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
1101	PNRPENTAIR PLC	476,579	$689K	0.55%	Put
1102	AMATAPPLIED MATLS INC	2,300,981	$687K	0.55%	Put
1103	KAMNUSDKAMAN CORP	11,689	$687K	0.55%
1104	GCOGENESCO INC	21,098	$686K	0.55%
1105	CWTCALIFORNIA WTR SVC GROUP	15,113	$686K	0.55%
1106	CSGSCSG SYS INTL INC	15,640	$685K	0.55%
1107	WSTWEST PHARMACEUTICAL SVSC INC	6,933	$685K	0.55%
1108	FLT1EURFLEETCOR TECHNOLOGIES INC	265,168	$684K	0.55%	Put
1109	IVVISHARES TR	1,976,006	$684K	0.55%
1110	—POWERSHARES ETF TRUST II	28,600	$684K	0.55%
1111	CA8ACACI INTL INC	17,187	$684K	0.55%
1112	SANMSANMINA CORPORATION	172,059	$683K	0.55%	Put
1113	T77LENDINGTREE INC NEW	38,088	$682K	0.55%	Put
1114	AGNGGLOBAL X FDS	35,000	$681K	0.55%
1115	—ACORDA THERAPEUTICS INC	31,741	$681K	0.55%	Put
1116	EPPISHARES INC	1,780,906	$681K	0.55%
1117	MBUUMALIBU BOATS INC	22,852	$680K	0.55%
1118	5TCTRUECAR INC	60,737	$680K	0.55%
1119	—SHIP FINANCE INTERNATIONAL L	43,917	$680K	0.55%	Put
1120	PAGPENSKE AUTOMOTIVE GRP INC	14,204	$680K	0.55%
1121	EAELECTRONIC ARTS INC	2,384,709	$679K	0.54%	Put
1122	—ACCELERATE DIAGNOSTICS INC	25,893	$679K	0.54%	Put
1123	PNNTPENNANTPARK INVT CORP	98,049	$678K	0.54%
1124	PIPRPIPER JAFFRAY COS	7,852	$678K	0.54%
1125	—MAINSOURCE FINANCIAL GP INC	18,645	$677K	0.54%
1126	KEKIMBALL ELECTRONICS INC	37,126	$677K	0.54%
1127	BLDRBUILDERS FIRSTSOURCE INC	31,089	$677K	0.54%
1128	—TIVITY HEALTH INC	18,464	$675K	0.54%
1129	HOUSREALOGY HLDGS CORP	25,410	$674K	0.54%	Put
1130	LLOEWS CORP	161,632	$671K	0.54%
1131	HCQAMN HEALTHCARE SERVICES INC	39,562	$671K	0.54%	Put
1132	SCHZSCHWAB STRATEGIC TR	12,903	$671K	0.54%
1133	WESWESTERN GAS PARTNERS LP	366,175	$671K	0.54%
1134	AWIARMSTRONG WORLD INDS INC NEW	68,657	$670K	0.54%
1135	WTSWATTS WATER TECHNOLOGIES INC	8,819	$670K	0.54%
1136	REEVEREST RE GROUP LTD	40,514	$669K	0.54%	Put
1137	SPBSPECTRUM BRANDS HLDGS INC	24,766	$669K	0.54%	Call
1138	STBAS & T BANCORP INC	16,792	$669K	0.54%
1139	EFGISHARES TR	8,278	$669K	0.54%
1140	MLIMUELLER INDS INC	18,868	$668K	0.54%
1141	NTAPNETAPP INC	309,275	$667K	0.54%	Put
1142	NUSNU SKIN ENTERPRISES INC	42,029	$666K	0.53%	Put
1143	BKUBANKUNITED INC	89,452	$666K	0.53%
1144	—AQUA AMERICA INC	16,944	$665K	0.53%
1145	—DIREXION SHS ETF TR	66,099	$664K	0.53%	Put
1146	MCXMCCORMICK & CO INC	19,723	$664K	0.53%
1147	BMIBP PRUDHOE BAY RTY TR	33,025	$664K	0.53%	Put
1148	GBTUSDGLOBAL BLOOD THERAPEUTICS IN	82,671	$664K	0.53%	Put
1149	KBESPDR SERIES TRUST	305,007	$663K	0.53%	Put
1150	BKIEURBLACK KNIGHT INC	14,997	$662K	0.53%
1151	—RYDEX ETF TRUST	4,954	$662K	0.53%
1152	BZUNBAOZUN INC	225,949	$661K	0.53%	Put
1153	TNETTRINET GROUP INC	62,369	$661K	0.53%
1154	HTOSJW GROUP	10,361	$661K	0.53%
1155	SWZSWISS HELVETIA FD INC	51,827	$661K	0.53%
1156	BXPBOSTON PROPERTIES INC	219,202	$660K	0.53%	Put
1157	VRSKVERISK ANALYTICS INC	46,222	$660K	0.53%
1158	INDBINDEPENDENT BANK CORP MASS	9,437	$659K	0.53%
1159	UNPUNION PAC CORP	4,911,939	$659K	0.53%	Put
1160	CLCOLGATE PALMOLIVE CO	2,396,289	$658K	0.53%	Put
1161	PRGSPROGRESS SOFTWARE CORP	15,455	$658K	0.53%
1162	BLVVANGUARD BD INDEX FD INC	6,924	$658K	0.53%
1163	CYBRCYBERARK SOFTWARE LTD	15,880	$658K	0.53%	Put
1164	EMOCLEARBRIDGE ENERGY MLP FD IN	43,034	$657K	0.53%
1165	—DR PEPPER SNAPPLE GROUP INC	420,625	$656K	0.53%	Put
1166	UAUNDER ARMOUR INC	1,185,354	$656K	0.53%	Put
1167	WWDWOODWARD INC	8,563	$656K	0.53%
1168	MTDMETTLER TOLEDO INTERNATIONAL	9,006	$656K	0.53%
1169	BNSBANK N S HALIFAX	272,836	$655K	0.53%
1170	IARTINTEGRA LIFESCIENCES HLDGS C	13,663	$655K	0.53%
1171	AROCARCHROCK INC	62,340	$655K	0.53%
1172	HEZUISHARES TR	21,981	$655K	0.53%
1173	IEIISHARES TR	5,366	$655K	0.53%
1174	HTEURHERSHA HOSPITALITY TR	37,579	$654K	0.52%
1175	—ALMOST FAMILY INC	11,809	$654K	0.52%
1176	—SPRINT CORP	5,003,168	$654K	0.52%	Put
1177	FOSLFOSSIL GROUP INC	84,156	$653K	0.52%	Put
1178	—SYKES ENTERPRISES INC	20,772	$653K	0.52%
1179	AWCAMERICAN WTR WKS CO INC NEW	309,374	$653K	0.52%	Put
1180	GEFGREIF INC	10,751	$652K	0.52%
1181	EIGEMPLOYERS HOLDINGS INC	14,682	$652K	0.52%
1182	EWCISHARES INC	1,936,681	$652K	0.52%
1183	VVISA INC	4,146,718	$652K	0.52%	Put
1184	YPFYPF SOCIEDAD ANONIMA	28,377	$651K	0.52%
1185	—FOREST CITY ENTERPRISES INC	562,000	$651K	0.52%
1186	—CAVIUM INC	346,126	$650K	0.52%	Put
1187	—CYPRESS SEMICONDUCTOR CORP	229,451	$650K	0.52%	Put
1188	TMKTORCHMARK CORP	167,515	$650K	0.52%
1189	CMCDN IMPERIAL BK COMM TORONTO	487,169	$649K	0.52%	Call
1190	RMERESMED INC	7,657	$649K	0.52%
1191	—ANWORTH MORTGAGE ASSET CP	119,363	$649K	0.52%
1192	AREALEXANDRIA REAL ESTATE EQ IN	143,470	$647K	0.52%
1193	—UNIVERSAL FST PRODS INC	17,234	$647K	0.52%
1194	MHLAMAIDEN HOLDINGS LTD	98,048	$647K	0.52%
1195	MOOVANECK VECTORS ETF TR	10,476	$646K	0.52%
1196	1GSNNOVANTA INC	12,892	$646K	0.52%
1197	SLYSPDR SERIES TRUST	4,844	$644K	0.52%
1198	DHRDANAHER CORP DEL	958,444	$643K	0.52%	Put
1199	G3VGREEN PLAINS INC	38,222	$643K	0.52%	Put
1200	MKSIMKS INSTRUMENT INC	6,804	$643K	0.52%

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