Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR GOLD TRUST	493,200	$60.99M	10.5%	—	—	Call	78463V907
DIA	SPDR DOW JONES INDL AVRG ETF	137,235	$33.95M	5.8%	$247.38	—	UT SER 1	78467X109
—	SPDR GOLD TRUST	226,000	$27.95M	4.8%	—	—	Put	78463V957
—	ISHARES TR	577,200	$27.2M	4.7%	—	—	Put	464287952
GDXJ	VANECK VECTORS ETF TR	688,561	$23.5M	4.0%	$34.13	—	JR GOLD MINERS E	92189F791
—	SPDR DOW JONES INDL AVRG ETF	91,900	$22.73M	3.9%	—	—	Call	78467X909
—	ISHARES TR	474,500	$22.36M	3.8%	—	—	Call	464287904
—	ISHARES TR	422,700	$19.92M	3.4%	—	—	Put	464287954
—	SPDR SERIES TRUST	401,000	$18.98M	3.3%	—	—	Call	78464A900
—	SELECT SECTOR SPDR TR	303,300	$18.36M	3.2%	—	—	Put	81369Y958
—	SPDR SERIES TRUST	379,900	$17.98M	3.1%	—	—	Put	78464A950
—	SPDR S&P MIDCAP 400 ETF TR	45,900	$15.85M	2.7%	—	—	Put	78467Y957
—	VANGUARD INTL EQUITY INDEX F	251,700	$14.89M	2.6%	—	—	Put	922042954
—	ISHARES TR	286,300	$13.49M	2.3%	—	—	Call	464287902
XRT	SPDR SERIES TRUST	289,079	$13.06M	2.2%	$45.18	—	S&P RETAIL ETF	78464A714
XLF	SELECT SECTOR SPDR TR	380,099	$10.61M	1.8%	$27.91	—	SBI INT-FINL	81369Y605
—	CURRENCYSHARES EURO TR	88,500	$10.23M	1.8%	—	—	Call	23130C908
—	VANGUARD INTL EQUITY INDEX F	157,200	$9.299M	1.6%	—	—	Call	922042904
—	SPDR S&P 500 ETF TR	33,500	$8.941M	1.5%	—	—	Put	78462F953
—	VANGUARD INTL EQUITY INDEX F	151,000	$8.932M	1.5%	—	—	Put	922042958
XBI	SPDR SERIES TRUST	96,244	$8.168M	1.4%	$84.87	—	S&P BIOTECH	78464A870
—	ISHARES INC	131,800	$7.899M	1.4%	—	—	Put	46434G952
—	ISHARES INC	128,500	$7.701M	1.3%	—	—	Call	46434G902
—	POWERSHARES QQQ TRUST	48,952	$7.625M	1.3%	$155.76	—	UNIT SER 1	73935A104
—	ISHARES INC	220,600	$7.283M	1.3%	—	—	Call	464286900
XLY	SELECT SECTOR SPDR TR	73,474	$7.251M	1.2%	$98.69	—	SBI CONS DISCR	81369Y407
—	VANGUARD INDEX FDS	87,200	$7.235M	1.2%	—	—	Call	922908903
—	BARCLAYS BK PLC	255,000	$7.118M	1.2%	—	—	Put	06746L952
—	SPDR SERIES TRUST	149,500	$7.078M	1.2%	—	—	Put	78464A958
XLK	SELECT SECTOR SPDR TR	99,629	$6.371M	1.1%	$63.95	—	TECHNOLOGY	81369Y803
—	VANGUARD INDEX FDS	75,800	$6.289M	1.1%	—	—	Put	922908953
SMH	VANECK VECTORS ETF TR	61,225	$5.988M	1.0%	$97.80	—	SEMICONDUCTOR ET	92189F676
—	CURRENCYSHARES EURO TR	48,600	$5.618M	1.0%	—	—	Put	23130C958
—	BARCLAYS BK PLC	194,400	$5.429M	0.9%	—	—	Call	06746L902
GDX	VANECK VECTORS ETF TR	210,584	$4.894M	0.8%	$23.24	—	GOLD MINERS ETF	92189F106
IWM	ISHARES TR	31,438	$4.793M	0.8%	$152.46	—	RUSSELL 2000 ETF	464287655
—	SPDR SERIES TRUST	97,700	$4.626M	0.8%	—	—	Call	78464A908
—	VANGUARD INTL EQUITY INDEX F	72,100	$4.265M	0.7%	—	—	Call	922042908
XME	SPDR SERIES TRUST	113,929	$4.144M	0.7%	$36.37	—	S&P METALS MNG	78464A755
—	VANECK VECTORS ETF TR	175,900	$4.089M	0.7%	—	—	Put	92189F951
—	ISHARES INC	120,500	$3.979M	0.7%	—	—	Put	464286950
—	VANECK VECTORS ETF TR	162,600	$3.779M	0.6%	—	—	Call	92189F901
—	ISHARES TR	80,000	$3.769M	0.6%	—	—	Call	464287905
—	ISHARES TR	80,000	$3.769M	0.6%	—	—	Put	464287955
XLE	SELECT SECTOR SPDR TR	51,149	$3.696M	0.6%	$72.26	—	ENERGY	81369Y506
—	SPDR SERIES TRUST	68,700	$3.252M	0.6%	—	—	Call	78464A907
—	VANECK VECTORS ETF TR	132,900	$3.088M	0.5%	—	—	Call	92189F906
—	SELECT SECTOR SPDR TR	50,700	$3.069M	0.5%	—	—	Put	81369Y955
—	ISHARES INC	84,400	$2.787M	0.5%	—	—	Put	464286956
—	SPDR INDEX SHS FDS	53,900	$2.194M	0.4%	—	—	Put	78463X952
XLP	SELECT SECTOR SPDR TR	37,092	$2.11M	0.4%	$56.89	—	SBI CONS STPLS	81369Y308
—	BARCLAYS BK PLC	107,200	$1.877M	0.3%	—	—	Put	06740Q950
—	SELECT SECTOR SPDR TR	28,300	$1.713M	0.3%	—	—	Call	81369Y904
—	SELECT SECTOR SPDR TR	27,000	$1.634M	0.3%	—	—	Call	81369Y908
—	VANECK VECTORS ETF TR	69,900	$1.624M	0.3%	—	—	Put	92189F956
EWZ	ISHARES INC	39,252	$1.588M	0.3%	$40.46	—	MSCI BRAZIL ETF	464286400
—	SPDR DOW JONES INDL AVRG ETF	5,700	$1.41M	0.2%	—	—	Put	78467X959
—	VANECK VECTORS ETF TR	57,800	$1.343M	0.2%	—	—	Call	92189F903
—	SELECT SECTOR SPDR TR	20,000	$1.211M	0.2%	—	—	Put	81369Y950
—	VANECK VECTORS ETF TR	51,400	$1.195M	0.2%	—	—	Put	92189F958
—	VANECK VECTORS ETF TR	49,200	$1.143M	0.2%	—	—	Put	92189F953
XHB	SPDR SERIES TRUST	23,128	$1.024M	0.2%	$44.28	—	S&P HOMEBUILD	78464A888
—	SELECT SECTOR SPDR TR	15,500	$938K	0.2%	—	—	Put	81369Y954
—	SPDR S&P MIDCAP 400 ETF TR	2,500	$864K	0.1%	—	—	Call	78467Y907
—	SELECT SECTOR SPDR TR	10,800	$653K	0.1%	—	—	Call	81369Y900
—	VANECK VECTORS ETF TR	23,179	$604K	0.1%	$26.06	—	OIL SVCS ETF	92189F718
MDY	SPDR S&P MIDCAP 400 ETF TR	1,744	$602K	0.1%	$345.18	—	UTSER1 S&PDCRP	78467Y107
—	SPDR SERIES TRUST	12,500	$592K	0.1%	—	—	Put	78464A955
—	SPDR SERIES TRUST	12,500	$592K	0.1%	—	—	Call	78464A905
—	SPDR SERIES TRUST	12,400	$587K	0.1%	—	—	Put	78464A957
—	ISHARES INC	17,500	$578K	0.1%	—	—	Put	464286952
FEZ	SPDR INDEX SHS FDS	12,158	$495K	0.1%	$40.71	—	EURO STOXX 50	78463X202
EWG	ISHARES INC	12,538	$414K	0.1%	$33.02	—	MSCI GERMANY ETF	464286806
—	VANECK VECTORS ETF TR	14,432	$306K	0.1%	$21.20	—	RUSSIA ETF	92189F403
—	SELECT SECTOR SPDR TR	5,000	$303K	0.1%	—	—	Put	81369Y957
VNQ	VANGUARD INDEX FDS	3,462	$287K	0.0%	$82.90	—	REIT ETF	922908553