CITIGROUP INC Q2 2019 Filing

Filed August 12, 2019

Portfolio Value

$123.8M

Holdings

5,177

Report Date

Q2 2019

Filing Type

13F-HR

All Holdings (5,177 positions)

#	Stock	Shares	Value	% Portfolio	Type
801	AMLPUSDALPS ETF TR	937,351	$953K	0.77%	Put
802	CPE3EURCALLON PETE CO DEL	1,760,373	$953K	0.77%	Put
803	CCLCARNIVAL CORP	1,167,211	$952K	0.77%	Put
804	UVVUNIVERSAL CORP VA	37,304	$952K	0.77%
805	—MAGELLAN HEALTH INC	12,812	$951K	0.77%
806	BMYBRISTOL MYERS SQUIBB CO	4,543,655	$949K	0.77%	Put
807	AM6AMICUS THERAPEUTICS INC	242,308	$947K	0.77%	Put
808	NAVINAVIENT CORPORATION	225,098	$946K	0.76%	Put
809	HWCHANCOCK WHITNEY CORPORATION	23,620	$946K	0.76%
810	PRGSPROGRESS SOFTWARE CORP	56,470	$946K	0.76%
811	MTHMERITAGE HOMES CORP	47,527	$945K	0.76%	Put
812	AMRXAMNEAL PHARMACEUTICALS INC	131,771	$945K	0.76%
813	APDAIR PRODS & CHEMS INC	447,376	$944K	0.76%	Put
814	OGSONE GAS INC	10,445	$944K	0.76%
815	MRKMERCK & CO INC	6,174,693	$943K	0.76%	Put
816	—HOSTESS BRANDS INC	496,412	$943K	0.76%	Call
817	—BANCORPSOUTH BK TUPELO MISS	32,344	$940K	0.76%
818	SJNKSPDR SERIES TRUST	34,496	$939K	0.76%
819	DDOMINION ENERGY INC	1,753,996	$939K	0.76%	Put
820	ZTSZOETIS INC	504,682	$938K	0.76%	Put
821	AIMCUSDALTRA INDL MOTION CORP	26,073	$936K	0.76%	Put
822	CHRCHURCHILL DOWNS INC	8,128	$936K	0.76%
823	DHTDHT HOLDINGS INC	158,030	$934K	0.75%	Put
824	NSZNETSCOUT SYS INC	36,748	$932K	0.75%
825	WKWORKIVA INC	16,013	$930K	0.75%
826	WABCWESTAMERICA BANCORPORATION	15,062	$929K	0.75%
827	LTRPAUSDLIBERTY TRIPADVISOR HLDGS IN	74,862	$929K	0.75%
828	IGVISHARES TR	13,381	$929K	0.75%	Put
829	HIIHUNTINGTON INGALLS INDS INC	60,573	$929K	0.75%
830	SATSECHOSTAR CORP	20,941	$928K	0.75%
831	SFMSPROUTS FMRS MKT INC	135,171	$926K	0.75%	Put
832	ARANTERO RES CORP	977,781	$925K	0.75%	Put
833	HDHOME DEPOT INC	3,876,885	$925K	0.75%	Put
834	TYLTYLER TECHNOLOGIES INC	4,285	$925K	0.75%
835	YELPYELP INC	108,458	$925K	0.75%	Put
836	PNCPNC FINL SVCS GROUP INC	932,632	$924K	0.75%	Put
837	WPPWPP PLC NEW	72,591	$922K	0.74%
838	AINALBANY INTL CORP	24,054	$921K	0.74%
839	PROPROS HOLDINGS INC	14,557	$921K	0.74%
840	SPYSPDR S&P 500 ETF TR	52,877,248	$919K	0.74%	Put
841	MEIMETHODE ELECTRS INC	32,170	$919K	0.74%
842	MYDBLACKROCK MUNIYIELD FD INC	63,892	$919K	0.74%
843	2362120DSINCLAIR BROADCAST GROUP INC	62,350	$918K	0.74%	Put
844	FIXXEURHOMOLOGY MEDICINES INC	46,940	$918K	0.74%
845	CVSCVS HEALTH CORP	4,381,863	$916K	0.74%	Put
846	ENVUSDENVESTNET INC	13,392	$916K	0.74%
847	EWHISHARES INC	80,225	$915K	0.74%	Put
848	IXJISHARES TR	14,819	$914K	0.74%
849	ETJEATON VANCE RISK MNGD DIV EQ	97,032	$912K	0.74%
850	IPHIINPHI CORP	63,339	$911K	0.74%
851	ICUIICU MED INC	3,614	$911K	0.74%
852	TUPTUPPERWARE BRANDS CORP	47,866	$911K	0.74%	Put
853	HEPUSDHOLLY ENERGY PARTNERS L P	33,038	$909K	0.73%
854	MPCMARATHON PETE CORP	3,517,973	$909K	0.73%	Put
855	LPI1EURLAREDO PETROLEUM INC	928,520	$909K	0.73%	Put
856	—ENABLE MIDSTREAM PARTNERS LP	227,919	$908K	0.73%
857	HELEHELEN OF TROY CORP LTD	6,950	$908K	0.73%
858	WTIW & T OFFSHORE INC	494,903	$908K	0.73%
859	EVBGEUREVERBRIDGE INC	10,143	$907K	0.73%
860	MOG/AMOOG INC	69,456	$907K	0.73%
861	GOOGLALPHABET INC	635,416	$905K	0.73%	Put
862	LAZLAZARD LTD	65,654	$904K	0.73%	Put
863	RLRALPH LAUREN CORP	251,442	$904K	0.73%	Put
864	—L3 TECHNOLOGIES INC	355,525	$903K	0.73%	Put
865	A3IAMERISAFE INC	14,150	$903K	0.73%
866	LVLNSPDR SERIES TRUST	22,677	$903K	0.73%
867	FOXFFOX FACTORY HLDG CORP	31,997	$902K	0.73%
868	SCSANTANDER CONSUMER USA HDG I	507,201	$900K	0.73%	Put
869	9990302DAPACHE CORP	330,120	$900K	0.73%	Put
870	LEALEAR CORP	95,398	$899K	0.73%
871	COKECOCA COLA CONSOLIDATED INC	3,004	$899K	0.73%
872	ALGALAMO GROUP INC	8,986	$898K	0.73%
873	1GSNNOVANTA INC	9,528	$898K	0.73%
874	GWRE 1.25 03/15/25GUIDEWIRE SOFTWARE INC	800,000	$897K	0.72%
875	KFYKORN FERRY	137,587	$897K	0.72%
876	ONCBEIGENE LTD	51,813	$897K	0.72%
877	—DICERNA PHARMACEUTICALS INC	56,817	$895K	0.72%
878	FXIISHARES TR	19,859,144	$894K	0.72%	Put
879	CYTKCYTOKINETICS INC	79,492	$894K	0.72%
880	—ETF MANAGERS TR	114,525	$894K	0.72%	Put
881	CRWDCROWDSTRIKE HLDGS INC	66,850	$892K	0.72%	Put
882	TILEINTERFACE INC	58,176	$891K	0.72%
883	AZZAZZ INC	19,368	$891K	0.72%
884	CBRECBRE GROUP INC	400,890	$891K	0.72%	Put
885	UCBUNITED CMNTY BKS BLAIRSVLE G	74,139	$890K	0.72%
886	BOOMDMC GLOBAL INC	14,054	$890K	0.72%
887	XMESPDR SERIES TRUST	1,219,543	$890K	0.72%	Put
888	HASHASBRO INC	248,514	$889K	0.72%	Put
889	CODICOMPASS DIVERSIFIED HOLDINGS	46,502	$889K	0.72%
890	MATXMATSON INC	22,884	$889K	0.72%
891	CNACNA FINL CORP	18,862	$888K	0.72%
892	LDOSLEIDOS HLDGS INC	127,881	$887K	0.72%	Put
893	P5YBRF SA	116,712	$887K	0.72%	Call
894	—DOVA PHARMACEUTICALS INC	62,708	$884K	0.71%
895	ARESARES MANAGEMENT CORPORATION	33,794	$884K	0.71%
896	GGGGRACO INC	103,999	$883K	0.71%
897	CHS1USDCHICOS FAS INC	262,291	$883K	0.71%	Put
898	—BONANZA CREEK ENERGY INC	42,124	$880K	0.71%
899	FSICUSDFS KKR CAPITAL CORP	147,448	$879K	0.71%	Call
900	HLIHOULIHAN LOKEY INC	19,750	$879K	0.71%

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