BANK OF AMERICA CORP /DE/ Q2 2016 Filing

Filed August 15, 2016

Portfolio Value

$431.2M

Holdings

6,564

Report Date

Q2 2016

Filing Type

13F-HR

All Holdings (6,564 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	METAFACEBOOK INC	24,609,017	$4.2M	0.97%	Put
2	VVISA INC	20,055,764	$3.6M	0.83%	Put
3	GQ9SPDR GOLD TRUST	29,639,519	$3.4M	0.79%	Put
4	WMTWAL-MART STORES INC	18,971,956	$3.3M	0.77%	Put
5	BLKCHFBLACKROCK INC	4,578,091	$3.3M	0.76%	Put
6	AMZNAMAZON COM INC	3,820,966	$3.2M	0.73%	Put
7	IWFISHARES TR	29,573,271	$3.1M	0.73%
8	GOOGLALPHABET INC	2,652,765	$3.1M	0.72%	Put
9	AIGAMERICAN INTL GROUP INC	8,221,109	$3.1M	0.71%	Put
10	HYGISHARES TR	18,534,690	$3.1M	0.71%	Put
11	MRKMERCK & CO INC	38,967,320	$3.0M	0.69%	Put
12	CELGCELGENE CORP	10,663,957	$3.0M	0.69%	Put
13	CVXCHEVRON CORP NEW	19,748,264	$2.9M	0.68%	Put
14	HDHOME DEPOT INC	19,760,221	$2.9M	0.68%	Put
15	TAT&T INC	74,066,665	$2.9M	0.68%	Put
16	IBMINTERNATIONAL BUSINESS MACHS	13,693,448	$2.9M	0.67%	Put
17	LMTLOCKHEED MARTIN CORP	8,868,607	$2.9M	0.67%	Put
18	FQIDIGITAL RLTY TR INC	10,154,523	$2.9M	0.66%
19	CSCOCISCO SYS INC	85,853,112	$2.8M	0.65%	Put
20	XLFSELECT SECTOR SPDR TR	57,318,463	$2.8M	0.64%	Put
21	NXPINXP SEMICONDUCTORS N V	5,503,693	$2.7M	0.64%	Put
22	REGNREGENERON PHARMACEUTICALS	651,614	$2.7M	0.64%	Put
23	GOOGALPHABET INC	2,392,972	$2.7M	0.62%	Put
24	XLESELECT SECTOR SPDR TR	25,106,153	$2.7M	0.62%	Put
25	ASBASSOCIATED BANC CORP	156,220	$2.7M	0.62%
26	—STARWOOD HOTELS&RESORTS WRLD	5,253,659	$2.7M	0.62%	Put
27	EFAISHARES TR	75,365,659	$2.7M	0.62%	Put
28	MCDMCDONALDS CORP	17,048,331	$2.7M	0.62%	Put
29	—LENDINGCLUB CORP	1,259,797	$2.6M	0.60%	Put
30	WTWEURWEIGHT WATCHERS INTL INC NEW	220,767	$2.6M	0.60%	Put
31	IWDISHARES TR	21,599,040	$2.5M	0.59%
32	AZNASTRAZENECA PLC	34,258,866	$2.5M	0.58%
33	ABTABBOTT LABS	17,452,078	$2.5M	0.58%	Put
34	XOMEXXON MOBIL CORP	55,873,014	$2.5M	0.58%	Put
35	4I1PHILIP MORRIS INTL INC	24,513,787	$2.5M	0.58%	Put
36	AAPLAPPLE INC	56,138,653	$2.5M	0.58%	Put
37	IEFISHARES TR	16,359,096	$2.5M	0.57%	Put
38	OXYOCCIDENTAL PETE CORP DEL	24,340,635	$2.5M	0.57%	Call
39	AGIALAMOS GOLD INC NEW	286,078	$2.5M	0.57%
40	AVGOBROADCOM LTD	5,738,846	$2.5M	0.57%	Call
41	KHCKRAFT HEINZ CO	17,913,401	$2.5M	0.57%	Put
42	MDLZMONDELEZ INTL INC	36,760,138	$2.4M	0.57%	Put
43	ROKROCKWELL AUTOMATION INC	895,177	$2.4M	0.57%
44	EEMISHARES TR	98,214,814	$2.4M	0.56%	Put
45	DISDISNEY WALT CO	24,192,206	$2.4M	0.56%	Put
46	ALEXALEXANDER & BALDWIN INC NEW	812,199	$2.4M	0.56%
47	GDGENERAL DYNAMICS CORP	7,916,587	$2.4M	0.56%	Put
48	—AGRIUM INC	477,553	$2.4M	0.56%
49	—DOW CHEM CO	16,997,469	$2.4M	0.55%	Put
50	VFHVANGUARD WORLD FDS	26,840,230	$2.4M	0.55%
51	HALHALLIBURTON CO	7,511,481	$2.3M	0.54%	Put
52	DHRDANAHER CORP DEL	11,351,547	$2.3M	0.54%	Call
53	UNPUNION PAC CORP	14,279,353	$2.3M	0.53%	Put
54	TRVTRAVELERS COMPANIES INC	4,959,220	$2.3M	0.53%	Put
55	MDTMEDTRONIC PLC	17,592,050	$2.3M	0.53%	Put
56	KOCOCA COLA CO	64,272,736	$2.3M	0.53%	Put
57	KMBKIMBERLY CLARK CORP	10,624,404	$2.3M	0.52%	Put
58	SPGSIMON PPTY GROUP INC NEW	3,019,599	$2.3M	0.52%	Put
59	CRBNISHARES TR	55,007	$2.2M	0.52%
60	MMSIMERIT MED SYS INC	112,797	$2.2M	0.52%
61	—WRIGHT MED GROUP N V	2,004,365	$2.2M	0.52%
62	MSMMSC INDL DIRECT INC	120,392	$2.2M	0.52%
63	CLDTCHATHAM LODGING TR	667,647	$2.2M	0.51%
64	CSXCSX CORP	8,081,357	$2.2M	0.51%	Put
65	ADPAUTOMATIC DATA PROCESSING IN	20,003,618	$2.2M	0.51%	Put
66	CMCSACOMCAST CORP NEW	31,025,722	$2.2M	0.51%	Put
67	TRVCCITIGROUP INC	29,962,282	$2.2M	0.51%	Put
68	ALKSALKERMES PLC	344,482	$2.2M	0.51%	Put
69	CVSCVS HEALTH CORP	16,911,277	$2.2M	0.50%
70	LOWLOWES COS INC	15,395,669	$2.2M	0.50%	Put
71	UTXZUNITED TECHNOLOGIES CORP	13,256,318	$2.2M	0.50%	Put
72	GMGENERAL MTRS CO	25,039,496	$2.1M	0.50%	Put
73	TMOTHERMO FISHER SCIENTIFIC INC	6,602,936	$2.1M	0.50%	Put
74	TDTORONTO DOMINION BK ONT	18,162,161	$2.1M	0.50%	Put
75	NBIXNEUROCRINE BIOSCIENCES INC	106,044	$2.1M	0.49%
76	MMM3M CO	12,159,653	$2.1M	0.49%	Put
77	HCQAMN HEALTHCARE SERVICES INC	295,783	$2.1M	0.49%
78	BXPBOSTON PROPERTIES INC	1,009,624	$2.1M	0.49%
79	NSCNORFOLK SOUTHERN CORP	6,885,067	$2.1M	0.49%
80	—MICHAEL KORS HLDGS LTD	809,607	$2.1M	0.49%	Put
81	ABBVABBVIE INC	33,811,483	$2.1M	0.49%	Put
82	XLFISELECT SECTOR SPDR TR	27,425,148	$2.1M	0.48%	Put
83	STAGSTAG INDL INC	137,816	$2.1M	0.48%	Call
84	FEYECHFFIREEYE INC	2,798,329	$2.1M	0.48%	Put
85	PXGBXPRAXAIR INC	1,852,963	$2.1M	0.48%
86	STRZSTARZ	511,812	$2.1M	0.48%	Call
87	HONHONEYWELL INTL INC	16,570,009	$2.1M	0.48%	Put
88	SLBSCHLUMBERGER LTD	20,943,571	$2.1M	0.48%	Put
89	JNJJOHNSON & JOHNSON	33,461,467	$2.0M	0.48%	Put
90	CHRCHURCHILL DOWNS INC	16,179	$2.0M	0.47%
91	BRK/BBERKSHIRE HATHAWAY INC DEL	10,524,048	$2.0M	0.47%	Put
92	IPINTL PAPER CO	4,258,410	$2.0M	0.47%
93	CFCF INDS HLDGS INC	2,931,314	$2.0M	0.47%	Put
94	—SOLARCITY CORP	1,367,464	$2.0M	0.47%	Put
95	COSTCOSTCO WHSL CORP NEW	7,647,600	$2.0M	0.47%	Put
96	FOSLFOSSIL GROUP INC	70,333	$2.0M	0.47%
97	DDOMINION RES INC VA NEW	18,352,005	$2.0M	0.47%	Put
98	—BLUE BUFFALO PET PRODS INC	466,948	$2.0M	0.46%	Call
99	XLISELECT SECTOR SPDR TR	26,140,173	$2.0M	0.46%	Put
100	MTARCELORMITTAL SA LUXEMBOURG	420,762	$2.0M	0.45%

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