SPDR SERIES TRUST

Ticker: LVLN CUSIP: 78468R424 Class: STATE STREET SPD

Note: Option positions (PUT/CALL) are excluded.

InstitutionSharesValue ($000)
BARCLAYS PLC800,000$20,184
BANK OF AMERICA CORP /DE/400,000$10,092
MORGAN STANLEY400,000$10,092
GOLDMAN SACHS GROUP INC400,000$10,092
JPMORGAN CHASE & CO320,000$8,074
ZEGA Investments, LLC9,896$250
Total (6 institutions)2,329,896$58,783