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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 VERINT SYS INC 1.5 06/01/2021 38,192,000 37,643 0.03% PRN
3 STARWOOD PPTY TR INC 35,202,000 40,130 0.04% PRN
4 ENERGY TRANSFER L P 32,823,289 647,603 0.58%
5 SPDR S&P 500 ETF TR 20,350,300 4,797,380 4.28% Call
6 VANECK ETF TRUST 20,133,046 459,235 0.41%
7 NEWMONT MINING CORP SR NT CV1.625 17 19,511,000 19,548 0.02% PRN
8 ISHARES TR 18,062,200 2,483,191 2.21% Put
9 PFIZER INC 18,040,800 617,176 0.55% Put
10 SPDR S&P 500 ETF TR 14,765,900 3,480,913 3.10% Put
11 SELECT SECTOR SPDR TR 13,810,360 708,610 0.63%
12 SPDR GOLD TR 13,062,000 1,550,721 1.38% Call
13 YAHOO INC 12,485,528 579,453 0.52%
14 TD AMERITRADE HLDG CORP 12,296,832 477,855 0.43%
15 AMBEV SA 11,533,209 66,431 0.06%
16 POWERSHARES QQQ TRUST 11,347,800 1,502,222 1.34% Put
17 ISHARES TR 10,476,000 1,440,240 1.28% Call
18 SELECT SECTOR SPDR TR 10,324,246 563,497 0.50%
19 ISHARES TR 10,110,000 398,233 0.35% Call
20 POWERSHARES ETF TRUST II 9,662,340 224,746 0.20%
21 MICROCHIP TECHNOLOGY INC SR SB CONV NT 25 9,604,000 13,770 0.01% PRN
22 UBS GROUP AG 9,133,300 146,304 0.13% Put
23 SELECT SECTOR SPDR TR 8,952,001 212,431 0.19%
24 PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR 8,786,584 81,012 0.07%
25 FORTRESS INVESTMENT GROUP LL 8,701,715 69,179 0.06%
26 ISHARES TR 8,400,100 330,880 0.29% Put
27 SPDR SERIES TRUST 8,059,482 301,747 0.27%
28 HERBALIFE LTD 7,956,000 7,613 0.01% PRN
29 UNITED STATES OIL FUND LP 7,616,100 81,035 0.07% Put
30 SPDR S&P 500 ETF TR 7,505,472 1,769,340 1.58%
31 CEMEX SAB DE CV NOTE 3.750 3/1 7,423,800 8,663 0.01% PRN
32 ISHARES TR 7,376,300 283,914 0.25% Call
33 ENERGY TRANSFER PRTNRS L P 7,289,624 266,217 0.24%
34 SPDR S&P 500 ETF TR 7,197,200 1,696,668 1.51% Call
35 SELECT SECTOR SPDR TR 6,954,700 165,035 0.15% Put
36 CTRIP COM INTL LTD 6,668,000 8,748 0.01% PRN
37 KKR & CO LP COMMON UNITS 6,546,811 119,348 0.11%
38 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 6,510,100 571,457 0.51% Put
39 UNITED STATES OIL FUND LP 5,867,739 62,433 0.06%
40 VANECK ETF TRUST 5,849,293 210,458 0.19%
41 JANUS CAP GROUP INC NOTE 0.750 7/1 5,608,000 7,329 0.01% PRN
42 EXCO RESOURCES INC 5,601,755 3,473 0.00%
43 ICAHN ENTERPRISES LP 5,545,831 284,168 0.25%
44 ISHARES TR 5,531,915 760,528 0.68%
45 UNITED STATES NATL GAS FUND 5,500,478 41,639 0.04%
46 SPDR SERIES TRUST 5,477,200 205,066 0.18% Put
47 SOLARCITY CORP 5,401,000 5,229 0.00% PRN
48 ITAU UNIBANCO HLDG SA 5,293,243 63,889 0.06%
49 VANECK VECTORS ETF TR 5,289,639 97,911 0.09%
50 PROTALIX BIOTHERAPEUTICS INC 5,172,000 8,262 0.01% PRN
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