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
801	INDBINDEPENDENT BANK CORP MASS	16,807	$768K	0.78%
802	COSTCOSTCO WHSL CORP NEW	1,343,490	$767K	0.78%	Put
803	AMBAAMBARELLA INC	57,365	$767K	0.78%	Put
804	LTXBUSDLEGACY TEX FINL GROUP INC	28,509	$767K	0.78%
805	—STILLWATER MNG CO	468,910	$767K	0.78%	Put
806	—ARES CAP CORP	752,000	$766K	0.78%
807	BBNBLACKROCK TAX MUNICPAL BD TR	31,424	$766K	0.78%
808	GLWCORNING INC	1,166,166	$764K	0.78%	Put
809	—MOBILE MINI INC	22,033	$764K	0.78%
810	SYYSYSCO CORP	697,138	$764K	0.78%	Put
811	ITWILLINOIS TOOL WKS INC	249,454	$763K	0.78%	Put
812	SYNASYNAPTICS INC	14,188	$763K	0.78%	Put
813	FPXFIRST TR US IPO INDEX FD	15,088	$762K	0.78%
814	IAUISHARES TR	250,272	$761K	0.78%
815	WEAWESTERN ALLIANCE BANCORP	23,296	$761K	0.78%
816	PAYXPAYCHEX INC	543,089	$761K	0.78%	Put
817	MDPUSDMEREDITH CORP	14,616	$759K	0.77%
818	WTSWATTS WATER TECHNOLOGIES INC	13,035	$759K	0.77%
819	—WGL HLDGS INC	10,686	$757K	0.77%
820	AGIOAGIOS PHARMACEUTICALS INC	18,078	$757K	0.77%	Put
821	EWGISHARES	664,946	$756K	0.77%	Put
822	—FUELCELL ENERGY INC	121,157	$753K	0.77%	Put
823	PRSUVIAD CORP	24,292	$753K	0.77%
824	—LDR HLDG CORP	20,344	$752K	0.77%
825	IYFISHARES TR	8,741	$752K	0.77%
826	EMEEMCOR GROUP INC	48,974	$752K	0.77%	Call
827	IFVFIRST TR EXCHANGE TRADED FD	45,186	$751K	0.77%
828	MEIMETHODE ELECTRS INC	21,937	$751K	0.77%
829	RHPRYMAN HOSPITALITY PPTYS INC	14,822	$751K	0.77%
830	CHKPCHECK POINT SOFTWARE TECH LT	126,928	$748K	0.76%	Put
831	LUVSOUTHWEST AIRLS CO	436,228	$748K	0.76%	Put
832	VMWEURVMWARE INC	2,717,404	$748K	0.76%	Put
833	BACVERIZON COMMUNICATIONS INC	8,751,866	$746K	0.76%	Put
834	—SELECT COMFORT CORP	34,874	$746K	0.76%	Put
835	SFNCSIMMONS 1ST NATL CORP	16,144	$745K	0.76%
836	HACKUSDETF MANAGERS TR	376,184	$744K	0.76%
837	XLNXEURXILINX INC	964,481	$744K	0.76%	Put
838	TXNTEXAS INSTRS INC	652,357	$743K	0.76%	Put
839	RHCRH PLC	195,222	$743K	0.76%
840	VOVANGUARD INDEX FDS	47,626	$742K	0.76%
841	EXPOEXPONENT INC	12,694	$742K	0.76%
842	XOMEXXON MOBIL CORP	6,121,218	$742K	0.76%	Put
843	CALCALERES INC	30,632	$741K	0.76%
844	FSSFEDERAL SIGNAL CORP	57,429	$740K	0.76%
845	—CLEARBRIDGE ENERGY MLP OPP F	56,456	$739K	0.75%
846	GTYGETTY RLTY CORP NEW	34,433	$739K	0.75%
847	AVPUSDAVON PRODS INC	474,062	$737K	0.75%	Put
848	IXJISHARES TR	7,300	$737K	0.75%
849	AMGNAMGEN INC	1,256,259	$737K	0.75%	Put
850	ODFLOLD DOMINION FGHT LINES INC	12,187	$735K	0.75%
851	PWIPOWER INTEGRATIONS INC	14,676	$735K	0.75%
852	MIDDMIDDLEBY CORP	6,366	$734K	0.75%
853	SRJSPARTANNASH CO	24,003	$734K	0.75%
854	IVWISHARES TR	82,198	$731K	0.75%
855	AIVLWISDOMTREE TR	9,466	$730K	0.75%
856	TTWOTAKE-TWO INTERACTIVE SOFTWAR	106,148	$728K	0.74%	Put
857	LSTRLANDSTAR SYS INC	10,615	$728K	0.74%
858	—ADVAXIS INC	90,034	$728K	0.74%	Put
859	HTGCHERCULES CAPITAL INC	58,688	$728K	0.74%
860	—POWERSHARES ETF TRUST	19,201	$728K	0.74%
861	PBRPETROLEO BRASILEIRO SA PETRO	9,244,463	$728K	0.74%	Put
862	—SOUTHWESTERN ENERGY CO	24,128	$726K	0.74%
863	JLLJONES LANG LASALLE INC	7,454	$726K	0.74%
864	UGIUGI CORP NEW	61,597	$725K	0.74%
865	INNSUMMIT HOTEL PPTYS	54,723	$725K	0.74%
866	CWCURTISS WRIGHT CORP	8,602	$725K	0.74%
867	MLPAUSDGLOBAL X FDS	62,395	$725K	0.74%
868	—CABOT MICROELECTRONICS CORP	17,091	$724K	0.74%
869	ADUNITED STATES CELLULAR CORP	18,420	$724K	0.74%
870	OGM1COGENT COMMUNICATIONS HLDGS	18,038	$723K	0.74%	Call
871	IGTINTERNATIONAL GAME TECHNOLOG	113,218	$722K	0.74%	Put
872	—POWERSHARES ETF TRUST II	45,988	$722K	0.74%
873	POWLPOWELL INDS INC	18,345	$722K	0.74%
874	BCEBCE INC	390,082	$722K	0.74%
875	—ISHARES	946,245	$722K	0.74%
876	VODVODAFONE GROUP PLC NEW	582,597	$721K	0.74%	Put
877	DPZDOMINOS PIZZA INC	178,415	$720K	0.73%	Put
878	TLVGRUPO TELEVISA SA	2,658,718	$720K	0.73%
879	—ALTISOURCE RESIDENTIAL CORP	78,203	$719K	0.73%
880	RYNRAYONIER INC	27,368	$719K	0.73%	Put
881	LGNDLIGAND PHARMACEUTICALS INC	6,028	$719K	0.73%
882	BLDTOPBUILD CORP	19,800	$717K	0.73%
883	DLXDELUXE CORP	10,801	$717K	0.73%
884	NSCNORFOLK SOUTHERN CORP	292,704	$716K	0.73%	Put
885	—RYDEX ETF TRUST	14,048	$716K	0.73%
886	ALVAUTOLIV INC	18,909	$715K	0.73%
887	—GUGGENHEIM ENHANCED EQUITY S	46,418	$715K	0.73%
888	SCZISHARES TR	14,828	$715K	0.73%
889	AFGAMERICAN FINL GROUP INC OHIO	137,968	$711K	0.73%
890	XFEBFIRST TR ENERGY INFRASTRCTR	40,772	$711K	0.73%
891	DYHTARGET CORP	1,877,572	$709K	0.72%	Put
892	—COOPER TIRE & RUBR CO	23,739	$708K	0.72%
893	—TORTOISE PIPELINE & ENERGY F	38,043	$708K	0.72%
894	—CELATOR PHARMACEUTICALS INC	23,439	$707K	0.72%
895	4DHDANA HLDG CORP	66,897	$707K	0.72%	Put
896	TRNTRINITY INDS INC	1,568,285	$706K	0.72%	Put
897	NYFISHARES TR	6,123	$706K	0.72%
898	XPROFRANKS INTL N V	48,302	$706K	0.72%
899	HAEHAEMONETICS CORP	24,334	$706K	0.72%
900	GGBGERDAU S A	386,389	$704K	0.72%	Put

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