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
301	MMSMAXIMUS INC	433,475	$1.4M	0.33%
302	LZBLA Z BOY INC	466,470	$1.4M	0.33%
303	NOKNOKIA CORP	4,290,788	$1.4M	0.33%
304	WERNWERNER ENTERPRISES INC	226,331	$1.4M	0.33%
305	PGPROCTER & GAMBLE CO	44,026,670	$1.4M	0.33%	Put
306	BPBP PLC	9,125,779	$1.4M	0.33%
307	WBAWALGREENS BOOTS ALLIANCE INC	8,232,409	$1.4M	0.33%	Put
308	LLYLILLY ELI & CO	15,135,792	$1.4M	0.33%	Put
309	—DIGITALGLOBE INC	65,679	$1.4M	0.33%
310	FRPTFRESHPET INC	149,702	$1.4M	0.32%
311	IEIISHARES TR	11,375,327	$1.4M	0.32%
312	SFNCSIMMONS 1ST NATL CORP	30,216	$1.4M	0.32%
313	GLPIGAMING & LEISURE PPTYS INC	818,583	$1.4M	0.32%	Call
314	NWSANEWS CORP NEW	807,899	$1.4M	0.32%
315	CPACOPA HOLDINGS SA	54,673	$1.4M	0.32%
316	VCVISTEON CORP	113,706	$1.4M	0.32%
317	VENVENTAS INC	18,416,149	$1.4M	0.32%
318	IYHISHARES TR	547,580	$1.4M	0.32%
319	TSAACI WORLDWIDE INC	978,705	$1.4M	0.32%
320	NVONOVO-NORDISK A S	14,358,585	$1.4M	0.32%
321	—ELECTRONICS FOR IMAGING INC	578,698	$1.4M	0.32%
322	CNCCENTENE CORP DEL	3,256,783	$1.4M	0.32%
323	IRBTQIROBOT CORP	39,194	$1.4M	0.32%
324	—CREE INC	741,616	$1.4M	0.32%
325	YORWYORK WTR CO	42,789	$1.4M	0.32%
326	LIESUN LIFE FINL INC	551,893	$1.4M	0.32%
327	—POWERSHARES ETF TR II	8,969,902	$1.4M	0.32%
328	8CWCROWN CASTLE INTL CORP NEW	3,704,991	$1.4M	0.32%	Call
329	STLAFIAT CHRYSLER AUTOMOBILES N	10,684,454	$1.4M	0.32%	Put
330	NUANEURNUANCE COMMUNICATIONS INC	1,232,256	$1.4M	0.32%
331	IVZINVESCO LTD	3,612,050	$1.4M	0.32%
332	WTSWATTS WATER TECHNOLOGIES INC	53,489	$1.4M	0.32%
333	EZAISHARES	62,104	$1.4M	0.32%
334	HASHASBRO INC	7,824,860	$1.4M	0.32%
335	—SYNERGY RES CORP	377,276	$1.4M	0.31%
336	AWCAMERICAN WTR WKS CO INC NEW	8,385,203	$1.4M	0.31%
337	UI2KEMPER CORP DEL	43,764	$1.4M	0.31%
338	—CHINA TELECOM CORP LTD	30,131	$1.4M	0.31%
339	CHHCHOICE HOTELS INTL INC	106,801	$1.4M	0.31%
340	CXWCORRECTIONS CORP AMER NEW	8,308,227	$1.4M	0.31%
341	IWBISHARES TR	4,013,753	$1.4M	0.31%	Put
342	FNYFIRST TR EXCNGE TRD ALPHADEX	45,006	$1.4M	0.31%
343	IDV*ISHARES TR	9,258,020	$1.3M	0.31%
344	NVAXNOVAVAX INC	554,060	$1.3M	0.31%
345	BAXBAXTER INTL INC	7,873,972	$1.3M	0.31%	Put
346	PZDUSDPOWERSHARES ETF TRUST	140,826	$1.3M	0.31%
347	ELSEQUITY LIFESTYLE PPTYS INC	565,193	$1.3M	0.31%
348	HMCHONDA MOTOR LTD	1,131,310	$1.3M	0.31%
349	GGENPACT LIMITED	610,972	$1.3M	0.31%
350	—AIR METHODS CORP	199,511	$1.3M	0.31%
351	VCITVANGUARD SCOTTSDALE FDS	10,016,477	$1.3M	0.31%
352	CVA1EURCOVANTA HLDG CORP	298,141	$1.3M	0.31%
353	—LUXOTTICA GROUP S P A	57,073	$1.3M	0.31%
354	VOOVANGUARD INDEX FDS	10,937,417	$1.3M	0.31%
355	—FITBIT INC	4,016,363	$1.3M	0.31%	Call
356	BHCVALEANT PHARMACEUTICALS INTL	13,327,115	$1.3M	0.31%	Put
357	—SELECT INCOME REIT	51,498	$1.3M	0.31%
358	IAUISHARES	55,788,812	$1.3M	0.31%	Put
359	MUMICRON TECHNOLOGY INC	7,752,580	$1.3M	0.31%	Put
360	ODPEUROFFICE DEPOT INC	1,438,418	$1.3M	0.31%	Put
361	TTMITTM TECHNOLOGIES INC	177,445	$1.3M	0.31%
362	—PLANTRONICS INC NEW	68,025	$1.3M	0.31%
363	LDELANDEC CORP	124,047	$1.3M	0.31%
364	LTHLIFEPOINT HEALTH INC	98,950	$1.3M	0.31%
365	OMFONEMAIN HLDGS INC	410,483	$1.3M	0.31%
366	NTTYYNIPPON TELEG & TEL CORP	302,452	$1.3M	0.31%
367	BCOBRINKS CO	313,723	$1.3M	0.31%
368	PCYUSDPOWERSHARES ETF TR II	33,032,921	$1.3M	0.31%
369	GISGENERAL MLS INC	13,120,170	$1.3M	0.31%	Call
370	XOPUSDSPDR SERIES TRUST	19,767,196	$1.3M	0.31%	Put
371	IWOISHARES TR	2,908,104	$1.3M	0.31%	Call
372	VISVANGUARD WORLD FDS	10,831,374	$1.3M	0.31%
373	DKDELEK US HLDGS INC	341,672	$1.3M	0.31%
374	TROWPRICE T ROWE GROUP INC	3,615,164	$1.3M	0.31%	Call
375	SJTSAN JUAN BASIN RTY TR	181,395	$1.3M	0.31%
376	—LINEAR TECHNOLOGY CORP	1,956,931	$1.3M	0.31%	Put
377	INGRINGREDION INC	285,603	$1.3M	0.31%
378	TEVATEVA PHARMACEUTICAL INDS LTD	7,239,135	$1.3M	0.30%
379	BOBEUSDBOB EVANS FARMS INC	34,519	$1.3M	0.30%
380	HOLIHOLLYSYS AUTOMATION TECHNOLO	75,367	$1.3M	0.30%
381	—REYNOLDS AMERICAN INC	16,870,993	$1.3M	0.30%	Put
382	CEOCNOOC LTD	74,750	$1.3M	0.30%
383	DVNDEVON ENERGY CORP NEW	3,814,391	$1.3M	0.30%	Put
384	VODVODAFONE GROUP PLC NEW	10,653,213	$1.3M	0.30%
385	RELXRELX PLC	4,418,316	$1.3M	0.30%
386	—CYNOSURE INC	26,787	$1.3M	0.30%
387	TSMTAIWAN SEMICONDUCTOR MFG LTD	14,116,662	$1.3M	0.30%
388	FELEFRANKLIN ELEC INC	121,950	$1.3M	0.30%
389	GRA1EURGRACE W R & CO DEL NEW	54,552	$1.3M	0.30%
390	SESPECTRA ENERGY CORP	30,808,476	$1.3M	0.30%	Call
391	DGIIDIGI INTL INC	120,457	$1.3M	0.30%
392	—WHOLE FOODS MKT INC	2,609,191	$1.3M	0.30%	Put
393	AZOAUTOZONE INC	1,065,302	$1.3M	0.30%	Put
394	—FIDUCIARY CLAYMORE MLP OPP F	982,841	$1.3M	0.30%
395	—GREAT WESTN BANCORP INC	902,537	$1.3M	0.30%
396	NWBINORTHWEST BANCSHARES INC MD	164,309	$1.3M	0.30%
397	GIIIG-III APPAREL GROUP LTD	206,099	$1.3M	0.30%
398	SDYSPDR SERIES TRUST	7,135,650	$1.3M	0.30%
399	—TESORO CORP	929,264	$1.3M	0.30%	Put
400	CP.TOCANADIAN PAC RY LTD	444,710	$1.3M	0.30%

PreviousPage 4 of 66Next