Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	ISHARES TR	1,502,200	$176M	23.5%	—	—	Call	464287902
—	ISHARES TR	835,800	$98.02M	13.1%	—	—	Put	464287952
—	UNITED STATES NATL GAS FUND	1,530,200	$38M	5.1%	—	—	Call	912318900
—	ISHARES TR	832,000	$35.66M	4.8%	—	—	Put	464287954
—	SPDR DOW JONES INDL AVRG ETF	117,700	$31.12M	4.2%	—	—	Call	78467X909
—	BARCLAYS BK PLC	1,131,300	$30.17M	4.0%	—	—	Put	06746L952
—	ISHARES TR	626,500	$26.84M	3.6%	—	—	Call	464287904
—	ISHARES TR	250,400	$20.04M	2.7%	—	—	Put	464287959
—	ISHARES TR	170,000	$16.77M	2.2%	—	—	Put	464287955
—	INVESCO QQQ TR	87,600	$16.27M	2.2%	—	—	Call	46090E903
—	SPDR GOLD TRUST	130,800	$14.75M	2.0%	—	—	Call	78463V907
—	ISHARES TR	153,400	$12.92M	1.7%	—	—	Call	464287905
—	ISHARES TR	148,400	$12.83M	1.7%	—	—	Put	464288953
—	UNITED STATES NATL GAS FUND	514,000	$12.76M	1.7%	—	—	Put	912318950
—	ISHARES TR	139,000	$11.12M	1.5%	—	—	Call	464287909
—	INVESCO QQQ TR	57,700	$10.72M	1.4%	—	—	Put	46090E953
—	ISHARES INC	177,500	$10.69M	1.4%	—	—	Call	46434G902
—	SELECT SECTOR SPDR TR	135,000	$10.07M	1.3%	—	—	Call	81369Y906
—	ISHARES INC	164,700	$9.92M	1.3%	—	—	Put	46434G952
—	SELECT SECTOR SPDR TR	70,500	$8.264M	1.1%	—	—	Call	81369Y907
—	SPDR GOLD TRUST	71,800	$8.096M	1.1%	—	—	Put	78463V957
—	WISDOMTREE TR	136,400	$7.905M	1.1%	—	—	Put	97717W951
—	SELECT SECTOR SPDR TR	101,400	$7.638M	1.0%	—	—	Call	81369Y903
—	SELECT SECTOR SPDR TR	93,300	$7.314M	1.0%	—	—	Put	81369Y954
—	ISHARES INC	216,800	$7.312M	1.0%	—	—	Call	464286900
IYR	ISHARES TR	87,767	$7.023M	0.9%	$80.02	—	U.S. REAL ES ETF	464287739
—	WISDOMTREE TR	118,900	$6.89M	0.9%	—	—	Call	97717W901
—	ISHARES INC	114,500	$6.787M	0.9%	—	—	Put	464286952
—	BARCLAYS BK PLC	246,500	$6.574M	0.9%	—	—	Call	06746L902
—	SELECT SECTOR SPDR TR	85,800	$6.162M	0.8%	—	—	Put	81369Y956
EEM	ISHARES TR	136,272	$5.849M	0.8%	$42.92	—	MSCI EMG MKT ETF	464287234
—	SELECT SECTOR SPDR TR	73,300	$5.747M	0.8%	—	—	Call	81369Y904
—	ISHARES INC	142,600	$4.81M	0.6%	—	—	Put	464286950
—	UNITED STATES OIL FUND LP	229,464	$3.561M	0.5%	$15.06	—	UNITS	91232N108
—	SPDR DOW JONES INDL AVRG ETF	11,900	$3.146M	0.4%	—	—	Put	78467X959
—	ISHARES INC	57,000	$2.984M	0.4%	—	—	Call	464286902
—	INVESCO CURRENCYSHARES EURO	26,500	$2.946M	0.4%	—	—	Call	46138K903
—	UNITED STATES OIL FUND LP	171,400	$2.66M	0.4%	—	—	Call	91232N908
—	UNITED STATES OIL FUND LP	169,900	$2.636M	0.4%	—	—	Put	91232N958
—	SPDR SERIES TRUST	44,000	$2.616M	0.3%	—	—	Call	78464A908
—	SELECT SECTOR SPDR TR	26,700	$2.541M	0.3%	—	—	Call	81369Y909
—	VANGUARD INDEX FDS	27,400	$2.211M	0.3%	—	—	Call	922908903
—	VANGUARD INDEX FDS	27,300	$2.203M	0.3%	—	—	Put	922908953
XBI	SPDR SERIES TRUST	21,269	$2.039M	0.3%	$95.87	—	S&P BIOTECH	78464A870
XLV	SELECT SECTOR SPDR TR	20,830	$1.982M	0.3%	$90.35	—	SBI HEALTHCARE	81369Y209
—	SPDR SERIES TRUST	32,000	$1.902M	0.3%	—	—	Put	78464A958
—	SPDR SERIES TRUST	20,400	$1.777M	0.2%	—	—	Call	78464A900
—	SELECT SECTOR SPDR TR	15,000	$1.758M	0.2%	—	—	Put	81369Y957
VNQ	VANGUARD INDEX FDS	20,031	$1.616M	0.2%	$80.67	—	REAL ESTATE ETF	922908553
—	SPDR INDEX SHS FDS	40,000	$1.53M	0.2%	—	—	Put	78463X952
—	SELECT SECTOR SPDR TR	25,200	$1.461M	0.2%	—	—	Put	81369Y950
—	VANECK VECTORS ETF TR	47,913	$1.207M	0.2%	$25.19	—	OIL SVCS ETF	92189F718
—	SELECT SECTOR SPDR TR	20,400	$1.1M	0.1%	—	—	Put	81369Y958
XLB	SELECT SECTOR SPDR TR	17,393	$1.008M	0.1%	$57.88	—	SBI MATERIALS	81369Y100
—	VANECK VECTORS ETF TR	39,100	$985K	0.1%	—	—	Put	92189F958
—	INVESCO CURRENCYSHARES EURO	8,400	$934K	0.1%	—	—	Put	46138K953
KRE	SPDR SERIES TRUST	15,692	$932K	0.1%	$60.98	—	S&P REGL BKG	78464A698
XLP	SELECT SECTOR SPDR TR	16,906	$912K	0.1%	$53.95	—	SBI CONS STPLS	81369Y308
FEZ	SPDR INDEX SHS FDS	23,600	$903K	0.1%	$38.34	—	EURO STOXX 50	78463X202
HYG	ISHARES TR	9,776	$845K	0.1%	$86.44	—	IBOXX HI YD ETF	464288513
—	SELECT SECTOR SPDR TR	15,400	$830K	0.1%	—	—	Call	81369Y908
EFA	ISHARES TR	12,197	$829K	0.1%	$66.97	—	MSCI EAFE ETF	464287465
—	VANGUARD INTL EQUITY INDEX F	18,500	$759K	0.1%	—	—	Call	922042908
—	VANGUARD INTL EQUITY INDEX F	18,500	$759K	0.1%	—	—	Put	922042958
SMH	VANECK VECTORS ETF TR	6,663	$709K	0.1%	$97.95	—	SEMICONDUCTOR ET	92189F676
—	SELECT SECTOR SPDR TR	10,900	$632K	0.1%	—	—	Call	81369Y900
—	SELECT SECTOR SPDR TR	6,400	$609K	0.1%	—	—	Put	81369Y959
EWY	ISHARES INC	8,116	$554K	0.1%	$68.81	—	MSCI STH KOR ETF	464286772
VWO	VANGUARD INTL EQUITY INDEX F	12,220	$501K	0.1%	$41.00	—	FTSE EMR MKT ETF	922042858
FXI	ISHARES TR	10,811	$463K	0.1%	$42.99	—	CHINA LG-CAP ETF	464287184
XRT	SPDR SERIES TRUST	7,860	$401K	0.1%	$51.02	—	S&P RETAIL ETF	78464A714
—	VANECK VECTORS ETF TR	14,300	$360K	0.0%	—	—	Call	92189F908
—	VANECK VECTORS ETF TR	12,500	$342K	0.0%	—	—	Put	92189F951
—	SPDR SERIES TRUST	5,966	$258K	0.0%	$43.25	—	S&P OILGAS EXP	78464A730