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
1201	G3VGREEN PLAINS INC	38,222	$643K	0.52%	Put
1202	CMFISHARES TR	10,858	$642K	0.51%
1203	—VIACOM INC NEW	18,353	$641K	0.51%
1204	SRSPIRE INC	8,513	$640K	0.51%
1205	—CAMBREX CORP	13,335	$640K	0.51%
1206	—PHH CORP	62,132	$640K	0.51%
1207	AGGISHARES TR	435,410	$639K	0.51%
1208	—DIREXION SHS ETF TR	1,969,097	$638K	0.51%	Put
1209	—FUELCELL ENERGY INC	375,500	$638K	0.51%	Put
1210	ITRNITURAN LOCATION AND CONTROL	18,642	$638K	0.51%
1211	—ASCENA RETAIL GROUP INC	271,844	$638K	0.51%	Put
1212	NTESNETEASE INC	173,270	$637K	0.51%	Put
1213	—POWERSHARES ETF TRUST II	31,076	$637K	0.51%
1214	NBTBNBT BANCORP INC	17,326	$637K	0.51%
1215	UTHUNITED THERAPEUTICS CORP DEL	149,068	$636K	0.51%	Put
1216	BNYBLACKROCK N Y MUN INCOME TR	44,298	$634K	0.51%
1217	—PENNSYLVANIA RL ESTATE INVT	53,353	$634K	0.51%
1218	—PIMCO DYNMIC CREDIT AND MRT	28,233	$634K	0.51%
1219	ARCPEURVEREIT INC	6,040,565	$633K	0.51%	Put
1220	VAREURVARIAN MED SYS INC	5,688	$632K	0.51%
1221	IXCISHARES TR	17,759	$632K	0.51%
1222	—BARRACUDA NETWORKS INC	355,281	$631K	0.51%	Put
1223	EMLPFIRST TR EXCHANGE TRADED FD	25,706	$631K	0.51%
1224	SEMSELECT MED HLDGS CORP	35,800	$631K	0.51%
1225	ALEXALEXANDER & BALDWIN INC NEW	22,747	$631K	0.51%
1226	TDSTELEPHONE & DATA SYS INC	22,687	$631K	0.51%
1227	AWNADVANCE AUTO PARTS INC	237,256	$629K	0.50%	Put
1228	AKBAAKEBIA THERAPEUTICS INC	42,272	$629K	0.50%
1229	HLIHOULIHAN LOKEY INC	13,839	$629K	0.50%
1230	—ARLINGTON ASSET INVT CORP	53,280	$628K	0.50%
1231	SWN1EURSOUTHWESTERN ENERGY CO	1,004,158	$628K	0.50%	Put
1232	CFGCITIZENS FINL GROUP INC	1,326,534	$627K	0.50%	Put
1233	PKXPOSCO	49,023	$626K	0.50%	Put
1234	CXWCORECIVIC INC	138,982	$626K	0.50%	Put
1235	NWENORTHWESTERN CORP	10,465	$625K	0.50%
1236	—POWERSHARES ETF TRUST	11,579	$624K	0.50%
1237	VISVANGUARD WORLD FDS	4,386	$624K	0.50%
1238	VIGVANGUARD SPECIALIZED FUNDS	280,535	$623K	0.50%
1239	LVHILEGG MASON ETF INVESTMENT TR	22,062	$622K	0.50%
1240	AIMCUSDALTRA INDL MOTION CORP	12,337	$622K	0.50%
1241	GOOGLALPHABET INC	590,356	$622K	0.50%	Put
1242	CTSCTS CORP	24,087	$621K	0.50%
1243	—KAPSTONE PAPER & PACKAGING C	27,381	$621K	0.50%	Put
1244	ANATUSDAMERICAN NATL INS CO	4,826	$619K	0.50%
1245	ANFABERCROMBIE & FITCH CO	663,083	$618K	0.50%	Put
1246	XLISELECT SECTOR SPDR TR	8,162,987	$618K	0.50%	Put
1247	—HOVNANIAN ENTERPRISES INC	184,223	$617K	0.49%	Put
1248	TECHBIO TECHNE CORP	4,765	$617K	0.49%
1249	—BIOVERATIV INC	147,742	$616K	0.49%	Put
1250	SD2SANDY SPRING BANCORP INC	15,789	$616K	0.49%
1251	EXREXTRA SPACE STORAGE INC	182,008	$615K	0.49%	Put
1252	BTUSDBT GROUP PLC	131,650	$615K	0.49%
1253	—IMPAX LABORATORIES INC	36,894	$614K	0.49%
1254	—GOLDMAN SACHS MLP INC OPP FD	68,655	$614K	0.49%
1255	—BOARDWALK PIPELINE PARTNERS	2,835,310	$613K	0.49%	Put
1256	ABCBAMERIS BANCORP	12,705	$613K	0.49%
1257	FLOFLOWERS FOODS INC	31,759	$613K	0.49%	Put
1258	FNXFIRST TR MID CAP CORE ALPHAD	9,317	$612K	0.49%
1259	CBZCBIZ INC	39,474	$610K	0.49%
1260	DEDEERE & CO	2,167,436	$610K	0.49%	Put
1261	IFVFIRST TR EXCHANGE TRADED FD	27,352	$609K	0.49%
1262	PRTAPROTHENA CORP PLC	51,591	$608K	0.49%	Put
1263	RCORESOURCES CONNECTION INC	39,352	$608K	0.49%
1264	TQQQPROSHARES TR	4,385	$608K	0.49%
1265	DOOREURMASONITE INTL CORP NEW	70,879	$608K	0.49%
1266	FULFULLER H B CO	11,277	$607K	0.49%
1267	—SPDR INDEX SHS FDS	9,396	$606K	0.49%
1268	FLIRFLIR SYS INC	12,986	$605K	0.48%
1269	OSBCADNORBORD INC	17,802	$605K	0.48%
1270	HXLHEXCEL CORP NEW	38,287	$605K	0.48%
1271	—LA JOLLA PHARMACEUTICAL CO	18,730	$603K	0.48%
1272	XOPUSDSPDR SERIES TRUST	12,006,219	$602K	0.48%	Put
1273	KWRQUAKER CHEM CORP	3,992	$602K	0.48%
1274	—BAZAARVOICE INC	110,509	$602K	0.48%
1275	—MYOKARDIA INC	14,298	$601K	0.48%
1276	ISCGISHARES TR	3,333	$598K	0.48%
1277	LFCUSDCHINA LIFE INS CO LTD	375,694	$597K	0.48%	Put
1278	—SYNCHRONOSS TECHNOLOGIES INC	66,726	$597K	0.48%	Put
1279	OLEDUNIVERSAL DISPLAY CORP	200,307	$596K	0.48%	Put
1280	KEXKIRBY CORP	8,916	$596K	0.48%
1281	HYHYSTER YALE MATLS HANDLING I	6,978	$595K	0.48%
1282	HAFCHANMI FINL CORP	19,609	$595K	0.48%
1283	—NEW SR INVT GROUP INC	78,756	$595K	0.48%
1284	SPSMSPDR SER TR	19,737	$595K	0.48%
1285	WATTENERGOUS CORP	30,562	$595K	0.48%	Put
1286	CHS1USDCHICOS FAS INC	248,267	$595K	0.48%	Put
1287	MOHMOLINA HEALTHCARE INC	27,169	$594K	0.48%	Put
1288	BZHBEAZER HOMES USA INC	275,436	$594K	0.48%	Put
1289	XBISPDR SERIES TRUST	6,987,964	$593K	0.48%	Put
1290	WAIREURWESCO AIRCRAFT HLDGS INC	80,081	$593K	0.48%
1291	—AG MTG INVT TR INC	31,186	$593K	0.48%
1292	ITWILLINOIS TOOL WKS INC	198,866	$593K	0.48%	Put
1293	AMEDAMEDISYS INC	11,235	$592K	0.47%
1294	PAAPLAINS ALL AMERN PIPELINE L	1,430,783	$592K	0.47%	Put
1295	TECK/BTECK RESOURCES LTD	1,147,158	$592K	0.47%	Put
1296	BBBLACKBERRY LTD	1,512,602	$591K	0.47%	Put
1297	SNYSANOFI	1,554,433	$591K	0.47%	Call
1298	—FORESIGHT ENERGY LP	135,317	$591K	0.47%
1299	BKEBUCKLE INC	176,728	$591K	0.47%	Put
1300	TSTENARIS S A	168,785	$590K	0.47%

PreviousPage 13 of 51Next