CITIGROUP INC Q3 2016 Filing

Filed November 10, 2016

Portfolio Value

$107.0T

Holdings

4,971

Report Date

Q3 2016

Filing Type

13F-HR

All Holdings (4,971 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR S&P 500 ETF TR
102,151,153$22.1T20.65%Put
2
IWMISHARES TR
32,645,962$4.1T3.79%Put
3
GQ9SPDR GOLD TRUST
27,143,363$3.4T3.19%Put
4
POWERSHARES QQQ TRUST
21,518,597$2.6T2.39%Put
5
PGPROCTER AND GAMBLE CO
23,820,913$2.1T2.00%Put
6
AAPLAPPLE INC
16,948,098$1.9T1.79%Put
7
IYRISHARES TR
13,598,300$1.1T1.02%Put
8
GDXVANECK VECTORS ETF TR
40,413,040$1.1T1.00%Put
9
TLTISHARES TR
7,672,229$1.1T0.99%Put
10
AMZNAMAZON COM INC
1,259,588$1.1T0.99%Put
11
BABAALIBABA GROUP HLDG LTD
9,692,442$1.0T0.96%Put
12
XOPUSDSPDR SERIES TRUST
22,033,047$847.4B0.79%Put
13
EEMISHARES TR
21,055,685$788.5B0.74%Put
14
METAFACEBOOK INC
5,686,445$729.4B0.68%Put
15
XLESELECT SECTOR SPDR TR
10,268,196$725.0B0.68%Put
16
IBBISHARES TR
2,490,227$720.8B0.67%Put
17
XLUSELECT SECTOR SPDR TR
14,637,874$717.1B0.67%Put
18
MDYSPDR S&P MIDCAP 400 ETF TR
2,451,074$691.9B0.65%Put
19
MSFTMICROSOFT CORP
11,140,653$641.7B0.60%Put
20
HDHOME DEPOT INC
4,828,689$621.4B0.58%Put
21
DONSPDR DOW JONES INDL AVRG ETF
3,329,618$608.6B0.57%Put
22
XBISPDR SERIES TRUST
8,655,888$573.8B0.54%Put
23
GOOGLALPHABET INC
702,586$564.9B0.53%Put
24
XLFISELECT SECTOR SPDR TR
10,166,326$541.0B0.51%Put
25
VOOVANGUARD INDEX FDS
2,683,754$533.2B0.50%
26
JPMJPMORGAN CHASE & CO
7,849,402$522.7B0.49%Put
27
XOMEXXON MOBIL CORP
5,949,838$519.3B0.49%Put
28
IBMINTERNATIONAL BUSINESS MACHS
3,211,024$510.1B0.48%Put
29
GDXJVANECK VECTORS ETF TR
11,424,250$506.0B0.47%Put
30
ALLERGAN PLC
2,131,934$491.0B0.46%Put
31
GOOGALPHABET INC
626,812$487.2B0.46%Put
32
XLVSELECT SECTOR SPDR TR
6,744,696$486.4B0.45%Put
33
YAHOO INC
10,924,891$470.9B0.44%Put
34
BACBANK AMER CORP
29,992,743$469.4B0.44%Put
35
EFAISHARES TR
7,799,612$461.2B0.43%Put
36
XLYSELECT SECTOR SPDR TR
5,698,597$456.1B0.43%Put
37
MRKMERCK & CO INC
7,164,966$447.2B0.42%Put
38
AMTTD AMERITRADE HLDG CORP
12,489,904$440.1B0.41%Put
39
JNJJOHNSON & JOHNSON
3,676,494$434.3B0.41%Put
40
WFCWELLS FARGO & CO NEW
9,610,713$425.6B0.40%Put
41
QCOMQUALCOMM INC
6,150,644$421.3B0.39%Put
42
GEGENERAL ELECTRIC CO
14,185,027$420.2B0.39%Put
43
CVXCHEVRON CORP NEW
3,919,762$403.4B0.38%Put
44
PFEPFIZER INC
11,408,501$386.4B0.36%Put
45
HYGISHARES TR
4,400,377$384.0B0.36%Put
46
ST JUDE MED INC
4,720,991$376.5B0.35%Put
47
FXIISHARES TR
9,900,212$376.3B0.35%Put
48
GILDGILEAD SCIENCES INC
4,461,713$353.0B0.33%Put
49
LQDISHARES TR
2,769,217$341.1B0.32%Put
50
TAT&T INC
8,194,348$332.8B0.31%Put
51
WMTWAL-MART STORES INC
4,507,612$325.1B0.30%Put
52
CSCOCISCO SYS INC
10,095,417$320.2B0.30%Put
53
EWZISHARES
9,283,140$313.1B0.29%Put
54
DISDISNEY WALT CO
3,370,948$313.0B0.29%Put
55
INTCINTEL CORP
8,134,734$307.1B0.29%Put
56
BACVERIZON COMMUNICATIONS INC
5,753,816$299.1B0.28%Put
57
SOSOUTHERN CO
5,730,100$294.0B0.27%Put
58
NKENIKE INC
5,451,736$287.0B0.27%Put
59
VTIVANGUARD INDEX FDS
2,558,788$284.9B0.27%
60
XLFSELECT SECTOR SPDR TR
14,752,016$284.7B0.27%Put
61
LVLNSPDR SERIES TRUST
6,699,151$283.2B0.26%Put
62
XRTSPDR SERIES TRUST
6,442,158$280.6B0.26%Put
63
SBUXSTARBUCKS CORP
5,174,345$280.1B0.26%Put
64
IEPICAHN ENTERPRISES LP
5,426,574$274.3B0.26%
65
DBDEUTSCHE BANK AG
24,202,225$274.0B0.26%Put
66
AERAERCAP HOLDINGS NV
7,096,359$273.1B0.26%Put
67
SMHVANECK VECTORS ETF TR
3,902,609$271.1B0.25%Put
68
ITC HLDGS CORP
5,798,567$269.5B0.25%
69
XLISELECT SECTOR SPDR TR
4,576,116$267.2B0.25%Put
70
KLACKLA-TENCOR CORP
3,829,855$267.0B0.25%Put
71
CMCSACOMCAST CORP NEW
3,982,408$264.2B0.25%Put
72
IGVISHARES TR
2,300,794$261.2B0.24%
73
BABOEING CO
1,956,286$257.7B0.24%Put
74
CHTRCHARTER COMMUNICATIONS INC N
939,516$253.6B0.24%Put
75
ETENERGY TRANSFER EQUITY L P
14,913,373$250.4B0.23%Put
76
SLBSCHLUMBERGER LTD
3,088,157$242.9B0.23%Put
77
KOCOCA COLA CO
5,644,586$238.9B0.22%Put
78
GSGOLDMAN SACHS GROUP INC
1,434,699$231.4B0.22%Put
79
MONSANTO CO NEW
2,261,716$231.1B0.22%Put
80
MCDMCDONALDS CORP
1,992,885$229.9B0.21%Put
81
DOW CHEM CO
4,423,736$229.3B0.21%Put
82
BRK/BBERKSHIRE HATHAWAY INC DEL
1,586,098$229.1B0.21%Put
83
TSLATESLA MTRS INC
1,065,247$217.3B0.20%Put
84
UPSUNITED PARCEL SERVICE INC
1,939,339$212.1B0.20%Put
85
BKNGPRICELINE GRP INC
144,053$212.0B0.20%Put
86
EMBISHARES TR
1,800,033$211.0B0.20%Call
87
AMGNAMGEN INC
1,262,341$210.6B0.20%Put
88
BARCLAYS BK PLC
6,110,925$208.2B0.19%Put
89
MOALTRIA GROUP INC
3,289,497$208.0B0.19%Put
90
USOUNITED STATES OIL FUND LP
18,268,303$199.7B0.19%Put
91
PEPPEPSICO INC
1,828,762$198.9B0.19%Put
92
IWOISHARES TR
1,306,672$194.6B0.18%Put
93
HUMHUMANA INC
1,089,908$192.8B0.18%Put
94
AVGOBROADCOM LTD
1,109,684$191.4B0.18%Put
95
UNHUNITEDHEALTH GROUP INC
1,365,427$191.2B0.18%Put
96
AIGAMERICAN INTL GROUP INC
3,185,380$189.0B0.18%Put
97
HESHESS CORP
3,428,870$183.9B0.17%Put
98
COSTCOSTCO WHSL CORP NEW
1,183,178$180.4B0.17%Put
99
DYHTARGET CORP
2,621,756$180.1B0.17%Put
100
LINKEDIN CORP
937,285$179.1B0.17%Put
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