Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
TLT	ISHARES TR	1,194,600	$159M	20.3%	$122.51	—	Put	464287432
TLT	ISHARES TR	795,500	$106M	13.5%	$122.51	—	Call	464287432
EFA	ISHARES TR	673,700	$44.28M	5.7%	—	—	Call	464287465
IWM	ISHARES TR	239,300	$37.21M	4.8%	$133.89	—	Call	464287655
XLU	SELECT SECTOR SPDR TR	412,200	$24.58M	3.1%	$59.64	—	Call	81369Y886
QQQ	INVESCO QQQ TR	130,900	$24.45M	3.1%	$156.25	—	Call	46090E103
IYR	ISHARES TR	258,200	$22.54M	2.9%	$77.68	—	Call	464287739
QQQ	INVESCO QQQ TR	120,500	$22.5M	2.9%	$156.25	—	Put	46090E103
—	SPDR SERIES TRUST	761,600	$20.75M	2.6%	$27.25	—	Call	78464A730
EFA	ISHARES TR	296,500	$19.49M	2.5%	—	—	Put	464287465
XLU	SELECT SECTOR SPDR TR	311,600	$18.58M	2.4%	$59.64	—	Put	81369Y886
XLK	SELECT SECTOR SPDR TR	237,800	$18.55M	2.4%	—	—	Call	81369Y803
IWM	ISHARES TR	117,800	$18.32M	2.3%	$133.89	—	Put	464287655
FXI	ISHARES TR	409,500	$17.51M	2.2%	$42.78	—	Put	464287184
XLP	SELECT SECTOR SPDR TR	244,900	$14.22M	1.8%	$58.10	—	Call	81369Y308
XLP	SELECT SECTOR SPDR TR	194,400	$11.29M	1.4%	$58.10	—	Put	81369Y308
GLD	SPDR GOLD TRUST	84,100	$11.2M	1.4%	—	—	Call	78463V107
EWY	ISHARES INC	172,600	$10.34M	1.3%	$60.71	—	Call	464286772
XLB	SELECT SECTOR SPDR TR	153,700	$8.993M	1.1%	$55.54	—	Put	81369Y100
EWY	ISHARES INC	143,100	$8.568M	1.1%	$60.71	—	Put	464286772
EEM	ISHARES TR	193,200	$8.29M	1.1%	—	—	Call	464287234
DIA	SPDR DOW JONES INDL AVRG ETF	29,646	$7.881M	1.0%	$265.28	—	UT SER 1	78467X109
SMH	VANECK VECTORS ETF TR	71,500	$7.877M	1.0%	—	—	Call	92189F676
IYR	ISHARES TR	86,000	$7.506M	1.0%	$77.68	—	Put	464287739
—	SPDR SERIES TRUST	274,000	$7.468M	1.0%	$27.25	—	Put	78464A730
SMH	VANECK VECTORS ETF TR	67,300	$7.414M	0.9%	—	—	Put	92189F676
XLI	SELECT SECTOR SPDR TR	95,500	$7.394M	0.9%	$77.42	—	Put	81369Y704
XLK	SELECT SECTOR SPDR TR	89,000	$6.945M	0.9%	—	—	Put	81369Y803
GDXJ	VANECK VECTORS ETF TR	197,100	$6.891M	0.9%	$43.48	—	Call	92189F791
XLB	SELECT SECTOR SPDR TR	110,100	$6.442M	0.8%	$55.54	—	Call	81369Y100
EWJ	ISHARES INC	104,300	$5.693M	0.7%	—	—	Put	46434G822
XLV	SELECT SECTOR SPDR TR	59,779	$5.538M	0.7%	$92.64	—	SBI HEALTHCARE	81369Y209
FXI	ISHARES TR	127,900	$5.469M	0.7%	$42.78	—	Call	464287184
GDXJ	VANECK VECTORS ETF TR	148,400	$5.188M	0.7%	$43.48	—	Put	92189F791
XLV	SELECT SECTOR SPDR TR	44,500	$4.123M	0.5%	$92.64	—	Put	81369Y209
KRE	SPDR SERIES TRUST	74,400	$3.975M	0.5%	—	—	Call	78464A698
EWJ	ISHARES INC	68,300	$3.727M	0.5%	—	—	Call	46434G822
—	SPDR SERIES TRUST	131,099	$3.572M	0.5%	$27.25	—	S&P OILGAS EXP	78464A730
XRT	SPDR SERIES TRUST	77,105	$3.267M	0.4%	$44.87	—	S&P RETAIL ETF	78464A714
XLI	SELECT SECTOR SPDR TR	42,100	$3.26M	0.4%	$77.42	—	Call	81369Y704
GDX	VANECK VECTORS ETF TR	116,100	$2.967M	0.4%	—	—	Put	92189F106
XBI	SPDR SERIES TRUST	32,237	$2.828M	0.4%	$87.73	—	S&P BIOTECH	78464A870
GDX	VANECK VECTORS ETF TR	110,100	$2.816M	0.4%	—	—	Call	92189F106
XLU	SELECT SECTOR SPDR TR	39,000	$2.326M	0.3%	$59.64	—	SBI INT-UTILS	81369Y886
EEM	ISHARES TR	53,600	$2.3M	0.3%	—	—	Put	464287234
GLD	SPDR GOLD TRUST	14,300	$1.905M	0.2%	—	—	Put	78463V107
XLE	SELECT SECTOR SPDR TR	29,800	$1.899M	0.2%	$63.95	—	Put	81369Y506
FXI	ISHARES TR	42,683	$1.826M	0.2%	$42.78	—	CHINA LG-CAP ETF	464287184
DIA	SPDR DOW JONES INDL AVRG ETF	6,500	$1.728M	0.2%	$265.28	—	Call	78467X109
EWZ	ISHARES INC	39,100	$1.709M	0.2%	$43.87	—	Call	464286400
DIA	SPDR DOW JONES INDL AVRG ETF	6,100	$1.622M	0.2%	$265.28	—	Put	78467X109
XHB	SPDR SERIES TRUST	38,657	$1.611M	0.2%	$38.54	—	S&P HOMEBUILD	78464A888
KRE	SPDR SERIES TRUST	29,700	$1.587M	0.2%	—	—	Put	78464A698
—	VANECK VECTORS ETF TR	107,000	$1.585M	0.2%	$17.31	—	Call	92189F718
EWW	ISHARES INC	30,600	$1.327M	0.2%	$43.39	—	Put	464286822
SLV	ISHARES SILVER TRUST	89,245	$1.279M	0.2%	$14.33	—	ISHARES	46428Q109
EWW	ISHARES INC	29,100	$1.263M	0.2%	$43.39	—	Call	464286822
BYND	BEYOND MEAT INC	7,700	$1.237M	0.2%	—	—	Put	08862E109
XLV	SELECT SECTOR SPDR TR	12,400	$1.149M	0.1%	$92.64	—	Call	81369Y209
VGK	VANGUARD INTL EQUITY INDEX F	19,000	$1.044M	0.1%	—	—	Call	922042874
VGK	VANGUARD INTL EQUITY INDEX F	19,000	$1.044M	0.1%	—	—	Put	922042874
XLI	SELECT SECTOR SPDR TR	12,916	$1M	0.1%	$77.42	—	SBI INT-INDS	81369Y704
DXJ	WISDOMTREE TR	20,000	$974K	0.1%	—	—	Put	97717W851
DXJ	WISDOMTREE TR	20,000	$974K	0.1%	—	—	Call	97717W851
XBI	SPDR SERIES TRUST	10,800	$948K	0.1%	$87.73	—	Put	78464A870
XLP	SELECT SECTOR SPDR TR	13,132	$763K	0.1%	$58.10	—	SBI CONS STPLS	81369Y308
XBI	SPDR SERIES TRUST	8,600	$754K	0.1%	$87.73	—	Call	78464A870
—	VANECK VECTORS ETF TR	49,800	$738K	0.1%	$17.31	—	Put	92189F718
VWO	VANGUARD INTL EQUITY INDEX F	16,706	$711K	0.1%	$42.06	—	FTSE EMR MKT ETF	922042858
—	UNITED STATES NATL GAS FUND	32,500	$646K	0.1%	$23.96	—	Put	912318300
XHB	SPDR SERIES TRUST	14,100	$588K	0.1%	$38.54	—	Call	78464A888
XLE	SELECT SECTOR SPDR TR	7,015	$447K	0.1%	$63.95	—	ENERGY	81369Y506
EWZ	ISHARES INC	10,100	$442K	0.1%	$43.87	—	Put	464286400
—	UNITED STATES NATL GAS FUND	16,871	$336K	0.0%	$23.96	—	UNIT PAR	912318300
KBE	SPDR SERIES TRUST	7,500	$325K	0.0%	$43.33	—	S&P BK ETF	78464A797
XLE	SELECT SECTOR SPDR TR	3,400	$217K	0.0%	$63.95	—	Call	81369Y506
EWG	ISHARES INC	7,200	$202K	0.0%	$26.28	—	Put	464286806
EWG	ISHARES INC	7,200	$202K	0.0%	$26.28	—	Call	464286806
EWW	ISHARES INC	4,310	$187K	0.0%	$43.39	—	MSCI MEXICO ETF	464286822
EWZ	ISHARES INC	2,667	$117K	0.0%	$43.87	—	MSCI BRAZIL ETF	464286400
—	UNITED STATES NATL GAS FUND	2,000	$40,000	0.0%	$23.96	—	Call	912318300
GDXJ	VANECK VECTORS ETF TR	23	$1,000	0.0%	$43.48	—	JR GOLD MINERS E	92189F791