BANK OF AMERICA CORP /DE/ Q4 2017 Filing

Filed February 14, 2018

Portfolio Value

$597.4M

Holdings

6,312

Report Date

Q4 2017

Filing Type

13F-HR

All Holdings (6,312 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P 500 ETF TR	65,224,511	$17.4B	2913.09%	Put
2	AAPLAPPLE INC	61,745,355	$10.4B	1748.72%	Put
3	EFAISHARES TR	130,932,229	$9.2B	1540.56%	Put
4	IVVISHARES TR	32,723,076	$8.8B	1472.38%
5	MSFTMICROSOFT CORP	93,831,984	$8.0B	1343.31%	Put
6	IWMISHARES TR	49,886,358	$7.6B	1272.82%	Put
7	IEMGISHARES INC	121,804,982	$6.9B	1159.98%
8	JPMJPMORGAN CHASE & CO	56,920,507	$6.1B	1018.66%	Put
9	VTVVANGUARD INDEX FDS	56,326,541	$6.0B	1002.16%
10	BIVVANGUARD BD INDEX FD INC	64,203,881	$5.4B	900.75%
11	VGTVANGUARD WORLD FDS	31,904,964	$5.3B	879.47%
12	VEAVANGUARD TAX MANAGED INTL FD	117,114,382	$5.3B	879.30%
13	MBBISHARES TR	47,794,450	$5.1B	852.61%
14	VOOVANGUARD INDEX FDS	20,295,430	$5.0B	833.24%
15	XLFSELECT SECTOR SPDR TR	173,788,657	$4.8B	811.72%	Put
16	JNJJOHNSON & JOHNSON	34,043,368	$4.8B	795.95%	Put
17	IWDISHARES TR	38,169,200	$4.7B	794.24%	Call
18	AQLTISHARES TR	70,310,768	$4.6B	777.57%
19	PFEPFIZER INC	125,321,862	$4.5B	759.63%	Put
20	BSVVANGUARD BD INDEX FD INC	55,417,625	$4.4B	733.59%
21	PGPROCTER AND GAMBLE CO	47,550,832	$4.4B	731.14%	Put
22	EEMISHARES TR	90,449,099	$4.3B	713.07%	Put
23	IWFISHARES TR	31,097,676	$4.2B	700.73%	Put
24	METAFACEBOOK INC	23,242,132	$4.1B	686.32%	Put
25	CSCOCISCO SYS INC	106,406,059	$4.1B	682.00%	Put
26	VUGVANGUARD INDEX FDS	28,402,881	$4.0B	668.64%
27	INTCINTEL CORP	85,876,330	$4.0B	663.38%	Put
28	XOMEXXON MOBIL CORP	45,996,189	$3.8B	643.85%	Put
29	HDHOME DEPOT INC	19,886,584	$3.8B	630.75%	Put
30	LQDISHARES TR	30,940,561	$3.8B	629.41%	Put
31	BACVERIZON COMMUNICATIONS INC	67,712,354	$3.6B	599.66%	Put
32	WFCWELLS FARGO CO NEW	56,880,811	$3.5B	577.60%	Put
33	XLYSELECT SECTOR SPDR TR	33,518,756	$3.3B	553.57%	Put
34	VWOVANGUARD INTL EQUITY INDEX F	71,353,266	$3.3B	548.23%
35	TAT&T INC	82,625,826	$3.2B	537.54%	Put
36	CVXCHEVRON CORP NEW	24,142,350	$3.0B	505.67%	Put
37	4I1PHILIP MORRIS INTL INC	28,479,161	$3.0B	503.60%	Put
38	VCITVANGUARD SCOTTSDALE FDS	33,150,582	$2.9B	484.75%
39	LMTLOCKHEED MARTIN CORP	8,866,597	$2.8B	476.40%	Put
40	KOCOCA COLA CO	61,788,766	$2.8B	474.45%	Put
41	XLVSELECT SECTOR SPDR TR	34,210,782	$2.8B	473.38%	Put
42	TXNTEXAS INSTRS INC	27,082,989	$2.8B	473.32%	Put
43	PEPPEPSICO INC	23,564,640	$2.8B	473.00%	Put
44	TRVCCITIGROUP INC	37,713,242	$2.8B	469.72%	Put
45	ADPAUTOMATIC DATA PROCESSING IN	23,415,580	$2.7B	459.17%	Put
46	HONHONEYWELL INTL INC	17,616,894	$2.7B	452.22%	Put
47	MOALTRIA GROUP INC	36,436,522	$2.6B	435.43%	Put
48	UTXZUNITED TECHNOLOGIES CORP	20,126,999	$2.6B	429.73%	Put
49	MCDMCDONALDS CORP	14,582,916	$2.5B	420.13%	Put
50	MMM3M CO	10,587,949	$2.5B	417.13%	Put
51	IJHISHARES TR	12,894,874	$2.4B	409.53%
52	XLESELECT SECTOR SPDR TR	33,225,843	$2.4B	401.87%	Put
53	WMTWAL-MART STORES INC	24,141,444	$2.4B	399.01%	Put
54	—POWERSHARES QQQ TRUST	15,104,233	$2.4B	393.79%	Put
55	UNPUNION PAC CORP	17,533,523	$2.4B	393.56%	Put
56	XLISELECT SECTOR SPDR TR	30,525,641	$2.3B	386.54%	Put
57	CMCSACOMCAST CORP NEW	57,581,286	$2.3B	386.01%	Put
58	DISDISNEY WALT CO	21,243,199	$2.3B	382.28%	Put
59	VVISA INC	20,031,457	$2.3B	382.16%	Put
60	TIPISHARES TR	19,593,280	$2.2B	374.07%
61	BRK/BBERKSHIRE HATHAWAY INC DEL	10,850,915	$2.2B	360.02%	Put
62	IBMINTERNATIONAL BUSINESS MACHS	13,901,400	$2.1B	356.99%	Put
63	AABAUSDALTABA INC	29,829,634	$2.1B	348.72%	Put
64	IEIISHARES TR	17,003,807	$2.1B	347.59%
65	AGGISHARES TR	18,974,773	$2.1B	347.21%
66	IWRISHARES TR	9,924,642	$2.1B	345.61%
67	—DOWDUPONT INC	28,858,872	$2.1B	344.03%	Put
68	MRKMERCK & CO INC	35,530,686	$2.0B	334.65%	Put
69	GEGENERAL ELECTRIC CO	105,200,127	$1.8B	307.27%	Put
70	GDGENERAL DYNAMICS CORP	8,788,850	$1.8B	299.30%	Put
71	ABBVABBVIE INC	18,377,648	$1.8B	297.49%	Put
72	BABAALIBABA GROUP HLDG LTD	10,301,169	$1.8B	297.31%
73	DDOMINION ENERGY INC	21,637,597	$1.8B	293.58%	Put
74	EZUISHARES INC	40,341,013	$1.7B	292.85%	Put
75	UNHUNITEDHEALTH GROUP INC	7,881,554	$1.7B	290.84%	Put
76	IJRISHARES TR	22,580,803	$1.7B	290.29%
77	AQLTISHARES TR	68,797,314	$1.7B	288.81%
78	VISVANGUARD WORLD FDS	11,992,388	$1.7B	285.66%
79	VFHVANGUARD WORLD FDS	23,816,932	$1.7B	279.19%
80	AMGNAMGEN INC	9,550,345	$1.7B	277.99%	Put
81	OXYOCCIDENTAL PETE CORP DEL	22,491,253	$1.7B	277.30%	Put
82	ORCLORACLE CORP	34,720,995	$1.6B	274.78%	Put
83	CCLCARNIVAL CORP	24,670,987	$1.6B	273.95%
84	VIGVANGUARD SPECIALIZED FUNDS	16,006,570	$1.6B	273.28%
85	PCYUSDPOWERSHARES ETF TR II	55,229,037	$1.6B	273.05%
86	GSGOLDMAN SACHS GROUP INC	6,344,147	$1.6B	270.53%	Put
87	AVGOBROADCOM LTD	6,246,545	$1.6B	268.61%	Put
88	TDTORONTO DOMINION BK ONT	27,355,546	$1.6B	268.23%	Call
89	XLFISELECT SECTOR SPDR TR	28,047,775	$1.6B	266.97%
90	VNQVANGUARD INDEX FDS	18,960,318	$1.6B	263.31%
91	NVDANVIDIA CORP	7,950,212	$1.5B	257.50%	Put
92	QCOMQUALCOMM INC	23,783,389	$1.5B	254.86%	Put
93	EMREMERSON ELEC CO	21,788,486	$1.5B	254.16%	Put
94	CMECME GROUP INC	10,346,215	$1.5B	252.93%	Put
95	AZNASTRAZENECA PLC	43,188,262	$1.5B	250.85%
96	METMETLIFE INC	29,517,385	$1.5B	249.80%	Put
97	R6C2ROYAL DUTCH SHELL PLC	21,826,863	$1.5B	249.49%
98	IBBISHARES TR	13,663,799	$1.5B	244.19%	Put
99	CBCHUBB LIMITED	9,964,560	$1.5B	243.73%
100	COSTCOSTCO WHSL CORP NEW	7,763,812	$1.4B	241.87%	Put

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