORP	20,357	$770K	0.79%
800	DHRDANAHER CORP DEL	742,140	$768K	0.78%	Put

PreviousPage 8 of 51Next