Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	ISHARES TR	944,200	$115M	12.1%	—	—	Call	464287902
—	ISHARES TR	819,400	$79.7M	8.4%	—	—	Put	464287955
—	BARCLAYS BK PLC	1,936,300	$71.64M	7.6%	—	—	Put	06746L952
—	ISHARES TR	593,600	$57.29M	6.0%	—	—	Call	464287905
—	SPDR DOW JONES INDL AVRG ETF	220,200	$53.45M	5.6%	—	—	Call	78467X909
—	ISHARES TR	349,700	$42.56M	4.5%	—	—	Put	464287952
—	UNITED STATES NATL GAS FUND	1,432,500	$33.95M	3.6%	—	—	Call	912318900
—	INVESCO QQQ TR	179,500	$30.81M	3.2%	—	—	Put	46090E953
—	SPDR DOW JONES INDL AVRG ETF	116,500	$28.28M	3.0%	—	—	Put	78467X959
—	SPDR SERIES TRUST	365,100	$20.84M	2.2%	—	—	Put	78464A950
—	ISHARES TR	464,000	$20.05M	2.1%	—	—	Call	464287904
—	INVESCO QQQ TR	115,000	$19.74M	2.1%	—	—	Call	46090E903
—	SPDR SERIES TRUST	308,600	$19.3M	2.0%	—	—	Call	78464A900
—	ISHARES TR	202,900	$16.35M	1.7%	—	—	Put	464287959
DIA	SPDR DOW JONES INDL AVRG ETF	65,497	$15.9M	1.7%	$242.73	—	UT SER 1	78467X109
—	ISHARES TR	352,100	$15.21M	1.6%	—	—	Put	464287954
—	ISHARES TR	185,800	$14.97M	1.6%	—	—	Call	464287909
—	UNITED STATES NATL GAS FUND	625,500	$14.82M	1.6%	—	—	Put	912318950
EFA	ISHARES TR	218,163	$14.61M	1.5%	$66.97	—	MSCI EAFE ETF	464287465
—	SELECT SECTOR SPDR TR	235,900	$13.7M	1.4%	—	—	Call	81369Y900
—	SELECT SECTOR SPDR TR	180,200	$12.91M	1.4%	—	—	Call	81369Y904
—	ISHARES TR	148,400	$12.63M	1.3%	—	—	Put	464288953
—	SPDR SERIES TRUST	199,400	$12.16M	1.3%	—	—	Put	78464A958
—	SELECT SECTOR SPDR TR	143,200	$11.95M	1.3%	—	—	Put	81369Y959
—	SELECT SECTOR SPDR TR	203,900	$11.84M	1.2%	—	—	Put	81369Y950
—	SELECT SECTOR SPDR TR	188,300	$11.45M	1.2%	—	—	Put	81369Y956
SPY	SPDR S&P 500 ETF TR	42,203	$11.45M	1.2%	$271.28	—	TR UNIT	78462F103
—	SELECT SECTOR SPDR TR	153,600	$11M	1.2%	—	—	Put	81369Y954
—	WISDOMTREE TR	202,500	$10.93M	1.2%	—	—	Call	97717W901
—	SELECT SECTOR SPDR TR	129,000	$10.77M	1.1%	—	—	Call	81369Y909
—	SELECT SECTOR SPDR TR	180,600	$10.56M	1.1%	—	—	Call	81369Y906
—	ISHARES INC	148,300	$9.421M	1.0%	—	—	Call	464286902
—	BARCLAYS BK PLC	248,900	$9.209M	1.0%	—	—	Call	06746L902
—	SPDR SERIES TRUST	134,700	$8.216M	0.9%	—	—	Call	78464A908
—	UNITED STATES OIL FUND LP	542,140	$8.165M	0.9%	$15.06	—	UNITS	91232N108
—	WISDOMTREE TR	146,100	$7.887M	0.8%	—	—	Put	97717W951
—	ISHARES INC	105,700	$7.055M	0.7%	—	—	Put	464286952
—	SELECT SECTOR SPDR TR	74,400	$5.168M	0.5%	—	—	Put	81369Y953
—	INVESCO CURRENCYSHARES EURO	42,400	$4.75M	0.5%	—	—	Put	46138K953
EWY	ISHARES INC	69,004	$4.672M	0.5%	$68.81	—	MSCI STH KOR ETF	464286772
DXJ	WISDOMTREE TR	75,987	$4.102M	0.4%	$53.98	—	JAPN HEDGE EQT	97717W851
—	INVESCO CURRENCYSHARES EURO	32,400	$3.63M	0.4%	—	—	Call	46138K903
XLI	SELECT SECTOR SPDR TR	45,753	$3.277M	0.3%	$71.62	—	SBI INT-INDS	81369Y704
—	UNITED STATES OIL FUND LP	209,000	$3.147M	0.3%	—	—	Call	91232N908
—	SPDR INDEX SHS FDS	82,100	$3.147M	0.3%	—	—	Call	78463X902
FXE	INVESCO CURRENCYSHARES EURO	26,537	$2.974M	0.3%	$112.07	—	EURO SHS	46138K103
—	SPDR SERIES TRUST	58,600	$2.845M	0.3%	—	—	Call	78464A904
XLB	SELECT SECTOR SPDR TR	48,875	$2.838M	0.3%	$57.88	—	SBI MATERIALS	81369Y100
XLK	SELECT SECTOR SPDR TR	38,164	$2.651M	0.3%	$68.21	—	TECHNOLOGY	81369Y803
—	SPDR INDEX SHS FDS	63,400	$2.429M	0.3%	—	—	Put	78463X952
—	ISHARES INC	37,700	$2.184M	0.2%	—	—	Call	46434G902
—	SPDR SERIES TRUST	41,000	$1.991M	0.2%	—	—	Put	78464A954
—	ISHARES INC	54,200	$1.737M	0.2%	—	—	Call	464286900
—	VANECK VECTORS ETF TR	49,900	$1.632M	0.2%	—	—	Put	92189F951
—	VANECK VECTORS ETF TR	49,900	$1.632M	0.2%	—	—	Call	92189F901
XLY	SELECT SECTOR SPDR TR	13,548	$1.481M	0.2%	$109.32	—	SBI CONS DISCR	81369Y407
FEZ	SPDR INDEX SHS FDS	37,665	$1.444M	0.2%	$38.34	—	EURO STOXX 50	78463X202
—	SELECT SECTOR SPDR TR	26,500	$1.366M	0.1%	—	—	Call	81369Y908
—	UNITED STATES OIL FUND LP	77,300	$1.164M	0.1%	—	—	Put	91232N958
—	VANGUARD INTL EQUITY INDEX F	20,000	$1.123M	0.1%	—	—	Call	922042904
—	VANGUARD INTL EQUITY INDEX F	20,000	$1.123M	0.1%	—	—	Put	922042954
—	SELECT SECTOR SPDR TR	15,200	$1.056M	0.1%	—	—	Call	81369Y903
XLE	SELECT SECTOR SPDR TR	12,719	$966K	0.1%	$74.35	—	ENERGY	81369Y506
KRE	SPDR SERIES TRUST	15,457	$943K	0.1%	$61.01	—	S&P REGL BKG	78464A698
FXI	ISHARES TR	21,192	$911K	0.1%	$42.99	—	CHINA LG-CAP ETF	464287184
—	VANGUARD INDEX FDS	10,900	$888K	0.1%	—	—	Call	922908903
—	VANGUARD INDEX FDS	10,900	$888K	0.1%	—	—	Put	922908953
—	ISHARES INC	13,900	$805K	0.1%	—	—	Put	46434G952
GDX	VANECK VECTORS ETF TR	33,410	$745K	0.1%	$22.30	—	GOLD MINERS ETF	92189F106
SMH	VANECK VECTORS ETF TR	6,551	$673K	0.1%	$97.80	—	SEMICONDUCTOR ET	92189F676
VGK	VANGUARD INTL EQUITY INDEX F	11,931	$670K	0.1%	$56.16	—	FTSE EUROPE ETF	922042874
XLV	SELECT SECTOR SPDR TR	7,286	$608K	0.1%	$81.42	—	SBI HEALTHCARE	81369Y209
—	SPDR SERIES TRUST	11,500	$408K	0.0%	—	—	Put	78464A955
EWJ	ISHARES INC	6,479	$375K	0.0%	$57.88	—	MSCI JPN ETF NEW	46434G822
—	SPDR SERIES TRUST	9,200	$326K	0.0%	—	—	Call	78464A905