CITIGROUP INC Q4 2016 Filing

Filed February 10, 2017

Portfolio Value

$111.0M

Holdings

4,960

Report Date

Q4 2016

Filing Type

13F-HR

All Holdings (4,960 positions)

#	Stock	Shares	Value	% Portfolio	Type
1301	—COUSINS PPTYS INC	508,780	$4.3M	3.90%
1302	UNFUNIFIRST CORP MASS	30,066	$4.3M	3.89%
1303	GFFGRIFFON CORP	164,678	$4.3M	3.89%	Put
1304	CVBFCVB FINL CORP	188,036	$4.3M	3.89%
1305	—PIER 1 IMPORTS INC	504,953	$4.3M	3.89%	Put
1306	ERFGBPENERPLUS CORP	453,432	$4.3M	3.88%	Put
1307	GRUBGRUBHUB INC	114,471	$4.3M	3.88%	Put
1308	PPLPEMBINA PIPELINE CORP	137,564	$4.3M	3.88%
1309	NGDNEW GOLD INC CDA	1,225,233	$4.3M	3.88%	Put
1310	—CARRIAGE SVCS INC	3,199,000	$4.3M	3.88%
1311	—RESTORATION HARDWARE HLDGS I	139,819	$4.3M	3.87%	Put
1312	VXFVANGUARD INDEX FDS	44,766	$4.3M	3.87%
1313	TRIPTRIPADVISOR INC	92,434	$4.3M	3.86%	Put
1314	HEFAISHARES TR	163,969	$4.3M	3.86%
1315	JJSFJ & J SNACK FOODS CORP	32,071	$4.3M	3.86%
1316	DARDARLING INGREDIENTS INC	331,294	$4.3M	3.85%	Put
1317	USALIBERTY ALL STAR EQUITY FD	828,401	$4.3M	3.85%
1318	PLCECHILDRENS PL INC	42,157	$4.3M	3.84%
1319	—CHINA CORD BLOOD CORP	695,471	$4.3M	3.84%
1320	FULFULLER H B CO	88,069	$4.3M	3.83%
1321	VGTVANGUARD WORLD FDS	34,986	$4.3M	3.83%
1322	ARWARROW ELECTRS INC	59,619	$4.3M	3.83%
1323	WTHWORTHINGTON INDS INC	89,512	$4.2M	3.83%
1324	BRXBRIXMOR PPTY GROUP INC	173,806	$4.2M	3.82%
1325	BWABORGWARNER INC	107,598	$4.2M	3.82%	Put
1326	HCSGHEALTHCARE SVCS GRP INC	108,114	$4.2M	3.82%
1327	—EL PASO ELEC CO	90,927	$4.2M	3.81%
1328	—CURRENCYSHARES AUSTRALIAN DL	58,587	$4.2M	3.81%
1329	MPWRMONOLITHIC PWR SYS INC	51,626	$4.2M	3.81%
1330	AGCOAGCO CORP	73,079	$4.2M	3.81%	Put
1331	ESEVERSOURCE ENERGY	76,559	$4.2M	3.81%	Call
1332	4DHDANA INCORPORATED	222,367	$4.2M	3.80%	Put
1333	TEN1TENNECO INC	67,562	$4.2M	3.80%
1334	ORIOLD REP INTL CORP	221,837	$4.2M	3.80%
1335	AAALCOA CORP	149,998	$4.2M	3.79%	Put
1336	—DEPOMED INC	233,539	$4.2M	3.79%	Put
1337	—ANIXTER INTL INC	51,848	$4.2M	3.79%
1338	—RAMCO-GERSHENSON PPTYS TR	252,996	$4.2M	3.78%
1339	—CHESAPEAKE LODGING TR	162,125	$4.2M	3.78%
1340	BCPCBALCHEM CORP	49,803	$4.2M	3.77%
1341	VPUVANGUARD WORLD FDS	39,054	$4.2M	3.77%
1342	—KAPSTONE PAPER & PACKAGING C	189,424	$4.2M	3.76%
1343	LWLAMB WESTON HLDGS INC	110,355	$4.2M	3.76%
1344	—HSBC HLDGS PLC	3,952,000	$4.2M	3.76%
1345	VACMARRIOTT VACATIONS WRLDWDE C	49,185	$4.2M	3.76%
1346	HTEURHERSHA HOSPITALITY TR	193,992	$4.2M	3.76%
1347	AVPUSDAVON PRODS INC	824,309	$4.2M	3.74%	Put
1348	GCI1EURGANNETT CO INC	427,938	$4.2M	3.74%
1349	AEISADVANCED ENERGY INDS	75,880	$4.2M	3.74%
1350	IWSISHARES TR	51,570	$4.1M	3.74%
1351	—DIREXION SHS ETF TR	190,804	$4.1M	3.73%
1352	IEXIDEX CORP	45,997	$4.1M	3.73%
1353	—PROSHARES TR II	473,166	$4.1M	3.73%	Put
1354	GATXGATX CORP	67,210	$4.1M	3.73%
1355	ASGNON ASSIGNMENT INC	93,677	$4.1M	3.73%
1356	CIIBLACKROCK ENH CAP & INC FD I	300,548	$4.1M	3.71%
1357	MDPUSDMEREDITH CORP	69,596	$4.1M	3.71%
1358	MOG/AMOOG INC	62,635	$4.1M	3.71%
1359	—HORTONWORKS INC	495,000	$4.1M	3.71%
1360	—XL GROUP LTD	110,348	$4.1M	3.71%
1361	SCISERVICE CORP INTL	144,272	$4.1M	3.69%
1362	—CIENA CORP	4,110,000	$4.1M	3.69%
1363	GBXGREENBRIER COS INC	98,465	$4.1M	3.69%	Put
1364	0DFCDIREXION SHS ETF TR	100,000	$4.1M	3.69%
1365	VECOVEECO INSTRS INC DEL	140,150	$4.1M	3.68%
1366	—PORTOLA PHARMACEUTICALS INC	181,488	$4.1M	3.67%	Put
1367	TRNTRINITY INDS INC	146,669	$4.1M	3.67%	Put
1368	VSATVIASAT INC	61,057	$4.0M	3.64%
1369	AELUSDAMERICAN EQTY INVT LIFE HLD	179,266	$4.0M	3.64%
1370	EHIWESTERN ASSET GLB HI INCOME	410,844	$4.0M	3.64%
1371	CATYCATHAY GEN BANCORP	106,053	$4.0M	3.64%
1372	AESAES CORP	346,049	$4.0M	3.62%	Put
1373	—TESLA MTRS INC	4,626,000	$4.0M	3.61%
1374	—KINDER MORGAN INC DEL	744,131	$4.0M	3.60%	Call
1375	—PRISM TECHNOLOGIES GROUP INC	14,060	$4.0M	3.60%
1376	MHLAMAIDEN HOLDINGS LTD	229,014	$4.0M	3.60%
1377	—UNIVERSAL FST PRODS INC	39,094	$4.0M	3.60%
1378	—STAMPS COM INC	34,825	$4.0M	3.60%	Put
1379	BAPCREDICORP LTD	25,273	$4.0M	3.60%
1380	HAEHAEMONETICS CORP	98,881	$4.0M	3.58%
1381	FDNFIRST TR EXCHANGE TRADED FD	49,753	$4.0M	3.58%
1382	MZTILANCASTER COLONY CORP	28,041	$4.0M	3.57%
1383	CHECHEMED CORP NEW	24,530	$3.9M	3.54%
1384	—FIRSTCASH INC	83,645	$3.9M	3.54%
1385	GPIGROUP 1 AUTOMOTIVE INC	50,384	$3.9M	3.54%
1386	—SILVER STD RES INC	437,424	$3.9M	3.53%	Put
1387	CDECOEUR MNG INC	430,750	$3.9M	3.53%	Put
1388	DISCAUSDDISCOVERY COMMUNICATNS NEW	142,782	$3.9M	3.53%	Put
1389	PLXSPLEXUS CORP	72,253	$3.9M	3.52%
1390	EWLISHARES	131,990	$3.9M	3.50%
1391	LPXLOUISIANA PAC CORP	205,419	$3.9M	3.50%	Put
1392	MIGAMICROSTRATEGY INC	19,684	$3.9M	3.50%
1393	—WEINGARTEN RLTY INVS	108,565	$3.9M	3.50%
1394	BDCBELDEN INC	51,932	$3.9M	3.50%
1395	UVEUNIVERSAL INS HLDGS INC	136,569	$3.9M	3.50%
1396	EDDMORGAN STANLEY EM MKTS DM DE	540,132	$3.9M	3.49%
1397	—SPECTRANETICS CORP	3,742,000	$3.9M	3.48%
1398	KGCKINROSS GOLD CORP	1,231,606	$3.8M	3.47%	Put
1399	RRDEURDONNELLEY R R & SONS CO	235,513	$3.8M	3.46%	Call
1400	NKTREURNEKTAR THERAPEUTICS	313,267	$3.8M	3.46%	Put

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