BANK OF AMERICA CORP /DE/ Q3 2016 Filing

Filed November 14, 2016

Portfolio Value

$456.2M

Holdings

6,485

Report Date

Q3 2016

Filing Type

13F-HR

All Holdings (6,485 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	MCDMCDONALDS CORP	17,891,722	$4.8M	1.05%	Put
2	AMZNAMAZON COM INC	3,895,791	$4.2M	0.92%	Put
3	METAFACEBOOK INC	24,254,085	$3.8M	0.83%	Put
4	OXYOCCIDENTAL PETE CORP DEL	25,443,502	$3.4M	0.74%	Put
5	KHCKRAFT HEINZ CO	18,869,456	$3.3M	0.71%	Put
6	TAT&T INC	77,426,804	$3.2M	0.71%	Put
7	LMTLOCKHEED MARTIN CORP	9,213,379	$3.2M	0.69%	Put
8	GQ9SPDR GOLD TRUST	25,303,528	$3.2M	0.69%	Put
9	VVISA INC	19,711,237	$3.1M	0.69%	Call
10	LIESUN LIFE FINL INC	295,775	$3.1M	0.69%
11	CVXCHEVRON CORP NEW	22,561,164	$3.1M	0.68%	Put
12	NXDRKINDRED HEALTHCARE INC	282,015	$2.9M	0.63%
13	BABAALIBABA GROUP HLDG LTD	9,190,516	$2.8M	0.62%
14	VENVENTAS INC	17,016,654	$2.8M	0.62%	Call
15	XOMEXXON MOBIL CORP	50,266,351	$2.8M	0.62%	Put
16	GOOGLALPHABET INC	2,793,145	$2.8M	0.62%	Put
17	IBMINTERNATIONAL BUSINESS MACHS	14,256,301	$2.8M	0.61%	Put
18	UNPUNION PAC CORP	16,178,878	$2.8M	0.61%	Put
19	IWDISHARES TR	21,217,104	$2.8M	0.61%
20	RYROYAL BK CDA MONTREAL QUE	1,688,369	$2.8M	0.60%	Put
21	HDHOME DEPOT INC	20,776,649	$2.7M	0.60%	Put
22	DISDISNEY WALT CO	23,831,751	$2.7M	0.60%	Put
23	—COMMUNICATIONS SALES&LEAS IN	1,694,523	$2.7M	0.59%
24	EEMISHARES TR	86,686,938	$2.6M	0.58%	Put
25	FQIDIGITAL RLTY TR INC	9,075,542	$2.6M	0.58%	Put
26	R6C2ROYAL DUTCH SHELL PLC	19,171,478	$2.6M	0.57%
27	PPLPPL CORP	25,983,320	$2.6M	0.57%	Put
28	WFCWELLS FARGO & CO NEW	55,516,251	$2.6M	0.57%	Put
29	PGPROCTER AND GAMBLE CO	154,834,407	$2.6M	0.57%	Put
30	LYBLYONDELLBASELL INDUSTRIES N	6,006,926	$2.6M	0.57%	Call
31	HTLDHEARTLAND EXPRESS INC	136,362	$2.6M	0.56%
32	BLKCHFBLACKROCK INC	4,358,124	$2.6M	0.56%
33	—PANERA BREAD CO	169,302	$2.6M	0.56%	Put
34	AZNASTRAZENECA PLC	38,716,474	$2.5M	0.56%
35	MRKMERCK & CO INC	40,383,748	$2.5M	0.55%	Put
36	4I1PHILIP MORRIS INTL INC	25,840,436	$2.5M	0.55%	Put
37	KMIKINDER MORGAN INC DEL	23,657,508	$2.5M	0.55%	Put
38	KMBKIMBERLY CLARK CORP	10,828,567	$2.5M	0.54%	Put
39	RBCRBC BEARINGS INC	32,193	$2.5M	0.54%
40	QCOMQUALCOMM INC	28,205,323	$2.5M	0.54%	Put
41	MDTMEDTRONIC PLC	18,048,386	$2.5M	0.54%	Put
42	SPGSIMON PPTY GROUP INC NEW	2,971,314	$2.4M	0.54%	Put
43	MDLZMONDELEZ INTL INC	37,647,728	$2.4M	0.53%	Put
44	XLFISELECT SECTOR SPDR TR	32,260,996	$2.4M	0.53%	Put
45	STLAFIAT CHRYSLER AUTOMOBILES N	13,657,604	$2.4M	0.52%	Put
46	GOOGALPHABET INC	2,443,643	$2.3M	0.51%	Put
47	CMCSACOMCAST CORP NEW	30,469,395	$2.3M	0.51%	Put
48	AVGOBROADCOM LTD	5,807,840	$2.3M	0.51%	Put
49	OLNOLIN CORP	808,689	$2.3M	0.50%	Put
50	WWDWOODWARD INC	408,514	$2.3M	0.50%
51	TXNTEXAS INSTRS INC	12,162,272	$2.3M	0.50%	Put
52	TMOTHERMO FISHER SCIENTIFIC INC	6,577,363	$2.3M	0.50%	Put
53	FOSLFOSSIL GROUP INC	82,182	$2.3M	0.50%
54	NKENIKE INC	13,904,558	$2.3M	0.49%	Put
55	SFSTIFEL FINL CORP	427,478	$2.3M	0.49%	Call
56	GDGENERAL DYNAMICS CORP	8,587,149	$2.2M	0.49%	Put
57	NGVTINGEVITY CORP	48,533	$2.2M	0.49%
58	OMFONEMAIN HLDGS INC	289,336	$2.2M	0.49%
59	KOCOCA COLA CO	68,313,810	$2.2M	0.48%	Put
60	—DOW CHEM CO	18,201,972	$2.2M	0.48%	Put
61	CLSCA INC	15,439,378	$2.2M	0.48%	Put
62	ALEXALEXANDER & BALDWIN INC NEW	787,409	$2.2M	0.48%
63	HYGISHARES TR	12,349,417	$2.2M	0.48%	Put
64	—AGRIUM INC	534,764	$2.2M	0.47%	Call
65	FSLRFIRST SOLAR INC	310,065	$2.2M	0.47%
66	CBCHUBB LIMITED	9,226,103	$2.2M	0.47%	Put
67	MOALTRIA GROUP INC	33,225,766	$2.2M	0.47%	Put
68	VGLTVANGUARD SCOTTSDALE FDS	149,351	$2.2M	0.47%
69	MMM3M CO	12,174,614	$2.1M	0.47%	Put
70	PCARPACCAR INC	31,560,812	$2.1M	0.47%	Put
71	CVSCVS HEALTH CORP	17,822,789	$2.1M	0.46%	Put
72	CSCOCISCO SYS INC	90,645,629	$2.1M	0.46%	Put
73	TOWNTOWNEBANK PORTSMOUTH VA	87,674	$2.1M	0.46%
74	OHIOMEGA HEALTHCARE INVS INC	1,703,261	$2.1M	0.46%
75	XLFSELECT SECTOR SPDR TR	48,875,037	$2.1M	0.46%	Put
76	EOGEOG RES INC	4,248,370	$2.1M	0.46%	Put
77	TRVTRAVELERS COMPANIES INC	5,197,212	$2.1M	0.46%	Put
78	EMREMERSON ELEC CO	6,173,684	$2.1M	0.46%	Put
79	WMTWAL-MART STORES INC	20,858,775	$2.1M	0.46%	Put
80	RIGTRANSOCEAN LTD	5,985,684	$2.1M	0.45%	Put
81	—MICROSEMI CORP	376,043	$2.1M	0.45%	Put
82	CELGCELGENE CORP	10,727,111	$2.1M	0.45%	Put
83	BRK/BBERKSHIRE HATHAWAY INC DEL	10,749,707	$2.1M	0.45%	Put
84	STAGSTAG INDL INC	125,732	$2.1M	0.45%
85	ADPAUTOMATIC DATA PROCESSING IN	19,229,431	$2.0M	0.45%	Put
86	CLDTCHATHAM LODGING TR	667,053	$2.0M	0.45%
87	CP.TOCANADIAN PAC RY LTD	345,626	$2.0M	0.44%
88	LBTYBLIBERTY GLOBAL PLC	1,527,020	$2.0M	0.44%
89	RG6ROGERS CORP	32,940	$2.0M	0.44%
90	OASEUROASIS PETE INC NEW	407,310	$2.0M	0.44%	Put
91	APAMARTISAN PARTNERS ASSET MGMT	564,353	$2.0M	0.44%
92	LRCXEURLAM RESEARCH CORP	2,421,780	$2.0M	0.44%	Put
93	JNJJOHNSON & JOHNSON	33,700,818	$2.0M	0.44%	Put
94	JDJD COM INC	4,446,049	$2.0M	0.44%
95	CROXCROCS INC	239,305	$2.0M	0.44%
96	ADSKAUTODESK INC	3,957,236	$2.0M	0.43%	Put
97	COSTCOSTCO WHSL CORP NEW	7,199,046	$2.0M	0.43%	Put
98	BBTUSDBB&T CORP	11,412,650	$2.0M	0.43%
99	WAIREURWESCO AIRCRAFT HLDGS INC	812,992	$2.0M	0.43%
100	HONHONEYWELL INTL INC	16,138,785	$2.0M	0.43%

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