The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
3M CO COM COM 88579Y901 15,306 80,000 SH Call SOLE   80,000 0 0
3M CO COM COM 88579y101 53,089 277,474 SH   SOLE   277,474 0 0
ABBOTT LABS COM 002824100 8,014 180,457 SH   SOLE   180,457 0 0
ABBVIE INC COM 00287Y109 10,846 166,451 SH   SOLE   166,451 0 0
ACCENTURE PLC IRELAND SHS CLASS A COM G1151C101 13,521 112,789 SH   SOLE   112,789 0 0
ACTIVISION BLIZZARD INC COM 00507V109 3,779 75,796 SH   SOLE   75,796 0 0
ACUITY BRANDS INC COM COM 00508Y102 942 4,620 SH   SOLE   4,620 0 0
ADOBE SYS INC COM 00724F101 20,075 154,268 SH   SOLE   154,268 0 0
ADVANCE AUTO PARTS INC COM COM 00751Y106 1,143 7,709 SH   SOLE   7,709 0 0
ADVANCED MICRO DEVICES INC COM COM 007903107 1,236 84,934 SH   SOLE   84,934 0 0
AES CORP COM COM 00130H105 1,865 166,839 SH   SOLE   166,839 0 0
AETNA INC NEW COM 00817Y108 14,871 116,588 SH   SOLE   116,588 0 0
AFFILIATED MANAGERS GROUP COM COM 008252108 971 5,924 SH   SOLE   5,924 0 0
AFLAC INC COM COM 001055102 3,035 41,912 SH   SOLE   41,912 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,778 33,628 SH   SOLE   33,628 0 0
AIR PRODS & CHEMS INC COM 009158106 206,291 1,524,806 SH   SOLE   1,524,806 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1,135 19,020 SH   SOLE   19,020 0 0
ALASKA AIR GROUP INC COM COM 011659109 1,190 12,905 SH   SOLE   12,905 0 0
ALBEMARLE CORP COM COM 012653101 1,240 11,739 SH   SOLE   11,739 0 0
ALCOA INC COM COM 013817101 10,320 300,000 SH   SOLE   300,000 0 0
ALEXANDRIA REAL ESTATE EQ IN COM COM 015271109 1,027 9,296 SH   SOLE   9,296 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 21,966 181,176 SH   SOLE   181,176 0 0
ALLEGION PUB LTD CO ORD SHS COM G0176J109 753 9,951 SH   SOLE   9,951 0 0
ALLERGAN PLC COM G0177J108 8,366 35,017 SH   SOLE   35,017 0 0
ALLERGAN PLC CALL COM G0177J908 5,567 23,300 SH Call SOLE   23,300 0 0
ALLIANCE DATA SYSTEMS CORP COM COM 018581108 1,522 6,114 SH   SOLE   6,114 0 0
ALLIANT ENERGY CORP COM COM 018802108 941 23,766 SH   SOLE   23,766 0 0
ALLSTATE CORP COM COM 020002101 3,107 38,125 SH   SOLE   38,125 0 0
ALPHABET INC CAP STK CL A COM 02079K305 136,093 160,525 SH   SOLE   160,525 0 0
ALPHABET INC CAP STK CL C COM 02079K107 193,575 233,346 SH   SOLE   233,346 0 0
ALTRIA GROUP INC COM COM 02209s103 28,750 402,544 SH   SOLE   402,544 0 0
AMAZON COM INC COM 023135106 87,791 99,026 SH   SOLE   99,026 0 0
AMEREN CORP COM COM 023608102 39,651 726,340 SH   SOLE   726,340 0 0
AMERICAN AIRLS GOUP INC COM 02376R102 2,227 52,652 SH   SOLE   52,652 0 0
AMERICAN ELEC PWR INC COM COM 025537101 52,721 785,362 SH   SOLE   785,362 0 0
AMERICAN EXPRESS CO COM 025816109 23,280 294,275 SH   SOLE   294,275 0 0
AMERICAN INTL GROUP INC COM 026874784 6,068 97,195 SH   SOLE   97,195 0 0
AMERICAN INTL GROUP INC COM 026874904 2,247 36,000 SH Call SOLE   36,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 5,421 44,604 SH   SOLE   44,604 0 0
AMERICAN WTR WKS CO INC NEW COM COM 030420103 1,449 18,629 SH   SOLE   18,629 0 0
AMERIPRISE FINL INC COM COM 03076C106 2,089 16,108 SH   SOLE   16,108 0 0
AMERISOURCEBERGEN CORP COM 03073E105 1,526 17,247 SH   SOLE   17,247 0 0
AMETEK INC NEW COM COM 031100100 1,295 23,951 SH   SOLE   23,951 0 0
AMGEN INC COM 031162100 70,043 426,912 SH   SOLE   426,912 0 0
AMGEN INC COM 031162900 11,485 70,000 SH Call SOLE   70,000 0 0
AMPHENOL CORP NEW CL A COM 032095101 2,400 33,726 SH   SOLE   33,726 0 0
ANADARKO PETE CORP COM 032511107 3,620 58,384 SH   SOLE   58,384 0 0
ANADARKO PETE CORP COM 032511907 1,953 31,500 SH Call SOLE   31,500 0 0
ANALOG DEVICES INC COM 032654105 3,271 39,909 SH   SOLE   39,909 0 0
ANNALY CAP MGMT INC COM COM 035710409 1,089 98,000 SH   SOLE   98,000 0 0
ANTHEM INC COM 036752103 20,043 121,196 SH   SOLE   121,196 0 0
AON PLC SHS CL A COM G0408V102 3,257 27,441 SH   SOLE   27,441 0 0
APACHE CORP COM 037411105 2,038 39,667 SH   SOLE   39,667 0 0
APARTMENT INVT & MGMT CO CL A COM 03748R101 727 16,389 SH   SOLE   16,389 0 0
APPLE INC COM 037833100 341,830 2,379,437 SH   SOLE   2,379,437 0 0
APPLIED MATLS INC COM 038222105 4,601 118,265 SH   SOLE   118,265 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 4,910 106,647 SH   SOLE   106,647 0 0
ARCONIC INC. COM 03965L100 1,212 46,007 SH   SOLE   46,007 0 0
ASHLAND INC NEW COM COM 044209104 34,667 280,000 SH   SOLE   280,000 0 0
ASSURANT INC COM COM 04621X108 555 5,797 SH   SOLE   5,797 0 0
AT&T INC COM COM 00206R102 27,923 672,039 SH   SOLE   672,039 0 0
AUTODESK INC COM 052769106 1,858 21,489 SH   SOLE   21,489 0 0
AUTOMATIC DATA PROCESSING I COM 053015103 5,033 49,159 SH   SOLE   49,159 0 0
AUTONATION INC COM COM 05329W102 290 6,846 SH   SOLE   6,846 0 0
AUTOZONE INC COM COM 053332102 2,163 2,991 SH   SOLE   2,991 0 0
AVAGO TECHNOLOGIES LTD COM Y0486S104 9,613 43,902 SH   SOLE   43,902 0 0
AVALONBAY CMNTYS INC COM COM 053484101 2,635 14,350 SH   SOLE   14,350 0 0
AVANGRID INC COM 05351W103 2,222 52,000 SH   SOLE   52,000 0 0
AVERY DENNISON CORP COM COM 053611109 753 9,341 SH   SOLE   9,341 0 0
AVIS BUDGET GROUP COM COM 053774105 15,382 520,000 SH   SOLE   520,000 0 0
BAKER HUGHES INC COM 057224107 2,657 44,413 SH   SOLE   44,413 0 0
BALL CORP COM COM 058498106 1,358 18,292 SH   SOLE   18,292 0 0
BANK AMER CORP COM 060505104 24,698 1,046,965 SH   SOLE   1,046,965 0 0
BANK AMER CORP COM 060505904 4,388 186,000 SH Call SOLE   186,000 0 0
BANK NEW YORK MELLON CORP COM COM 064058100 5,117 108,352 SH   SOLE   108,352 0 0
BARD C R INC COM 067383109 15,796 63,557 SH   SOLE   63,557 0 0
BARRICK GOLD CORP COM 067901908 22,199 1,169,000 SH Call SOLE   1,169,000 0 0
BARRICK GOLD CORP COM COM 067901108 10,479 551,794 SH   SOLE   551,794 0 0
BARRICK GOLD CORP COM 067901958 2,849 150,000 SH Put SOLE   150,000 0 0
BAXTER INTL INC COM 071813109 2,632 50,744 SH   SOLE   50,744 0 0
BB&T CORP COM COM 054937107 3,774 84,434 SH   SOLE   84,434 0 0
BECTON DICKINSON & CO COM 075887109 4,080 22,240 SH   SOLE   22,240 0 0
BED BATH & BEYOND INC COM 075896100 619 15,684 SH   SOLE   15,684 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW COM 084670702 33,063 198,365 SH   SOLE   198,365 0 0
BEST BUY INC COM COM 086516101 2,323 47,257 SH   SOLE   47,257 0 0
BIOGEN INC COM 09062X103 13,816 50,530 SH   SOLE   50,530 0 0
BIOVERATIV INC COM COM 09075E100 28,837 529,500 SH   SOLE   529,500 0 0
BLACKROCK INC COM COM 09247X101 4,878 12,720 SH   SOLE   12,720 0 0
BLOCK H & R INC COM 093671105 503 21,616 SH   SOLE   21,616 0 0
BOEING CO COM 097023105 48,582 274,694 SH   SOLE   274,694 0 0
BORGWARNER INC COM COM 099724106 872 20,872 SH   SOLE   20,872 0 0
BOSTON PROPERTIES INC COM COM 101121101 2,125 16,051 SH   SOLE   16,051 0 0
BOSTON SCIENTIFIC CORP COM 101137107 3,541 142,382 SH   SOLE   142,382 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 9,500 174,688 SH   SOLE   174,688 0 0
BROCADE COMMUNICATIONS SYS COM 111621306 7,438 596,000 SH   SOLE   596,000 0 0
BROOKDALELIVINGCOM COM 112463104 4,540 338,066 SH   SOLE   338,066 0 0
BROWN FORMAN CORP COM 115637209 853 18,481 SH   SOLE   18,481 0 0
C H ROBINSON WORLDWIDE INC COM 12541W209 1,141 14,757 SH   SOLE   14,757 0 0
CA INC COM 12673P105 2,155 67,939 SH   SOLE   67,939 0 0
CABOT OIL & GAS CORP COM 127097103 1,187 49,637 SH   SOLE   49,637 0 0
CAMPBELL SOUP CO COM 134429109 1,155 20,186 SH   SOLE   20,186 0 0
CAPITAL ONE FINL CORP COM COM 14040H105 4,349 50,183 SH   SOLE   50,183 0 0
CARDINAL HEALTH INC COM 14149Y108 2,686 32,932 SH   SOLE   32,932 0 0
CARMAX INC COM COM 143130102 1,158 19,552 SH   SOLE   19,552 0 0
CARNIVAL PLC COM 14365C103 2,572 43,653 SH   SOLE   43,653 0 0
CATERPILLAR INC DEL COM 149123101 118,405 1,276,465 SH   SOLE   1,276,465 0 0
CAVIUM INC COM COM 14964U108 5,151 71,888 SH   SOLE   71,888 0 0
CBOE HLDGS INC COM COM 12503M108 776 9,568 SH   SOLE   9,568 0 0
CBRE GROUP INC COM 12504L109 1,093 31,411 SH   SOLE   31,411 0 0
CBS CORP NEW CL B COM 124857202 2,694 38,837 SH   SOLE   38,837 0 0
CDK GLOBAL INC COM 12508E101 9,752 150,000 SH   SOLE   150,000 0 0
CELANESE CORP DEL COM SER A COM 150870103 6,110 68,000 SH   SOLE   68,000 0 0
CELGENE CORP COM 151020104 15,086 121,243 SH   SOLE   121,243 0 0
CENTENE CORP DEL COM COM 15135B101 1,280 17,967 SH   SOLE   17,967 0 0
CENTERPOINT ENERGY INC COM COM 15189T107 33,469 1,213,968 SH   SOLE   1,213,968 0 0
CENTURYLINK INC COM COM 156700106 1,413 59,928 SH   SOLE   59,928 0 0
CERNER CORP COM COM 156782104 1,805 30,665 SH   SOLE   30,665 0 0
CF INDS HLDGS INC COM COM 125269100 714 24,327 SH   SOLE   24,327 0 0
CHARTER COMMUNICATIONS INC D CL A COM 16117M305 97,367 297,466 SH   SOLE   297,466 0 0
CHESAPEAKE ENERGY CORP COM 165167107 473 79,566 SH   SOLE   79,566 0 0
CHEVRON CORP NEW COM 166764100 44,334 412,910 SH   SOLE   412,910 0 0
CHIPOTLE MEXICAN GRILL INC COM COM 169656105 1,344 3,017 SH   SOLE   3,017 0 0
CHUBB CORP COM COM 171232101 15,486 113,657 SH   SOLE   113,657 0 0
CHURCH & DWIGHT INC COM COM 171340102 1,326 26,594 SH   SOLE   26,594 0 0
CIGNA CORPORATION COM 125509109 47,311 322,967 SH   SOLE   322,967 0 0
CIMAREX ENERGY CO COM 171798101 5,965 49,924 SH   SOLE   49,924 0 0
CINCINNATI FINL CORP COM COM 172062101 1,131 15,649 SH   SOLE   15,649 0 0
CINTAS CORP COM COM 172908105 1,138 8,993 SH   SOLE   8,993 0 0
CISCO SYS INC COM 17275R102 25,799 763,288 SH   SOLE   763,288 0 0
CITIGROUP INC COM 172967424 17,309 289,355 SH   SOLE   289,355 0 0
CITIGROUP INC COM 172967904 2,991 50,000 SH Call SOLE   50,000 0 0
CITIGROUP INC COM 172967954 35,892 600,000 SH Put SOLE   600,000 0 0
CITIZENS FINL GROUP INC COM COM 174610105 1,837 53,174 SH   SOLE   53,174 0 0
CITRIX SYS INC COM 177376100 62,972 755,151 SH   SOLE   755,151 0 0
CLOROX CO DEL COM 189054109 5,854 43,414 SH   SOLE   43,414 0 0
CLOVIS ONCOLOGY INC COM COM 189464100 8,341 131,000 SH   SOLE   131,000 0 0
CME GROUP INC COM COM 12572Q105 4,212 35,456 SH   SOLE   35,456 0 0
CMS ENERGY CORP COM COM 125896100 2,208 49,347 SH   SOLE   49,347 0 0
COACH INC COM COM 189754104 1,211 29,304 SH   SOLE   29,304 0 0
COCA COLA CO COM 191216100 63,021 1,484,953 SH   SOLE   1,484,953 0 0
COGNIZANT TECHNOLOGY SOLUTIO COM 192446102 34,381 577,644 SH   SOLE   577,644 0 0
COLGATE PALMOLIVE CO COM 194162103 26,239 358,505 SH   SOLE   358,505 0 0
COLGATE PALMOLIVE CO COM 194162953 3,660 50,000 SH Put SOLE   50,000 0 0
COMCAST CORP NEW CL A COM 20030N101 67,596 1,798,251 SH   SOLE   1,798,251 0 0
COMERICA INC COM COM 200340107 1,259 18,358 SH   SOLE   18,358 0 0
COMMERCIAL METALS CO COM COM 201723103 6,619 346,000 SH   SOLE   346,000 0 0
COMPUTER SCIENCES CORP COM 205363104 17,805 258,000 SH   SOLE   258,000 0 0
CONAGRA FOODS INC COM 205887102 5,493 136,168 SH   SOLE   136,168 0 0
CONCHO RES INC COM COM 20605P101 1,985 15,470 SH   SOLE   15,470 0 0
CONOCOPHILLIPS COM 20825C104 6,436 129,058 SH   SOLE   129,058 0 0
CONSOLIDATED EDISON INC COM COM 209115104 2,473 31,848 SH   SOLE   31,848 0 0
CONSTELLATION BRANDS INC CL A COM 21036P108 88,267 544,622 SH   SOLE   544,622 0 0
COOPERINCNEW COM 216648402 1,018 5,093 SH   SOLE   5,093 0 0
CORNING INC COM COM 219350105 2,745 101,673 SH   SOLE   101,673 0 0
COSTCO WHSL CORP NEW COM 22160K105 13,273 79,154 SH   SOLE   79,154 0 0
COSTCO WHSL CORP NEW COM 22160K955 11,738 70,000 SH Put SOLE   70,000 0 0
COTY INC COM CL A COM 222070203 892 49,224 SH   SOLE   49,224 0 0
CROWN CASTLE INTL CORP NEW COM COM 22822V101 3,554 37,632 SH   SOLE   37,632 0 0
CSRA INC COM 12650T104 469 16,009 SH   SOLE   16,009 0 0
CSX CORP COM COM 126408103 4,503 96,739 SH   SOLE   96,739 0 0
CUMMINS INC COM COM 231021106 6,223 41,160 SH   SOLE   41,160 0 0
CVS HEALTH CORP COM 126650100 8,409 107,117 SH   SOLE   107,117 0 0
D R HORTON INC COM 23331A109 30,838 925,782 SH   SOLE   925,782 0 0
DANAHER CORP DEL COM COM 235851102 19,991 233,733 SH   SOLE   233,733 0 0
DARDEN RESTAURANTS INC COM 237194105 1,084 12,961 SH   SOLE   12,961 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 1,105 16,260 SH   SOLE   16,260 0 0
DEERE & CO COM COM 244199105 36,208 332,615 SH   SOLE   332,615 0 0
DELL TECHNOLOGIES INC. COM 24703L103 64,657 1,009,009 SH   SOLE   1,009,009 0 0
DELPHI AUTOMOTIVE PLC COM G27823106 2,267 28,166 SH   SOLE   28,166 0 0
DELTA AIR LINES INC DEL COM 247361702 26,488 576,332 SH   SOLE   576,332 0 0
DENTSPLY INTL INC NEW COM 249030107 1,497 23,968 SH   SOLE   23,968 0 0
DEVON ENERGY CORP NEW COM 25179M103 2,286 54,793 SH   SOLE   54,793 0 0
DEVON ENERGY CORP NEW COM 25179M903 355 8,500 SH Call SOLE   8,500 0 0
DIGITAL RLTY TR INC COM COM 253868103 3,687 34,651 SH   SOLE   34,651 0 0
DISCOVER FINL SVCS COM COM 254709108 2,755 40,282 SH   SOLE   40,282 0 0
DISCOVERY COMMUNICATIONS NEW COM SER A COM 25470F104 464 15,953 SH   SOLE   15,953 0 0
DISCOVERY COMMUNICATIONS NEW COM SER C COM 25470F302 637 22,516 SH   SOLE   22,516 0 0
DISH NETWORK CORP CL A COM 25470M109 1,505 23,704 SH   SOLE   23,704 0 0
DISNEY WALT CO COM 254687906 2,835 25,000 SH Call SOLE   25,000 0 0
DISNEY WALT CO COM 254687106 50,460 445,017 SH   SOLE   445,017 0 0
DOLLAR GEN CORP NEW COM COM 256677105 1,852 26,556 SH   SOLE   26,556 0 0
DOLLAR TREE INC COM 256746108 1,934 24,647 SH   SOLE   24,647 0 0
DOMINION RES INC VA NEW COM COM 25746U109 5,088 65,597 SH   SOLE   65,597 0 0
DOMINOS PIZZA INC COM COM 25754A201 13,823 75,000 SH   SOLE   75,000 0 0
DOVER CORP COM COM 260003108 1,304 16,226 SH   SOLE   16,226 0 0
DOW CHEM CO COM COM 260543103 22,658 356,588 SH   SOLE   356,588 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 11,663 119,105 SH   SOLE   119,105 0 0
DTE ENERGY CO COM COM 233331107 13,349 130,728 SH   SOLE   130,728 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 24,540 305,484 SH   SOLE   305,484 0 0
DUKE ENERGY CORP NEW COM NEW COM 26441C204 7,306 89,081 SH   SOLE   89,081 0 0
DUN & BRADSTREET CORP DEL NE COM COM 26483E100 413 3,830 SH   SOLE   3,830 0 0
E TRADE FINANCIAL CORP COM NEW COM 269246401 1,001 28,701 SH   SOLE   28,701 0 0
EASTMAN CHEM CO COM COM 277432100 1,236 15,294 SH   SOLE   15,294 0 0
EATON CORP PLC SHS COM G29183103 3,481 46,951 SH   SOLE   46,951 0 0
EBAY INC COM 278642103 10,431 310,724 SH   SOLE   310,724 0 0
ECOLAB INC COM COM 278865100 3,439 27,436 SH   SOLE   27,436 0 0
EDISON INTL COM COM 281020107 2,708 34,013 SH   SOLE   34,013 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 2,086 22,172 SH   SOLE   22,172 0 0
ELECTRONIC ARTS INC COM 285512109 3,023 33,767 SH   SOLE   33,767 0 0
EMERSON ELEC CO COM COM 291011104 4,033 67,373 SH   SOLE   67,373 0 0
ENERGENCOM COM 29265N108 1,905 35,000 SH   SOLE   35,000 0 0
ENTERGY CORP NEW COM COM 29364G103 5,752 75,725 SH   SOLE   75,725 0 0
ENVISION HEALTHCARE CORPORATION COM 29414D100 752 12,258 SH   SOLE   12,258 0 0
EOG RES INC COM 26875P101 5,876 60,233 SH   SOLE   60,233 0 0
EQT CORP COM 26884L109 1,107 18,113 SH   SOLE   18,113 0 0
EQUIFAX INC COM COM 294429105 1,714 12,535 SH   SOLE   12,535 0 0
EQUINIX INC COM 29444U700 3,255 8,130 SH   SOLE   8,130 0 0
EQUITY RESIDENTIAL SH BEN INT COM 29476L107 2,385 38,325 SH   SOLE   38,325 0 0
ESSEX PPTY TR INC COM COM 297178105 1,584 6,842 SH   SOLE   6,842 0 0
EVERSOURCE ENERGY COM COM 30040W108 3,649 62,087 SH   SOLE   62,087 0 0
EXELIXIS INC COM COM 30161Q104 3,554 164,000 SH   SOLE   164,000 0 0
EXELON CORP COM COM 30161N101 18,773 521,750 SH   SOLE   521,750 0 0
EXPEDIA INC DEL COM 30212P303 1,588 12,589 SH   SOLE   12,589 0 0
EXPEDITORS INTL WASH INC COM 302130109 1,063 18,824 SH   SOLE   18,824 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 16,110 244,424 SH   SOLE   244,424 0 0
EXTRA SPACE STORAGE INC COM COM 30225T102 978 13,144 SH   SOLE   13,144 0 0
EXXON MOBIL CORP COM 30231G102 74,977 914,246 SH   SOLE   914,246 0 0
EXXON MOBIL CORP COM 30231G902 16,402 200,000 SH Call SOLE   200,000 0 0
F M C CORP COM NEW COM 302491303 973 13,975 SH   SOLE   13,975 0 0
F5 NETWORKS INC COM COM 315616102 1,016 7,129 SH   SOLE   7,129 0 0
FACEBOOK INC CL A COM 30303M102 95,987 675,727 SH   SOLE   675,727 0 0
FASTENAL CO COM 311900104 1,556 30,206 SH   SOLE   30,206 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW COM 313747206 4,210 31,535 SH   SOLE   31,535 0 0
FEDEX CORP COM COM 31428X106 4,993 25,587 SH   SOLE   25,587 0 0
FIDELITY NATL INFORMATION SV COM COM 31620M106 2,868 36,022 SH   SOLE   36,022 0 0
FIFTH THIRD BANCORP COM 316773900 1,778 70,000 SH Call SOLE   70,000 0 0
FIFTH THIRD BANCORP COM COM 316773100 1,991 78,371 SH   SOLE   78,371 0 0
FIRST DATA CORP COM 32008D106 16,275 1,050,000 SH   SOLE   1,050,000 0 0
FIRSTENERGY CORP COM COM 337932107 26,990 848,205 SH   SOLE   848,205 0 0
FISERV INC COM 337738108 2,712 23,518 SH   SOLE   23,518 0 0
FLIR SYS INC COM COM 302445101 544 15,007 SH   SOLE   15,007 0 0
FLOWSERVE CORP COM COM 34354P105 660 13,638 SH   SOLE   13,638 0 0
FLUOR CORP NEW COM COM 343412102 766 14,555 SH   SOLE   14,555 0 0
FMC TECHNOLOGIES INC COM 30249U101 1,583 48,722 SH   SOLE   48,722 0 0
FOOT LOCKER INC COM COM 344849104 1,034 13,826 SH   SOLE   13,826 0 0
FORD MTR CO DEL COM COM 345370860 12,893 1,107,643 SH   SOLE   1,107,643 0 0
FORTINET INC COM COM 34959E109 767 20,000 SH   SOLE   20,000 0 0
FORTIVE CORP COM 34959J108 18,755 311,440 SH   SOLE   311,440 0 0
FORTUNE BRANDS HOME & SEC IN COM COM 34964C106 973 15,989 SH   SOLE   15,989 0 0
FRANKLIN RES INC COM COM 354613101 1,517 35,998 SH   SOLE   35,998 0 0
FREEPORT-MCMORAN INC CL B COM 35671D857 1,855 138,882 SH   SOLE   138,882 0 0
GALLAGHER ARTHUR J & CO COM COM 363576109 1,055 18,662 SH   SOLE   18,662 0 0
GAP INC DEL COM COM 364760108 556 22,891 SH   SOLE   22,891 0 0
GARMIN LTD COM H2906T109 614 12,019 SH   SOLE   12,019 0 0
GENERAL DYNAMICS CORP COM COM 369550108 23,887 127,604 SH   SOLE   127,604 0 0
GENERAL ELECTRIC CO COM 369604103 63,344 2,125,621 SH   SOLE   2,125,621 0 0
GENERAL ELECTRIC CO COM 369604903 8,493 285,000 SH Call SOLE   285,000 0 0
GENERAL GROWTH PPTYS INC NEW COM COM 370023103 1,414 60,981 SH   SOLE   60,981 0 0
GENERAL MLS INC COM 370334104 10,656 180,572 SH   SOLE   180,572 0 0
GENERAL MTRS CO COM 37045V100 9,277 262,355 SH   SOLE   262,355 0 0
GENUINE PARTS CO COM COM 372460105 1,431 15,486 SH   SOLE   15,486 0 0
GILEAD SCIENCES INC COM 375558103 89,842 1,322,769 SH   SOLE   1,322,769 0 0
GLOBAL PMTS INC COM COM 37940x102 7,800 96,683 SH   SOLE   96,683 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 58,323 253,888 SH   SOLE   253,888 0 0
GOODYEAR TIRE & RUBR CO COM COM 382550101 946 26,271 SH   SOLE   26,271 0 0
GRAINGER W W INC COM COM 384802104 1,311 5,634 SH   SOLE   5,634 0 0
GREATENERGYCOM COM 391164100 15,592 533,618 SH   SOLE   533,618 0 0
HALLIBURTON CO COM 406216101 4,456 90,546 SH   SOLE   90,546 0 0
HANESBRANDS INC COM COM 410345102 821 39,549 SH   SOLE   39,549 0 0
HARLEY DAVIDSON INC COM COM 412822108 1,113 18,397 SH   SOLE   18,397 0 0
HARRIS CORP DEL COM COM 413875105 1,518 13,642 SH   SOLE   13,642 0 0
HARTFORD FINL SVCS GROUP INC COM COM 416515104 1,877 39,037 SH   SOLE   39,037 0 0
HASBRO INC COM COM 418056107 1,166 11,682 SH   SOLE   11,682 0 0
HCA HOLDINGS INC COM 40412C101 20,482 230,162 SH   SOLE   230,162 0 0
HCA HOLDINGS INC COM 40412C901 13,651 153,400 SH Call SOLE   153,400 0 0
HCP INC COM COM 40414l109 1,529 48,892 SH   SOLE   48,892 0 0
HDHLDGSCOM COM 40416M105 12,338 300,000 SH   SOLE   300,000 0 0
HECLA MNG CO COM COM 422704106 323 61,089 SH   SOLE   61,089 0 0
HELMERICH & PAYNE INC COM 423452101 755 11,334 SH   SOLE   11,334 0 0
HERSHEY CO COM 427866108 7,601 69,578 SH   SOLE   69,578 0 0
HESS CORP COM 42809H107 1,355 28,104 SH   SOLE   28,104 0 0
HEWLETT PACKARD ENTERPRISE C COM COM 42824C109 84,619 3,570,437 SH   SOLE   3,570,437 0 0
HOLOGIC INC COM COM 436440101 9,751 229,156 SH   SOLE   229,156 0 0
HOME DEPOT INC COM 437076902 25,695 175,000 SH Call SOLE   175,000 0 0
HOME DEPOT INC COM 437076102 72,304 492,431 SH   SOLE   492,431 0 0
HONEYWELL INTL INC COM COM 438516106 71,342 571,331 SH   SOLE   571,331 0 0
HORMEL FOODS CORP COM 440452100 976 28,176 SH   SOLE   28,176 0 0
HOST HOTELS & RESORTS INC COM COM 44107p104 1,441 77,220 SH   SOLE   77,220 0 0
HP INC COM COM 40434L105 3,317 185,540 SH   SOLE   185,540 0 0
HUMANA INC COM 444859102 3,217 15,604 SH   SOLE   15,604 0 0
HUNT J B TRANS SVCS INC COM COM 445658107 830 9,049 SH   SOLE   9,049 0 0
HUNTINGTON BANCSHARES INC COM COM 446150104 2,416 180,424 SH   SOLE   180,424 0 0
HUNTINGTONINDSCOM COM 446413106 5,607 28,000 SH   SOLE   28,000 0 0
HUNTSMAN CORPORATION COM 447011017 19,828 808,000 SH   SOLE   808,000 0 0
IDEXX LABS INC COM COM 45168D104 1,420 9,185 SH   SOLE   9,185 0 0
ILLINOIS TOOL WKS INC COM COM 452308109 4,314 32,564 SH   SOLE   32,564 0 0
ILLUMINA INC COM 452327109 2,607 15,278 SH   SOLE   15,278 0 0
INCYTE CORP COM 45337C102 38,949 291,382 SH   SOLE   291,382 0 0
INGERSOLL-RAND PLC COM G47791101 2,205 27,110 SH   SOLE   27,110 0 0
INGREDIONCOM COM 457187102 18,396 152,753 SH   SOLE   152,753 0 0
INTEL CORP COM 458140100 26,426 732,639 SH   SOLE   732,639 0 0
INTERCONTINENTAL EXCHANGE IN COM COM 45866F104 3,724 62,204 SH   SOLE   62,204 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 53,837 309,158 SH   SOLE   309,158 0 0
INTERNATIONAL FLAVORS&FRAGRA COM COM 459506101 1,094 8,258 SH   SOLE   8,258 0 0
INTERPUBLIC GROUP COS INC COM COM 460690100 9,116 371,003 SH   SOLE   371,003 0 0
INTL PAPER CO COM 460146103 2,181 42,950 SH   SOLE   42,950 0 0
INTUIT COM 461202103 3,086 26,608 SH   SOLE   26,608 0 0
INTUITIVE SURGICAL INC COM 46120E602 2,929 3,822 SH   SOLE   3,822 0 0
INVESCO LTD SHS COM G491BT108 1,292 42,165 SH   SOLE   42,165 0 0
IRON MTN INC NEW COM COM 46284V101 914 25,634 SH   SOLE   25,634 0 0
ISHARES SILVER TRUST COM 46428Q909 894 51,800 SH Call SOLE   51,800 0 0
ISHARES TR IBOXX INV CP ETF COM 464287242 47,164 400,000 SH   SOLE   400,000 0 0
ISHARES TR MSCI EAFE ETF COM 464287465 18,277 293,417 SH   SOLE   293,417 0 0
ISHARES TR MSCI EAFE ETF COM 464287905 28,031 450,000 SH Call SOLE   450,000 0 0
ISHARES TR MSCI EAFE ETF COM 464287955 32,335 519,100 SH Put SOLE   519,100 0 0
ISHARES TR MSCI EMG MKT ETF COM 464287904 23,634 600,000 SH Call SOLE   600,000 0 0
ISHARES TR MSCI EMG MKT ETF COM 464287954 35,451 900,000 SH Put SOLE   900,000 0 0
JACOBS ENGR GROUP INC DEL COM COM 469814107 698 12,629 SH   SOLE   12,629 0 0
JETBLUE AIRWAYS CORP COM 477143101 11,480 557,000 SH   SOLE   557,000 0 0
JOHNSON & JOHNSON COM 478160104 117,727 945,215 SH   SOLE   945,215 0 0
JOHNSON CTLS INC COM 478366107 4,128 98,014 SH   SOLE   98,014 0 0
JPMORGAN CHASE & CO COM 46625H900 17,568 200,000 SH Call SOLE   200,000 0 0
JPMORGAN CHASE & CO COM 46625H100 69,548 791,753 SH   SOLE   791,753 0 0
JUNIPER NETWORKS INC COM 48203R104 1,167 41,945 SH   SOLE   41,945 0 0
KANSAS CITY SOUTHERN COM NEW COM 485170302 955 11,138 SH   SOLE   11,138 0 0
KELLOGG CO COM 487836108 9,178 126,406 SH   SOLE   126,406 0 0
KEYCORP NEW COM COM 493267108 1,991 111,992 SH   SOLE   111,992 0 0
KIMBERLY CLARK CORP COM 494368103 4,892 37,164 SH   SOLE   37,164 0 0
KIMCO RLTY CORP COM COM 49446r109 982 44,437 SH   SOLE   44,437 0 0
KINDER MORGAN INC DEL COM 49456B101 20,664 950,518 SH   SOLE   950,518 0 0
KLA-TENCOR CORP COM 482480100 1,634 17,188 SH   SOLE   17,188 0 0
KOHLS CORP COM COM 500255104 734 18,448 SH   SOLE   18,448 0 0
KRAFT HEINZ CO COM 500754106 31,992 352,301 SH   SOLE   352,301 0 0
KROGER CO COM 501044101 8,891 301,499 SH   SOLE   301,499 0 0
L BRANDS INC COM COM 501797104 1,182 25,102 SH   SOLE   25,102 0 0
L-3 COMMUNICATIONS HLDGS INC COM COM 502424104 14,895 90,117 SH   SOLE   90,117 0 0
LABORATORY CORP AMER HLDGS COM 50540R409 23,051 160,665 SH   SOLE   160,665 0 0
LAM RESEARCH CORP COM 512807108 2,294 17,871 SH   SOLE   17,871 0 0
LAUDER ESTEE COS INC COM 518439104 1,968 23,207 SH   SOLE   23,207 0 0
LEGGETT & PLATT INC COM COM 524660107 703 13,978 SH   SOLE   13,978 0 0
LENNAR CORP CL A COM 526057104 1,086 21,218 SH   SOLE   21,218 0 0
LEUCADIA NATL CORP COM COM 527288104 879 33,812 SH   SOLE   33,812 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW COM 52729n308 13,277 232,037 SH   SOLE   232,037 0 0
LIBERTY INTERACTIVE CORP COM 53071M104 1,664 83,130 SH   SOLE   83,130 0 0
LILLY ELI & CO COM 532457108 8,528 101,392 SH   SOLE   101,392 0 0
LINCOLN NATL CORP IND COM COM 534187109 1,540 23,525 SH   SOLE   23,525 0 0
LKQ CORP COM COM 501889208 941 32,166 SH   SOLE   32,166 0 0
LOCKHEED MARTIN CORP COM COM 539830109 6,977 26,071 SH   SOLE   26,071 0 0
LOEWS CORP COM COM 540424108 1,347 28,811 SH   SOLE   28,811 0 0
LOGMEIN INC COM COM 54142L109 6,501 66,675 SH   SOLE   66,675 0 0
LOWES COS INC COM COM 548661107 41,678 506,964 SH   SOLE   506,964 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - COM N53745100 11,534 126,478 SH   SOLE   126,478 0 0
M & T BK CORP COM COM 55261f104 2,494 16,118 SH   SOLE   16,118 0 0
MACERICH CO COM COM 554382101 812 12,614 SH   SOLE   12,614 0 0
MACQUARIECOR COM COM 55608B105 14,666 182,000 SH   SOLE   182,000 0 0
MACYS INC COM COM 55616p104 942 31,769 SH   SOLE   31,769 0 0
MALLINCKRODT PUB LTD CO COM G5785G107 488 10,947 SH   SOLE   10,947 0 0
MARATHON OIL CORP COM 565849906 1,010 63,900 SH Call SOLE   63,900 0 0
MARATHON OIL CORP COM 565849106 1,398 88,465 SH   SOLE   88,465 0 0
MARATHON PETE CORP COM 56585A102 84,275 1,667,482 SH   SOLE   1,667,482 0 0
MARKEL CORP COM COM 570535104 1,952 2,000 SH   SOLE   2,000 0 0
MARKET VECTORS ETF TR GOLD MINER ETF COM 57060U900 24,425 1,070,800 SH Call SOLE   1,070,800 0 0
MARRIOTT INTL INC NEW CL A COM 571903202 3,094 32,856 SH   SOLE   32,856 0 0
MARSH & MCLENNAN COS INC COM COM 571748102 3,973 53,773 SH   SOLE   53,773 0 0
MARTIN MARIETTA MATLS INC COM COM 573284106 1,440 6,600 SH   SOLE   6,600 0 0
MASCO CORP COM COM 574599106 13,033 383,446 SH   SOLE   383,446 0 0
MASTERCARD INC CL A COM 57636q104 11,599 103,126 SH   SOLE   103,126 0 0
MATTELL INC COM 577081102 916 35,763 SH   SOLE   35,763 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 16,141 359,000 SH   SOLE   359,000 0 0
MCCORMICK & CO INC COM NON VTG COM 579780206 1,645 16,867 SH   SOLE   16,867 0 0
MCDONALDS CORP COM 580135901 11,769 90,800 SH Call SOLE   90,800 0 0
MCDONALDS CORP COM COM 580135101 58,421 450,743 SH   SOLE   450,743 0 0
MCKESSON CORP COM 58155Q103 10,799 72,836 SH   SOLE   72,836 0 0
MCKESSON CORP COM 58155Q903 593 4,000 SH Call SOLE   4,000 0 0
MEAD JOHNSON NUTRITION CO COM COM 582839106 5,182 58,173 SH   SOLE   58,173 0 0
MEDTRONIC PLC COM G5960L103 11,517 142,961 SH   SOLE   142,961 0 0
MERCK & CO INC NEW COM 58933Y105 104,963 1,651,923 SH   SOLE   1,651,923 0 0
METLIFE INC COM COM 59156R108 5,998 113,555 SH   SOLE   113,555 0 0
METTLER TOLEDO INTERNATIONAL COM COM 592688105 1,295 2,705 SH   SOLE   2,705 0 0
MICHAEL KORS HLDGS LTD SHS COM G60754101 646 16,949 SH   SOLE   16,949 0 0
MICROCHIP TECHNOLOGY INC COM COM 595017104 1,752 23,751 SH   SOLE   23,751 0 0
MICRON TECHONOLOGY INC COM 595112103 3,284 113,637 SH   SOLE   113,637 0 0
MICROSOFT CORP COM 594918904 13,172 200,000 SH Call SOLE   200,000 0 0
MICROSOFT CORP COM 594918104 218,665 3,320,148 SH   SOLE   3,320,148 0 0
MID-AMERCMNTYSCOM COM 59522J103 1,207 11,859 SH   SOLE   11,859 0 0
MOHAWK INDS INC COM COM 608190104 1,514 6,599 SH   SOLE   6,599 0 0
MOLSON COORS BREWING CO CL B COM 60871R209 30,555 319,250 SH   SOLE   319,250 0 0
MONDELEZ INTL CIN CL A COM 609207105 80,104 1,859,427 SH   SOLE   1,859,427 0 0
MONSANTO CO NEW COM COM 61166W101 43,333 382,800 SH   SOLE   382,800 0 0
MONSTER BEVERAGE CORP NEW COM 61174X959 1,888 40,900 SH Put SOLE   40,900 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 21,382 463,123 SH   SOLE   463,123 0 0
MOODYS CORP COM COM 615369105 1,940 17,318 SH   SOLE   17,318 0 0
MORGAN STANLEY COM NEW COM 617446448 6,430 150,087 SH   SOLE   150,087 0 0
MOSAIC CO NEW COM COM 61945C103 1,068 36,593 SH   SOLE   36,593 0 0
MOTOROLA SOLUTIONS INC COM NEW COM 620076307 1,559 18,085 SH   SOLE   18,085 0 0
MURPHY OIL CORP COM 626717102 484 16,917 SH   SOLE   16,917 0 0
MYLAN N V COM N59465109 24,919 639,111 SH   SOLE   639,111 0 0
NASDAQ INC COM COM 631103108 835 12,022 SH   SOLE   12,022 0 0
NATIONAL OILWELL VARCO INC COM 637071101 1,586 39,549 SH   SOLE   39,549 0 0
NAVIENT CORP COM COM 63938C108 449 30,387 SH   SOLE   30,387 0 0
NETAPP INC COM 64110D104 1,245 29,748 SH   SOLE   29,748 0 0
NETFLIX INC COM 64110L106 6,643 44,946 SH   SOLE   44,946 0 0
NEWELL RUBBERMAID INC COM COM 651229106 35,867 760,386 SH   SOLE   760,386 0 0
NEWFIELD EXPL CO COM 651290108 767 20,788 SH   SOLE   20,788 0 0
NEWMONT MINING CORP COM COM 651639106 3,253 98,693 SH   SOLE   98,693 0 0
NEWS CORP NEW CL A COM 65249B109 518 39,870 SH   SOLE   39,870 0 0
NEWS CORP NEW CL B COM 65249B208 169 12,524 SH   SOLE   12,524 0 0
NEXTERA ENERGY INC COM COM 65339F101 6,305 49,115 SH   SOLE   49,115 0 0
NIELSEN HLDGS PLC SHS EUR ADDED COM G6518l108 1,449 35,087 SH   SOLE   35,087 0 0
NIKE INC CL B COM 654106103 19,706 353,604 SH   SOLE   353,604 0 0
NISOURCE INC COM COM 65473P105 1,565 65,781 SH   SOLE   65,781 0 0
NOBLE ENERGY INC COM 655044105 1,562 45,476 SH   SOLE   45,476 0 0
NORDSTROM INC COM COM 655664100 554 11,888 SH   SOLE   11,888 0 0
NORFOLK SOUTHERN CORP COM COM 655844108 9,499 84,835 SH   SOLE   84,835 0 0
NORTHERN TR CORP COM COM 665859104 1,945 22,461 SH   SOLE   22,461 0 0
NORTHROP GRUMMAN CORP COM COM 666807102 87,344 367,238 SH   SOLE   367,238 0 0
NRG ENERGY INC COM NEW COM 629377508 16,831 900,066 SH   SOLE   900,066 0 0
NUCOR CORP COM COM 670346105 1,988 33,287 SH   SOLE   33,287 0 0
NVIDIA CORP COM COM 67066G104 12,474 114,514 SH   SOLE   114,514 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 2,580 9,561 SH   SOLE   9,561 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 5,057 79,813 SH   SOLE   79,813 0 0
OMNICOM GROUP INC COM COM 681919106 2,111 24,481 SH   SOLE   24,481 0 0
ONEOK INC NEW COM 682680103 1,219 21,992 SH   SOLE   21,992 0 0
ORACLE CORP COM COM 68389X105 14,634 328,038 SH   SOLE   328,038 0 0
OSHKOSH CORP COM COM 688239201 10,083 147,000 SH   SOLE   147,000 0 0
PACCAR INC COM 693718108 2,463 36,649 SH   SOLE   36,649 0 0
PARKER HANNIFIN CORP COM COM 701094104 2,229 13,902 SH   SOLE   13,902 0 0
PATTERSON COMPANIES INC COM 703395103 389 8,597 SH   SOLE   8,597 0 0
PAYCHEX INC COM 704326107 2,061 34,996 SH   SOLE   34,996 0 0
PAYPAL HLDGS INC COM 70450Y103 5,291 122,989 SH   SOLE   122,989 0 0
PENTAIR PLC SHS COM G7S00T104 1,096 17,455 SH   SOLE   17,455 0 0
PEOPLES UNITED FINANCIAL INC COM COM 712704105 653 35,886 SH   SOLE   35,886 0 0
PEPSICO INC COM COM 713448108 23,383 209,036 SH   SOLE   209,036 0 0
PERKINELMER INC COM 714046109 666 11,474 SH   SOLE   11,474 0 0
PERRIGO CO PLC COM G97822103 993 14,961 SH   SOLE   14,961 0 0
PFIZER INC COM 717081103 419,181 12,253,162 SH   SOLE   12,253,162 0 0
PG&E CORP COM COM 69331C108 19,308 290,954 SH   SOLE   290,954 0 0
PHILIP MORRIS INTL INC COM 718172109 18,294 162,038 SH   SOLE   162,038 0 0
PHILLIPS 66 COM 718546104 8,851 111,723 SH   SOLE   111,723 0 0
PINNACLE FOODS INC DEL COM COM 72348P104 12,269 212,008 SH   SOLE   212,008 0 0
PINNACLE WEST CAP CORP COM COM 723484101 969 11,621 SH   SOLE   11,621 0 0
PIONEER NAT RES CO COM 723787107 3,305 17,746 SH   SOLE   17,746 0 0
PNC FINL SVCS GROUP INC COM COM 693475105 6,102 50,751 SH   SOLE   50,751 0 0
PPG INDS INC COM COM 693506107 2,820 26,834 SH   SOLE   26,834 0 0
PPL CORP COM COM 69351T106 20,414 545,987 SH   SOLE   545,987 0 0
PRAXAIR INC COM COM 74005P104 3,533 29,785 SH   SOLE   29,785 0 0
PRICE T ROWE GROUP INC COM 74144T908 1,513 22,200 SH Call SOLE   22,200 0 0
PRICE T ROWE GROUP INC COM COM 74144T108 1,731 25,403 SH   SOLE   25,403 0 0
PRICELINE GRP INC COM 741503403 48,330 27,152 SH   SOLE   27,152 0 0
PRINCIPAL FINL GROUP INC COM COM 74251V102 1,761 27,907 SH   SOLE   27,907 0 0
PROCTER & GAMBLE CO COM COM 742718909 1,977 22,000 SH Call SOLE   22,000 0 0
PROCTER & GAMBLE CO COM COM 742718109 79,265 882,190 SH   SOLE   882,190 0 0
PROGRESSIVE CORP OHIO COM COM 743315103 29,802 760,635 SH   SOLE   760,635 0 0
PROLOGIS INC COM COM 74340W103 2,869 55,298 SH   SOLE   55,298 0 0
PRUDENTIAL FINL INC COM COM 744320102 4,791 44,913 SH   SOLE   44,913 0 0
PUBLIC STORAGE COM 74460D109 3,416 15,604 SH   SOLE   15,604 0 0
PUBLIC SVC ENTERPRISE GROUP COM COM 744573106 52,963 1,194,205 SH   SOLE   1,194,205 0 0
PULTE GROUP INC COM COM 745867101 7,768 329,864 SH   SOLE   329,864 0 0
PVH CORP COM COM 693656100 18,084 174,776 SH   SOLE   174,776 0 0
QEPINC COM COM 74733V100 6,762 532,000 SH   SOLE   532,000 0 0
QORVO INC COM COM 74736K101 951 13,873 SH   SOLE   13,873 0 0
QUALCOMM INC COM 747525103 17,871 311,667 SH   SOLE   311,667 0 0
QUANTA SVCS INC COM COM 74762E102 8,379 225,798 SH   SOLE   225,798 0 0
QUEST DIAGNOSTICS INC COM 74834L100 1,410 14,363 SH   SOLE   14,363 0 0
R.R. DONNELLEY & SONS COMPANY COM 257867200 6,634 547,795 SH   SOLE   547,795 0 0
RALPH LAUREN CORP CL A COM 751212101 481 5,894 SH   SOLE   5,894 0 0
RANGE RES CORP COM 75281A109 571 19,633 SH   SOLE   19,633 0 0
RAYMOND JAMES FINANCIAL INC COM COM 754730109 1,018 13,343 SH   SOLE   13,343 0 0
RAYTHEON CO COM NEW COM 755111507 4,663 30,579 SH   SOLE   30,579 0 0
REALTY INCOME CORP COM COM 756109104 3,175 53,331 SH   SOLE   53,331 0 0
RED HAT INC COM COM 756577102 1,692 19,565 SH   SOLE   19,565 0 0
REGENCY CTRS CORP COM COM 758849103 1,013 15,256 SH   SOLE   15,256 0 0
REGENERON PHARMACEUTICALS COM 75886F107 18,425 47,547 SH   SOLE   47,547 0 0
REGIONS FINL CORP NEW COM COM 7591EP100 1,829 125,856 SH   SOLE   125,856 0 0
REPUBLIC SVCS INC COM COM 760759100 1,513 24,083 SH   SOLE   24,083 0 0
REYNOLDS AMERICAN INC COM COM 761713106 179,253 2,844,388 SH   SOLE   2,844,388 0 0
ROBERT HALF INTL INC COM COM 770323103 651 13,336 SH   SOLE   13,336 0 0
ROCKWELL AUTOMATION INC COM COM 773903109 2,093 13,442 SH   SOLE   13,442 0 0
ROCKWELL COLLINS INC COM COM 774341101 1,327 13,662 SH   SOLE   13,662 0 0
ROPER TECHNOLOGIES INC COM COM 776696106 2,195 10,632 SH   SOLE   10,632 0 0
ROSS STORES INC COM 778296103 5,084 77,187 SH   SOLE   77,187 0 0
ROYAL CARIBBEAN CRUISES LTD COM COM V7780t103 1,715 17,483 SH   SOLE   17,483 0 0
RYDER SYS INC COM COM 783549108 421 5,581 SH   SOLE   5,581 0 0
S&P GLOBAL INC COM 78409V104 3,527 26,980 SH   SOLE   26,980 0 0
SALESFORCE COM INC COM COM 79466L302 5,916 71,717 SH   SOLE   71,717 0 0
SCANA CORP NEW COM COM 80589M102 3,132 47,923 SH   SOLE   47,923 0 0
SCHEIN HENRY INC COM 806407102 1,406 8,270 SH   SOLE   8,270 0 0
SCHLUMBERGER LTD COM 806857108 67,603 865,590 SH   SOLE   865,590 0 0
SCHWAB CHARLES CORP NEW COM COM 808513105 5,178 126,872 SH   SOLE   126,872 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM COM 811065101 783 9,997 SH   SOLE   9,997 0 0
SEAGATE TECHNOLOGY PLC COM G7945M107 1,490 32,447 SH   SOLE   32,447 0 0
SEALED AIR CORP NEW COM COM 81211k100 880 20,189 SH   SOLE   20,189 0 0
SELECT SECTOR SPDR TR COM 81369Y605 8,469 356,902 SH   SOLE   356,902 0 0
SELECT SECTOR SPDR TR COM 81369Y904 35,783 550,000 SH Call SOLE   550,000 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY COM 81369Y506 1,397 19,988 SH   SOLE   19,988 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY COM 81369Y906 1,132 16,200 SH Put SOLE   16,200 0 0
SELECT SECTOR SPDR TR SBI INT-FINL COM 81369Y955 19,274 812,200 SH Put SOLE   812,200 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS COM 81369Y886 410,480 8,000,000 SH   SOLE   8,000,000 0 0
SELECT SECTOR SPDR TR SBI MATERIALS COM 81369Y100 52,410 1,000,000 SH   SOLE   1,000,000 0 0
SELECTSPDRSBISTPLS COM 81369Y308 163,740 3,000,000 SH   SOLE   3,000,000 0 0
SEMPRA ENERGY COM COM 816851109 2,893 26,182 SH   SOLE   26,182 0 0
SHERWIN WILLIAMS CO COM COM 824348106 2,628 8,471 SH   SOLE   8,471 0 0
SIGNET JEWELERS LIMITED SHS COM G81276100 502 7,251 SH   SOLE   7,251 0 0
SIMON PPTY GROUP INC NEW COM 828806109 5,747 33,407 SH   SOLE   33,407 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,985 20,264 SH   SOLE   20,264 0 0
SL GREEN RLTY CORP COM COM 78440X101 1,118 10,486 SH   SOLE   10,486 0 0
SMUCKER J M CO COM NEW COM 832696405 1,596 12,173 SH   SOLE   12,173 0 0
SNAP ON INC COM COM 833034101 1,023 6,066 SH   SOLE   6,066 0 0
SNYDERS-LANCE INC COM COM 833551104 1,885 46,772 SH   SOLE   46,772 0 0
SOUTHERN CO COM COM 842587107 22,426 450,504 SH   SOLE   450,504 0 0
SOUTHWEST AIRLS CO COM COM 844741108 3,455 64,272 SH   SOLE   64,272 0 0
SOUTHWESTERN ENERGY CO COM 845467109 432 52,829 SH   SOLE   52,829 0 0
SPDR S&P 500 ETF TR COM 78462F103 1,650,180 7,000,000 SH   SOLE   7,000,000 0 0
SPDR S&P 500 ETF TR COM 78462F903 13,060 55,400 SH Call SOLE   55,400 0 0
SPDR S&P 500 ETF TR COM 78462F953 911,418 3,866,200 SH Put SOLE   3,866,200 0 0
SPDR SERIES TRUST COM 78464A958 3,823 70,000 SH Put SOLE   70,000 0 0
SPDR SERIES TRUST COM 78464A955 2,434 80,000 SH Put SOLE   80,000 0 0
SPDR SERIES TRUST S&P OILGAS EXP COM 78464A730 23,853 637,097 SH   SOLE   637,097 0 0
SPDR SERIES TRUST S&P OILGAS EXP COM 78464A950 25,250 674,400 SH Put SOLE   674,400 0 0
SPDRTRUSTMETALS MNG COM 78464A755 1,537 50,525 SH   SOLE   50,525 0 0
SPECTRUMHLDGSCOM COM 84763R101 12,719 91,500 SH   SOLE   91,500 0 0
SPIRITHLDGSCOMA COM 848574109 19,287 333,000 SH   SOLE   333,000 0 0
STANLEY BLACK & DECKER INC COM COM 854502101 2,119 15,948 SH   SOLE   15,948 0 0
STAPLES INC COM COM 855030102 596 67,938 SH   SOLE   67,938 0 0
STARBUCKS CORP COM 855244109 8,887 152,207 SH   SOLE   152,207 0 0
STATE STR CORP COM COM 857477103 2,986 37,509 SH   SOLE   37,509 0 0
STERICYCLE INC COM 858912108 735 8,868 SH   SOLE   8,868 0 0
STRYKER CORP COM 863667101 4,256 32,328 SH   SOLE   32,328 0 0
SUNTRUST BKS INC COM COM 867914103 2,839 51,338 SH   SOLE   51,338 0 0
SYMANTEC CORP COM 871503108 2,082 67,877 SH   SOLE   67,877 0 0
SYNCHRONY FINL COM COM 87165b103 2,760 80,457 SH   SOLE   80,457 0 0
SYNOPSYS INC COM COM 871607107 1,187 16,450 SH   SOLE   16,450 0 0
SYSCO CORP COM COM 871829107 5,395 103,911 SH   SOLE   103,911 0 0
T MOBILE US INC COM 872590104 44,567 690,000 SH   SOLE   690,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM COM 874054109 1,660 28,007 SH   SOLE   28,007 0 0
TAL ED GROUP ADS REPSTG COM COM 874080104 4,263 40,000 SH   SOLE   40,000 0 0
TARGET CORP COM COM 87612E106 3,205 58,075 SH   SOLE   58,075 0 0
TE CONNECTIVITY LTD REG SHS COM H84989104 2,901 38,912 SH   SOLE   38,912 0 0
TEGNA INC COM COM 87901J105 575 22,433 SH   SOLE   22,433 0 0
TERADATA CORP DEL COM COM 88076W103 449 14,438 SH   SOLE   14,438 0 0
TERADYNE INC COM COM 880770102 8,428 271,000 SH   SOLE   271,000 0 0
TESORO CORP COM 881609101 990 12,219 SH   SOLE   12,219 0 0
TEVA PHARMACEUTICAL INDS LTD ADR COM 881624209 3,177 99,000 SH   SOLE   99,000 0 0
TEXAS INSTRS INC COM 882508104 38,623 479,437 SH   SOLE   479,437 0 0
TEXTRON INC COM COM 883203101 14,668 308,209 SH   SOLE   308,209 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 32,375 210,776 SH   SOLE   210,776 0 0
TIFFANY & CO NEW COM COM 886547108 1,065 11,170 SH   SOLE   11,170 0 0
TIME WARNER INC COM 887317303 24,512 250,868 SH   SOLE   250,868 0 0
TJX COS INC NEW COM COM 872540109 5,384 68,087 SH   SOLE   68,087 0 0
TORCHMARK CORP COM COM 891027104 882 11,452 SH   SOLE   11,452 0 0
TOTAL S A COM 89151E909 7,286 144,500 SH Call SOLE   144,500 0 0
TOTAL SYS SVCS INC COM COM 891906109 15,723 294,117 SH   SOLE   294,117 0 0
TRACTOR SUPPLY CO COM 892356106 942 13,654 SH   SOLE   13,654 0 0
TRANSDIGM GROUP INC COM COM 893641100 1,144 5,194 SH   SOLE   5,194 0 0
TRANSOCEAN LTD COM H8817H100 506 40,648 SH   SOLE   40,648 0 0
TRAVELERS COMPANIES INC COM COM 89417E109 29,464 244,436 SH   SOLE   244,436 0 0
TRIBUNE MEDIA CO CL A COM 896047503 7,454 200,000 SH   SOLE   200,000 0 0
TRIPADVISOR INC COM 896945201 510 11,809 SH   SOLE   11,809 0 0
TWENTY FIRST CENTY FOX INC CL A COM 90130A101 3,559 109,878 SH   SOLE   109,878 0 0
TWENTY FIRST CENTY FOX INC CL B COM 90130A200 1,617 50,867 SH   SOLE   50,867 0 0
TYSON FOODS INC CL A COM 902494103 6,478 104,977 SH   SOLE   104,977 0 0
UDR INC COM COM 902653104 1,012 27,898 SH   SOLE   27,898 0 0
ULTA SALON COSMETCS & FRAG COM 90384S303 1,743 6,110 SH   SOLE   6,110 0 0
UNDER ARMOUR INC CL A COM 904311107 352 19,246 SH   SOLE   19,246 0 0
UNDERINCA COM 904311107 380 19,198 SH   SOLE   19,198 0 0
UNILEVER PLC SPON ADR NEW COM 904767704 3,701 75,000 SH   SOLE   75,000 0 0
UNION PAC CORP COM COM 907818108 9,002 84,992 SH   SOLE   84,992 0 0
UNITED CONTL HLDGS INC COM COM 910047109 2,111 29,886 SH   SOLE   29,886 0 0
UNITED PARCEL SERVICE INC CL B COM 911312106 7,725 71,999 SH   SOLE   71,999 0 0
UNITED RENTALS INC COM COM 911363109 1,101 8,805 SH   SOLE   8,805 0 0
UNITED STATES OIL FUND LP COM 91232N908 1,580 148,500 SH Call SOLE   148,500 0 0
UNITED STATES OIL FUND LP COM 91232N958 1,099 103,300 SH Put SOLE   103,300 0 0
UNITED TECHNOLOGIES CORP COM 913017909 16,832 150,000 SH Call SOLE   150,000 0 0
UNITED TECHNOLOGIES CORP COM COM 913017109 53,692 478,496 SH   SOLE   478,496 0 0
UNITEDHEALTH GROUP INC COM 91324P102 100,238 611,170 SH   SOLE   611,170 0 0
UNIVERSAL HLTH SVCS INC COM 913903100 12,860 103,332 SH   SOLE   103,332 0 0
UNUM GROUP COM COM 91529Y106 1,123 23,951 SH   SOLE   23,951 0 0
US BANCORP DEL COM NEW COM 902973304 8,564 166,289 SH   SOLE   166,289 0 0
V F CORP COM COM 918204108 1,901 34,576 SH   SOLE   34,576 0 0
VAIL RESORTS INC COM COM 91879Q109 10,938 57,000 SH   SOLE   57,000 0 0
VALERO ENERGY CORP NEW COM COM 91913Y900 358 5,400 SH Call SOLE   5,400 0 0
VALERO ENERGY CORP NEW COM COM 91913Y100 3,122 47,101 SH   SOLE   47,101 0 0
VALSPARCOM COM 920355104 13,868 125,000 SH   SOLE   125,000 0 0
VANECK VECTORS ETF TR COM 92189F958 6,778 220,000 SH Put SOLE   220,000 0 0
VARIAN MED SYS INC COM 92220P105 888 9,749 SH   SOLE   9,749 0 0
VCA INC COM COM 918194101 18,209 199,000 SH   SOLE   199,000 0 0
VENTAS INC COM COM 92276f100 2,409 37,032 SH   SOLE   37,032 0 0
VERISIGN INC COM COM 92343E102 852 9,785 SH   SOLE   9,785 0 0
VERISK ANALYTICS INC COM 92345Y106 1,311 16,160 SH   SOLE   16,160 0 0
VERIZON COMMUNICATIONS INC COM 92343V904 9,750 200,000 SH Call SOLE   200,000 0 0
VERIZON COMMUNICATIONS INC COM COM 92343V104 64,070 1,314,249 SH   SOLE   1,314,249 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 2,836 25,932 SH   SOLE   25,932 0 0
VIACOM INC NEW CL B COM 92553P201 1,692 36,291 SH   SOLE   36,291 0 0
VISA INC COM CL A COM 92826C839 481,718 5,420,483 SH   SOLE   5,420,483 0 0
VORNADO RLTY TR SH BEN INT COM 929042109 1,803 17,976 SH   SOLE   17,976 0 0
VULCAN MATLS CO COM COM 929160109 1,666 13,826 SH   SOLE   13,826 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 31,067 374,075 SH   SOLE   374,075 0 0
WAL-MART STORES INC COM 931142103 32,530 451,311 SH   SOLE   451,311 0 0
WASTE MGMT INC DEL COM COM 94106L109 23,891 327,632 SH   SOLE   327,632 0 0
WATERS CORP COM 941848103 1,310 8,382 SH   SOLE   8,382 0 0
WEC ENERGY GROUP INC COM COM 92939U106 3,392 55,943 SH   SOLE   55,943 0 0
WELLCARE HEALTH PLANS INC COM COM 94946T106 9,394 67,000 SH   SOLE   67,000 0 0
WELLS FARGO & CO NEW COM COM 949746101 26,176 470,284 SH   SOLE   470,284 0 0
WELLTOWER INC COM ADDED COM 95040Q104 2,682 37,876 SH   SOLE   37,876 0 0
WESTERN DIGITAL CORP COM 958102105 2,606 31,573 SH   SOLE   31,573 0 0
WESTERN UN CO COM COM 959802109 1,074 52,757 SH   SOLE   52,757 0 0
WESTROCK CO COM COM 96145D105 10,570 203,150 SH   SOLE   203,150 0 0
WEYERHAEUSER CO COM COM 962166104 2,658 78,212 SH   SOLE   78,212 0 0
WHIRLPOOL CORP COM COM 963320106 1,331 7,768 SH   SOLE   7,768 0 0
WHOLE FOODS MKT INC COM 966837106 989 33,285 SH   SOLE   33,285 0 0
WILLIAMS COS INC DEL COM 969457100 2,552 86,248 SH   SOLE   86,248 0 0
WILLIS TOWERS WATSON PUB LTD SHS COM G96629103 1,741 13,303 SH   SOLE   13,303 0 0
WYNDHAM WORLDWIDE CORP COM COM 98310W108 924 10,963 SH   SOLE   10,963 0 0
WYNN RESORTS LTD COM COM 983134107 951 8,294 SH   SOLE   8,294 0 0
XCEL ENERGY INC COM COM 98389B100 2,355 52,982 SH   SOLE   52,982 0 0
XEROX CORP COM COM 984121103 11,617 1,582,720 SH   SOLE   1,582,720 0 0
XILINX INC COM 983919101 1,581 27,318 SH   SOLE   27,318 0 0
XL GROUP PLC SHS COM G98290102 1,103 27,673 SH   SOLE   27,673 0 0
XYLEM INC COM COM 98419M100 941 18,732 SH   SOLE   18,732 0 0
YAHOO INC COM 984332106 261,851 5,642,129 SH   SOLE   5,642,129 0 0
YELP INC CL A COM 985817105 4,913 150,000 SH   SOLE   150,000 0 0
YUM BRANDS INC COM COM 988498101 22,563 353,092 SH   SOLE   353,092 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 2,565 21,007 SH   SOLE   21,007 0 0
ZIONS BANCORPORATION COM COM 989701107 889 21,155 SH   SOLE   21,155 0 0
ZOETIS INC COM 98978V103 2,742 51,383 SH   SOLE   51,383 0 0