CITIGROUP INC Q4 2017 Filing

Filed February 12, 2018

Portfolio Value

$124.8M

Holdings

5,035

Report Date

Q4 2017

Filing Type

13F-HR

All Holdings (5,035 positions)

#	Stock	Shares	Value	% Portfolio	Type
901	—COTT CORP QUE	47,867	$801K	0.64%
902	VDEVANGUARD WORLD FDS	8,089	$800K	0.64%
903	PACWUSDPACWEST BANCORP DEL	15,900	$800K	0.64%
904	APOGAPOGEE ENTERPRISES INC	17,504	$800K	0.64%
905	AWMSKYWORKS SOLUTIONS INC	501,202	$800K	0.64%	Put
906	FBZ*FIRST TR EXCH TRD ALPHA FD I	51,519	$799K	0.64%
907	CTMXCYTOMX THERAPEUTICS INC	37,827	$799K	0.64%
908	HSTHOST HOTELS & RESORTS INC	859,930	$798K	0.64%	Put
909	PG4PRINCIPAL FINL GROUP INC	272,307	$797K	0.64%	Put
910	—SODASTREAM INTERNATIONAL LTD	117,643	$796K	0.64%	Put
911	JNPJUNIPER NETWORKS INC	2,194,060	$796K	0.64%	Put
912	BBNBLACKROCK TAX MUNICPAL BD TR	34,287	$795K	0.64%
913	TRUTRANSUNION	43,166	$795K	0.64%
914	TRMBTRIMBLE INC	19,527	$794K	0.64%
915	NGGNATIONAL GRID PLC	63,226	$794K	0.64%	Call
916	—NEWFIELD EXPL CO	192,891	$791K	0.63%	Put
917	BAMBROOKFIELD ASSET MGMT INC	3,254,504	$790K	0.63%
918	AOSSMITH A O	193,689	$788K	0.63%	Put
919	CBCHUBB LIMITED	498,908	$787K	0.63%	Put
920	NBIXNEUROCRINE BIOSCIENCES INC	24,012	$787K	0.63%	Put
921	EMREMERSON ELEC CO	700,264	$787K	0.63%	Put
922	WBKWESTPAC BKG CORP	32,297	$787K	0.63%
923	—MILACRON HLDGS CORP	41,085	$786K	0.63%
924	TOLTOLL BROTHERS INC	339,021	$786K	0.63%	Put
925	PQ3PROVIDENT FINL SVCS INC	29,114	$785K	0.63%
926	INDAISHARES TR	2,636,286	$784K	0.63%	Call
927	AIVLWISDOMTREE TR	8,871	$784K	0.63%
928	SFSTIFEL FINL CORP	13,148	$783K	0.63%
929	LVLNSPDR SERIES TRUST	2,548,753	$782K	0.63%	Put
930	STTSPDR SERIES TRUST	1,497,349	$782K	0.63%	Put
931	PUKNPRUDENTIAL PLC	178,021	$781K	0.63%
932	ACHOWENS & MINOR INC NEW	41,326	$781K	0.63%
933	NGDNEW GOLD INC CDA	1,146,666	$779K	0.62%	Put
934	NOMDNOMAD FOODS LTD	45,983	$777K	0.62%
935	BHCVALEANT PHARMACEUTICALS INTL	2,278,615	$777K	0.62%	Put
936	VTYVERINT SYS INC	18,525	$776K	0.62%
937	STSENSATA TECHNOLOGIES HLDG NV	39,802	$775K	0.62%	Call
938	BIDSOTHEBYS	14,990	$774K	0.62%	Put
939	ERICERICSSON	115,690	$774K	0.62%	Put
940	EGHT8X8 INC NEW	54,866	$773K	0.62%
941	TRIPTRIPADVISOR INC	1,006,821	$772K	0.62%	Put
942	RRCRANGE RES CORP	885,103	$770K	0.62%	Put
943	LEGLEGGETT & PLATT INC	210,538	$770K	0.62%
944	TACTRANSALTA CORP	129,465	$770K	0.62%
945	FTSMFIRST TR EXCHANGE TRADED FD	12,837	$770K	0.62%
946	MSCIMSCI INC	31,184	$768K	0.62%
947	—POLYONE CORP	17,649	$768K	0.62%
948	VCSHVANGUARD SCOTTSDALE FDS	130,321	$768K	0.62%
949	—BARCLAYS BK PLC	4,609,687	$767K	0.61%	Put
950	—LIBERTY INTERACTIVE CORP	93,217	$767K	0.61%	Put
951	ECLECOLAB INC	222,175	$765K	0.61%	Put
952	ETJEATON VANCE RISK MNGD DIV EQ	79,460	$765K	0.61%
953	HALOHALOZYME THERAPEUTICS INC	267,185	$765K	0.61%	Put
954	—ABERDEEN EMERGING MKTS SMALL	52,542	$764K	0.61%
955	SUXSYNNEX CORP	5,621	$764K	0.61%
956	PTIP T TELEKOMUNIKASI INDONESIA	23,662	$762K	0.61%
957	MLCOMELCO RESORT ENTERTAINMENT L	496,622	$762K	0.61%	Put
958	VISNCOMMSCOPE HLDG CO INC	20,135	$761K	0.61%	Put
959	—MEDIDATA SOLUTIONS INC	12,001	$760K	0.61%
960	—ENVESTNET INC	733,000	$760K	0.61%
961	CBUCOMMUNITY BK SYS INC	14,136	$760K	0.61%
962	DDOMINION ENERGY INC	356,645	$759K	0.61%	Put
963	SIVBEURSVB FINL GROUP	3,244	$759K	0.61%
964	UMPQUSDUMPQUA HLDGS CORP	36,458	$759K	0.61%
965	—ORTHOFIX INTL N V	13,852	$758K	0.61%
966	MRTXEURMIRATI THERAPEUTICS INC	41,524	$758K	0.61%
967	—EASTERLY ACQUISITION CORP	75,000	$758K	0.61%
968	TPRTAPESTRY INC	449,060	$757K	0.61%	Put
969	AJGGALLAGHER ARTHUR J & CO	138,524	$757K	0.61%
970	RPMRPM INTL INC	14,438	$757K	0.61%
971	INTC 3.25 08/01/39INTEL CORP	341,000	$757K	0.61%
972	—PROSHARES TR II	74,099	$756K	0.61%	Put
973	CCCHEMOURS CO	270,706	$756K	0.61%	Put
974	AM6AMICUS THERAPEUTICS INC	125,718	$755K	0.61%	Put
975	BKBANK NEW YORK MELLON CORP	1,177,332	$755K	0.60%	Put
976	XRXCHFXEROX CORP	489,911	$755K	0.60%	Put
977	OMCLOMNICELL INC	15,538	$754K	0.60%
978	EBAEBAY INC	1,840,097	$754K	0.60%	Put
979	—DIREXION SHS ETF TR	2,029,900	$753K	0.60%	Put
980	MEIMETHODE ELECTRS INC	18,756	$753K	0.60%
981	—CHICAGO BRIDGE & IRON CO N V	1,168,249	$751K	0.60%	Put
982	MIGAMICROSTRATEGY INC	5,729	$751K	0.60%	Put
983	UFIUNIFI INC	20,943	$751K	0.60%
984	EWBCEAST WEST BANCORP INC	243,046	$750K	0.60%
985	ITBISHARES TR	1,471,685	$750K	0.60%	Put
986	SEICSEI INVESTMENTS CO	111,597	$749K	0.60%
987	BMABANCO MACRO SA	6,469	$749K	0.60%
988	AWRAMERICAN STS WTR CO	12,908	$748K	0.60%
989	MXMAGNACHIP SEMICONDUCTOR CORP	75,000	$746K	0.60%
990	TOTLSSGA ACTIVE ETF TR	15,333	$746K	0.60%
991	FHIFEDERATED INVS INC PA	84,321	$745K	0.60%
992	HOFTHOOKER FURNITURE CORP	17,561	$745K	0.60%
993	HFXIINDEXIQ ETF TR	34,382	$744K	0.60%
994	CELGCELGENE CORP	2,016,485	$744K	0.60%	Put
995	ANAUTONATION INC	38,814	$742K	0.59%	Put
996	—TRIVAGO N V	108,456	$742K	0.59%
997	EZMWISDOMTREE TR	18,670	$741K	0.59%
998	ODPEUROFFICE DEPOT INC	551,669	$740K	0.59%	Put
999	CEIXEURCONSOL ENERGY INC NEW	18,720	$740K	0.59%
1000	TTENTOTAL S A	298,048	$740K	0.59%	Put

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