Dark
Light
System
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 (2017Q2)
Original 13F HR (0000831001-17-000135) filed in 2017.08.11
#
Name
Shares
Value ($)
%
Options
Notes
1 SPDR S&P 500 ETF TR 47,004,100 11,365,591 10.25% Put
2 SPDR S&P 500 ETF TR 18,313,000 4,428,083 3.99% Call
3 SPDR S&P 500 ETF TR 13,915,300 3,364,720 3.03% Put
4 POWERSHARES QQQ TRUST 14,043,000 1,932,879 1.74% Put
5 ISHARES TR 13,244,177 1,866,369 1.68%
6 SPDR S&P 500 ETF TR 7,339,252 1,774,631 1.60%
7 SPDR GOLD TR 14,286,100 1,686,046 1.52% Call
8 SPDR S&P 500 ETF TR 6,255,000 1,512,459 1.36% Call
9 POWERSHARES QQQ TRUST 10,391,400 1,430,272 1.29% Call
10 ISHARES TR 9,743,000 1,372,984 1.24% Put
11 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 12,488,300 1,103,841 1.00% Put
12 ALTABA INC COM 18,875,835 1,028,355 0.93%
13 SPDR GOLD TR 7,585,000 895,182 0.81% Put
14 ISHARES TR 15,135,000 626,438 0.56% Call
15 POWERSHARES QQQ TRUST 4,458,800 613,709 0.55% Put
16 SELECT SECTOR SPDR TR 11,618,192 603,681 0.54%
17 SELECT SECTOR SPDR TR 9,712,877 533,625 0.48%
18 TD AMERITRADE HLDG CORP 12,296,832 528,641 0.48%
19 SPDR SER TR 6,709,929 517,872 0.47%
20 APPLE INC 3,226,500 464,681 0.42% Call
21 SPDR GOLD TR 3,925,000 463,229 0.42% Call
22 POWERSHARES QQQ TRUST 3,179,960 437,690 0.39%
23 ISHARES TR 1,326,439 411,302 0.37%
24 ISHARES 20 YEAR TREASURY BOND ETF 3,261,487 408,077 0.37%
25 FACEBOOK INC 2,666,700 402,618 0.36% Call
26 ENERGY TRANSFER L P 22,069,960 396,376 0.36%
27 ALIBABA GROUP HLDG LTD 2,505,100 352,969 0.32% Put
28 JPMORGAN CHASE & CO 3,816,644 348,841 0.31%
29 SPDR SERIES TRUST 10,903,331 348,034 0.31%
30 SPDR S&P 500 ETF TR 1,430,900 345,992 0.31% Put
31 SPDR SERIES TRUST 10,437,200 333,155 0.30% Put
32 VANECK ETF TRUST 14,988,760 330,952 0.30%
33 NXP SEMICONDUCTORS N V 3,019,857 330,523 0.30%
34 APPLE INC 2,222,500 320,084 0.29% Call
35 SELECT SECTOR SPDR TR 4,574,725 311,585 0.28%
36 HOME DEPOT INC 2,003,000 307,260 0.28%
37 ISHARES TR 7,411,100 306,745 0.28% Put
38 ICAHN ENTERPRISES LP 5,891,227 304,341 0.27%
39 SPDR GOLD TR 2,546,900 300,585 0.27% Put
40 SELECT SECTOR SPDR TR 5,481,400 299,942 0.27% Put
41 VANGUARD INDEX FDS 2,387,519 297,127 0.27%
42 ISHARES TR 4,212,700 274,668 0.25% Call
43 SPDR GOLD TR 2,214,200 261,320 0.24% Call
44 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 2,904,800 256,755 0.23% Call
45 AMAZON COM INC 265,000 256,520 0.23% Put
46 Energy Transfer Partners, LP 12,556,460 256,026 0.23%
47 VANECK ETF TRUST 3,092,000 253,111 0.23% Put
48 ISHARES TR 5,914,000 244,780 0.22% Put
49 ISHARES TR 1,731,300 243,975 0.22% Put
50 ISHARES TR 1,699,200 239,451 0.22% Call
Page 1 of 313