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Institutional Investment Manager
CITIGROUP INC
CITIGROUP INC (CIK: 0000831001) incorporated in Delaware, registered under National Commercial Banks, located at 388 Greenwich Street, New York, NY. Institutional holdings reported to the SEC.
Institutional Holdings (2017Q1)
Original 13F HR (0000831001-17-000085) filed in 2017.05.12
#
Name
Shares
Value ($)
%
Options
Notes
1 SPDR S&P 500 ETF TR 54,793,400 12,916,996 11.51% Put
2 SPDR S&P 500 ETF TR 20,350,300 4,797,380 4.28% Call
3 SPDR S&P 500 ETF TR 14,765,900 3,480,913 3.10% Put
4 ISHARES TR 18,062,200 2,483,191 2.21% Put
5 SPDR S&P 500 ETF TR 7,505,472 1,769,340 1.58%
6 SPDR S&P 500 ETF TR 7,197,200 1,696,668 1.51% Call
7 SPDR GOLD TR 13,062,000 1,550,721 1.38% Call
8 POWERSHARES QQQ TRUST 11,347,800 1,502,222 1.34% Put
9 ISHARES TR 10,476,000 1,440,240 1.28% Call
10 SPDR S&P 500 ETF TR 5,015,100 1,182,260 1.05% Call
11 ISHARES TR 5,531,915 760,528 0.68%
12 SELECT SECTOR SPDR TR 13,810,360 708,610 0.63%
13 ENERGY TRANSFER L P 32,823,289 647,603 0.58%
14 PFIZER INC 18,040,800 617,176 0.55% Put
15 YAHOO INC 12,485,528 579,453 0.52%
16 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 6,510,100 571,457 0.51% Put
17 SELECT SECTOR SPDR TR 10,324,246 563,497 0.50%
18 TD AMERITRADE HLDG CORP 12,296,832 477,855 0.43%
19 NXP SEMICONDUCTORS N V 4,598,991 475,996 0.42%
20 VANECK ETF TRUST 20,133,046 459,235 0.41%
21 SPDR S&P 500 ETF TR 1,893,700 446,421 0.40% Put
22 ISHARES TR 1,444,918 423,751 0.38%
23 ISHARES TR 5,130,100 402,662 0.36% Put
24 POWERSHARES QQQ TRUST 3,009,200 398,358 0.36% Call
25 ISHARES TR 10,110,000 398,233 0.35% Call
26 POWERSHARES QQQ TRUST 2,990,300 395,856 0.35% Put
27 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 4,390,000 385,354 0.34% Call
28 POWERSHARES QQQ TRUST 2,600,000 344,188 0.31% Call
29 SPDR SER TR 4,809,969 333,523 0.30%
30 ISHARES TR 8,400,100 330,880 0.29% Put
31 TIME WARNER INC 3,284,181 320,897 0.29%
32 HOME DEPOT INC 2,072,760 304,343 0.27%
33 SPDR SERIES TRUST 8,059,482 301,747 0.27%
34 SELECT SECTOR SPDR TR 4,290,215 299,886 0.27%
35 VANGUARD INDEX FDS 2,368,785 287,381 0.26%
36 REYNOLDS AMERICAN INC 4,557,380 287,206 0.26%
37 APPLE INC 1,991,800 286,142 0.26% Call
38 ICAHN ENTERPRISES LP 5,545,831 284,168 0.25%
39 ISHARES TR 7,376,300 283,914 0.25% Call
40 APPLE INC 1,947,205 279,735 0.25%
41 ISHARES TR 1,952,600 268,443 0.24% Put
42 ENERGY TRANSFER PRTNRS L P 7,289,624 266,217 0.24%
43 JPMORGAN CHASE & CO 3,030,365 266,187 0.24%
44 DISNEY WALT CO 2,321,891 263,279 0.23%
45 MICROSOFT CORP 3,917,016 257,975 0.23%
46 FACEBOOK INC 1,794,100 254,852 0.23% Call
47 ALIBABA GROUP HLDG LTD 2,306,100 248,667 0.22% Put
48 SPDR GOLD TR 2,008,300 238,425 0.21% Put
49 GOLDMAN SACHS GROUP INC 1,020,891 234,519 0.21%
50 MICROSOFT CORP 3,473,300 228,752 0.20% Call
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