Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
TLT	ISHARES TR	587,100	$71.34M	16.2%	$121.50	—	Put	464287432
SPY	SPDR S&P 500 ETF TR	270,997	$67.73M	15.4%	$249.92	—	TR UNIT	78462F103
TLT	ISHARES TR	407,700	$49.54M	11.2%	$121.50	—	Call	464287432
IYR	ISHARES TR	201,000	$15.06M	3.4%	$77.68	—	Put	464287739
IYR	ISHARES TR	162,787	$12.2M	2.8%	$77.68	—	U.S. REAL ES ETF	464287739
EWJ	ISHARES INC	234,200	$11.87M	2.7%	$50.69	—	Put	46434G822
EWJ	ISHARES INC	224,752	$11.39M	2.6%	$50.69	—	MSCI JPN ETF NEW	46434G822
QQQ	INVESCO QQQ TR	73,000	$11.26M	2.6%	$154.25	—	Put	46090E103
HYG	ISHARES TR	128,400	$10.41M	2.4%	$82.52	—	Put	464288513
—	BARCLAYS BK PLC	214,600	$10.06M	2.3%	$46.88	—	Put	06746L422
EWZ	ISHARES INC	235,600	$9.001M	2.0%	$38.20	—	Put	464286400
GLD	SPDR GOLD TRUST	72,900	$8.84M	2.0%	—	—	Call	78463V107
FXI	ISHARES TR	196,400	$7.676M	1.7%	$39.53	—	Put	464287184
EWZ	ISHARES INC	191,400	$7.312M	1.7%	$38.20	—	Call	464286400
EFA	ISHARES TR	115,000	$6.759M	1.5%	$59.76	—	Put	464287465
GLD	SPDR GOLD TRUST	52,900	$6.415M	1.5%	—	—	Put	78463V107
EWY	ISHARES INC	104,000	$6.121M	1.4%	$60.65	—	Put	464286772
EWJ	ISHARES INC	119,600	$6.062M	1.4%	$50.69	—	Call	46434G822
EEM	ISHARES TR	153,400	$5.992M	1.4%	$42.92	—	Call	464287234
EFA	ISHARES TR	101,505	$5.966M	1.4%	$59.76	—	MSCI EAFE ETF	464287465
FXI	ISHARES TR	110,200	$4.307M	1.0%	$39.53	—	Call	464287184
TLT	ISHARES TR	34,906	$4.241M	1.0%	$121.50	—	20 YR TR BD ETF	464287432
—	UNITED STATES NATL GAS FUND	171,400	$4.236M	1.0%	$24.70	—	Put	912318300
—	SPDR SERIES TRUST	147,700	$3.918M	0.9%	$27.22	—	Call	78464A730
—	SPDR SERIES TRUST	145,156	$3.851M	0.9%	$27.22	—	S&P OILGAS EXP	78464A730
FXI	ISHARES TR	94,032	$3.675M	0.8%	$39.53	—	CHINA LG-CAP ETF	464287184
—	BARCLAYS BK PLC	77,100	$3.615M	0.8%	$46.88	—	Call	06746L422
EEM	ISHARES TR	92,100	$3.597M	0.8%	$42.92	—	Put	464287234
EWZ	ISHARES INC	91,263	$3.486M	0.8%	$38.20	—	MSCI BRAZIL ETF	464286400
—	BARCLAYS BK PLC	73,224	$3.433M	0.8%	$46.88	—	IPATH S&P500 VIX	06746L422
XLV	SELECT SECTOR SPDR TR	38,600	$3.34M	0.8%	$89.93	—	Put	81369Y209
QQQ	INVESCO QQQ TR	20,746	$3.2M	0.7%	$154.25	—	UNIT SER 1	46090E103
HYG	ISHARES TR	36,590	$2.967M	0.7%	$82.52	—	IBOXX HI YD ETF	464288513
IWM	ISHARES TR	20,000	$2.678M	0.6%	$133.89	—	Put	464287655
QQQ	INVESCO QQQ TR	17,200	$2.653M	0.6%	$154.25	—	Call	46090E103
—	SPDR SERIES TRUST	99,500	$2.641M	0.6%	$27.22	—	Put	78464A730
EWY	ISHARES INC	44,875	$2.641M	0.6%	$60.65	—	MSCI STH KOR ETF	464286772
KRE	SPDR SERIES TRUST	55,600	$2.601M	0.6%	$60.98	—	Put	78464A698
EWW	ISHARES INC	50,700	$2.089M	0.5%	$41.19	—	Call	464286822
XLV	SELECT SECTOR SPDR TR	23,380	$2.023M	0.5%	$89.93	—	SBI HEALTHCARE	81369Y209
IYR	ISHARES TR	26,800	$2.007M	0.5%	$77.68	—	Call	464287739
XLY	SELECT SECTOR SPDR TR	20,000	$1.98M	0.4%	—	—	Put	81369Y407
EWW	ISHARES INC	47,440	$1.954M	0.4%	$41.19	—	MSCI MEXICO ETF	464286822
EFA	ISHARES TR	33,100	$1.945M	0.4%	$59.76	—	Call	464287465
—	UNITED STATES NATL GAS FUND	78,400	$1.938M	0.4%	$24.70	—	Call	912318300
FXY	INVESCO CURNCYSHS JAPANESE Y	22,100	$1.926M	0.4%	—	—	Call	46138W107
VWO	VANGUARD INTL EQUITY INDEX F	40,000	$1.524M	0.3%	$41.00	—	Call	922042858
VWO	VANGUARD INTL EQUITY INDEX F	40,000	$1.524M	0.3%	$41.00	—	Put	922042858
KBE	SPDR SERIES TRUST	40,000	$1.494M	0.3%	—	—	Put	78464A797
EWW	ISHARES INC	33,400	$1.375M	0.3%	$41.19	—	Put	464286822
IWM	ISHARES TR	10,000	$1.339M	0.3%	$133.89	—	Call	464287655
EWY	ISHARES INC	22,100	$1.301M	0.3%	$60.65	—	Call	464286772
XBI	SPDR SERIES TRUST	18,100	$1.299M	0.3%	$95.87	—	Call	78464A870
FXY	INVESCO CURNCYSHS JAPANESE Y	13,200	$1.15M	0.3%	—	—	Put	46138W107
GDX	VANECK VECTORS ETF TR	52,400	$1.105M	0.3%	$21.19	—	Call	92189F106
IWM	ISHARES TR	7,842	$1.05M	0.2%	$133.89	—	RUSSELL 2000 ETF	464287655
FXE	INVESCO CURRENCYSHARES EURO	9,040	$990K	0.2%	$109.51	—	EURO SHS	46138K103
EEM	ISHARES TR	24,756	$967K	0.2%	$42.92	—	MSCI EMG MKT ETF	464287234
KRE	SPDR SERIES TRUST	19,300	$903K	0.2%	$60.98	—	Call	78464A698
—	UNITED STATES NATL GAS FUND	32,100	$793K	0.2%	$24.70	—	UNIT PAR	912318300
—	VANECK VECTORS ETF TR	53,300	$748K	0.2%	$25.19	—	Put	92189F718
XLE	SELECT SECTOR SPDR TR	9,500	$545K	0.1%	$57.32	—	Call	81369Y506
XLE	SELECT SECTOR SPDR TR	9,200	$528K	0.1%	$57.32	—	Put	81369Y506
GDX	VANECK VECTORS ETF TR	22,500	$475K	0.1%	$21.19	—	Put	92189F106
DXJ	WISDOMTREE TR	10,200	$473K	0.1%	$46.37	—	Put	97717W851
DXJ	WISDOMTREE TR	10,200	$473K	0.1%	$46.37	—	JAPN HEDGE EQT	97717W851
—	VANECK VECTORS ETF TR	33,500	$470K	0.1%	$25.19	—	Call	92189F718
VWO	VANGUARD INTL EQUITY INDEX F	11,160	$425K	0.1%	$41.00	—	FTSE EMR MKT ETF	922042858
EWG	ISHARES INC	10,900	$276K	0.1%	$25.42	—	Put	464286806
EWG	ISHARES INC	10,900	$276K	0.1%	$25.42	—	Call	464286806
XLE	SELECT SECTOR SPDR TR	4,623	$265K	0.1%	$57.32	—	ENERGY	81369Y506
—	UNITED STATES OIL FUND LP	22,500	$218K	0.0%	$15.06	—	Put	91232N108
GDXJ	VANECK VECTORS ETF TR	6,667	$201K	0.0%	$30.15	—	JR GOLD MINERS E	92189F791
XBI	SPDR SERIES TRUST	2,300	$165K	0.0%	$95.87	—	Put	78464A870
EWG	ISHARES INC	4,800	$122K	0.0%	$25.42	—	MSCI GERMANY ETF	464286806
DXJ	WISDOMTREE TR	2,300	$107K	0.0%	$46.37	—	Call	97717W851
GDX	VANECK VECTORS ETF TR	4,956	$105K	0.0%	$21.19	—	GOLD MINERS ETF	92189F106
—	UNITED STATES OIL FUND LP	5,500	$53,000	0.0%	$15.06	—	Call	91232N108
XLV	SELECT SECTOR SPDR TR	200	$17,000	0.0%	$89.93	—	Call	81369Y209