BANK OF AMERICA CORP /DE/ Q4 2016 Filing

Filed February 14, 2017

Portfolio Value

$462.3M

Holdings

6,408

Report Date

Q4 2016

Filing Type

13F-HR

All Holdings (6,408 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	AMZNAMAZON COM INC	4,101,233	$3.7M	0.80%	Put
2	EEMISHARES TR	92,135,354	$3.6M	0.78%	Put
3	MCDMCDONALDS CORP	19,363,383	$3.5M	0.76%	Put
4	DISDISNEY WALT CO	26,502,873	$3.5M	0.76%	Put
5	KOCOCA COLA CO	68,076,111	$3.3M	0.72%	Put
6	METAFACEBOOK INC	23,515,112	$3.3M	0.72%	Put
7	IBMINTERNATIONAL BUSINESS MACHS	15,750,430	$3.3M	0.71%	Put
8	HDHOME DEPOT INC	22,329,448	$3.3M	0.71%	Put
9	HPEHEWLETT PACKARD ENTERPRISE C	6,812,505	$3.0M	0.64%	Put
10	—POWERSHARES QQQ TRUST	24,931,784	$3.0M	0.64%	Put
11	GOOGLALPHABET INC	2,921,573	$2.8M	0.61%	Put
12	HONHONEYWELL INTL INC	20,042,906	$2.7M	0.59%	Put
13	LITELUMENTUM HLDGS INC	70,351	$2.7M	0.59%
14	KHCKRAFT HEINZ CO	19,994,744	$2.7M	0.59%	Put
15	CVXCHEVRON CORP NEW	23,014,636	$2.7M	0.59%	Put
16	NGVTINGEVITY CORP	75,902	$2.7M	0.57%
17	ADPAUTOMATIC DATA PROCESSING IN	20,218,638	$2.6M	0.57%	Put
18	KMIKINDER MORGAN INC DEL	24,316,332	$2.6M	0.57%	Put
19	VLOVALERO ENERGY CORP NEW	3,533,177	$2.6M	0.57%	Put
20	XLFISELECT SECTOR SPDR TR	24,284,309	$2.6M	0.56%	Put
21	PPLPPL CORP	28,204,091	$2.6M	0.56%	Put
22	XLVSELECT SECTOR SPDR TR	26,717,045	$2.5M	0.55%	Put
23	APAMARTISAN PARTNERS ASSET MGMT	655,871	$2.5M	0.55%
24	BLKCHFBLACKROCK INC	4,444,589	$2.5M	0.55%
25	CTLTEURCATALENT INC	423,169	$2.5M	0.54%
26	AEPAMERICAN ELEC PWR INC	15,967,266	$2.5M	0.54%	Put
27	IWDISHARES TR	20,583,467	$2.5M	0.54%	Call
28	XLISELECT SECTOR SPDR TR	29,982,375	$2.5M	0.54%	Put
29	WMTWAL-MART STORES INC	25,030,938	$2.5M	0.54%	Put
30	4I1PHILIP MORRIS INTL INC	26,728,482	$2.4M	0.53%	Put
31	BRK/BBERKSHIRE HATHAWAY INC DEL	11,792,964	$2.4M	0.53%	Put
32	GQ9SPDR GOLD TRUST	16,923,444	$2.4M	0.52%	Put
33	CMCSACOMCAST CORP NEW	31,919,360	$2.4M	0.52%	Put
34	MRKMERCK & CO INC	41,066,451	$2.4M	0.52%	Put
35	SSYSSTRATASYS LTD	145,610	$2.4M	0.52%
36	MEIMETHODE ELECTRS INC	128,100	$2.4M	0.52%
37	OXYOCCIDENTAL PETE CORP DEL	28,060,587	$2.4M	0.52%	Put
38	ADBEADOBE SYS INC	6,336,369	$2.4M	0.52%	Put
39	NWSNEWS CORP NEW	201,790	$2.4M	0.51%
40	TRVCCITIGROUP INC	39,731,185	$2.4M	0.51%	Put
41	XLESELECT SECTOR SPDR TR	29,316,255	$2.3M	0.51%	Put
42	GDGENERAL DYNAMICS CORP	8,718,904	$2.3M	0.51%	Put
43	MMM3M CO	13,032,014	$2.3M	0.50%	Put
44	NVRIHARSCO CORP	448,409	$2.3M	0.50%
45	HALHALLIBURTON CO	8,781,679	$2.3M	0.50%	Put
46	—MOBILEYE N V AMSTELVEEN	3,562,776	$2.3M	0.50%	Put
47	FLIRFLIR SYS INC	469,083	$2.3M	0.49%
48	SPSCSPS COMM INC	64,554	$2.3M	0.49%
49	TIPISHARES TR	15,010,058	$2.2M	0.48%
50	UTXZUNITED TECHNOLOGIES CORP	13,100,137	$2.2M	0.48%	Put
51	AAPLAPPLE INC	64,954,948	$2.2M	0.48%	Put
52	YUMYUM BRANDS INC	6,426,035	$2.2M	0.48%	Put
53	CATCATERPILLAR INC DEL	4,596,142	$2.2M	0.47%	Put
54	CVSCVS HEALTH CORP	22,013,358	$2.2M	0.47%	Put
55	HTLDHEARTLAND EXPRESS INC	159,338	$2.2M	0.47%
56	BPFHBOSTON PRIVATE FINL HLDGS IN	130,246	$2.2M	0.47%
57	LYBLYONDELLBASELL INDUSTRIES N	6,101,619	$2.2M	0.47%	Call
58	—PANDORA MEDIA INC	2,303,091	$2.1M	0.46%	Put
59	KMBKIMBERLY CLARK CORP	11,731,158	$2.1M	0.46%	Put
60	IEMGISHARES INC	50,224,195	$2.1M	0.46%
61	R6C2ROYAL DUTCH SHELL PLC	19,815,226	$2.1M	0.46%
62	PCARPACCAR INC	29,509,008	$2.1M	0.46%
63	—DEVRY ED GROUP INC	67,796	$2.1M	0.46%
64	—RESTORATION HARDWARE HLDGS I	471,944	$2.1M	0.45%	Put
65	BSVVANGUARD BD INDEX FD INC	19,548,290	$2.1M	0.45%
66	—FINISH LINE INC	110,719	$2.1M	0.45%
67	WERNWERNER ENTERPRISES INC	224,557	$2.1M	0.45%
68	TTENTOTAL S A	10,687,002	$2.1M	0.44%
69	HB6HIBBETT SPORTS INC	146,533	$2.1M	0.44%
70	BKNGPRICELINE GRP INC	409,856	$2.0M	0.44%	Put
71	IBBISHARES TR	1,992,702	$2.0M	0.44%	Put
72	—CUBIC CORP	83,888	$2.0M	0.44%
73	AAWWUSDATLAS AIR WORLDWIDE HLDGS IN	213,268	$2.0M	0.44%
74	SLBSCHLUMBERGER LTD	18,980,303	$2.0M	0.44%	Put
75	SPGSIMON PPTY GROUP INC NEW	2,628,259	$2.0M	0.43%	Put
76	GOOGALPHABET INC	2,590,420	$2.0M	0.43%	Put
77	RBCRBC BEARINGS INC	50,757	$2.0M	0.43%
78	MDRXALLSCRIPTS HEALTHCARE SOLUTN	690,396	$2.0M	0.42%
79	CSCOCISCO SYS INC	89,104,971	$2.0M	0.42%	Put
80	STAGSTAG INDL INC	152,906	$1.9M	0.42%
81	—NAVIGANT CONSULTING INC	74,079	$1.9M	0.42%
82	EXASEXACT SCIENCES CORP	287,165	$1.9M	0.42%	Put
83	FQIDIGITAL RLTY TR INC	9,835,800	$1.9M	0.42%
84	TRCOTRIBUNE MEDIA CO	54,891	$1.9M	0.42%
85	AXPAMERICAN EXPRESS CO	8,368,153	$1.9M	0.41%	Put
86	AORISHARES	6,494,632	$1.9M	0.41%
87	BIVVANGUARD BD INDEX FD INC	30,305,627	$1.9M	0.41%
88	METMETLIFE INC	34,793,777	$1.9M	0.41%	Put
89	QCOMQUALCOMM INC	29,173,913	$1.9M	0.41%	Put
90	MTXMINERALS TECHNOLOGIES INC	153,769	$1.9M	0.41%
91	DBDEUTSCHE BANK AG	48,998,684	$1.9M	0.41%	Put
92	IRBTQIROBOT CORP	32,382	$1.9M	0.41%
93	XLFSELECT SECTOR SPDR TR	78,241,390	$1.9M	0.41%	Put
94	—POWERSHARES ETF TR II	78,474	$1.9M	0.41%
95	—US ECOLOGY INC	119,988	$1.9M	0.40%
96	TMOTHERMO FISHER SCIENTIFIC INC	7,025,409	$1.9M	0.40%	Put
97	ARANTERO RES CORP	516,353	$1.9M	0.40%
98	AGIOAGIOS PHARMACEUTICALS INC	44,477	$1.9M	0.40%
99	A3IAMERISAFE INC	78,533	$1.9M	0.40%
100	FFORD MTR CO DEL	50,648,325	$1.9M	0.40%	Put

Page 1 of 65Next