Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
TLT	ISHARES TR	1,248,400	$169M	31.7%	—	—	Put	464287432
TLT	ISHARES TR	1,134,500	$154M	28.8%	—	—	Call	464287432
FXI	ISHARES TR	974,900	$42.53M	8.0%	$43.59	—	Put	464287184
LQD	ISHARES TR	128,900	$16.49M	3.1%	—	—	Put	464287242
GDXJ	VANECK VECTORS ETF TRUST	289,200	$12.22M	2.3%	$36.34	—	Put	92189F791
QQQ	INVESCO QQQ TR	52,600	$11.18M	2.1%	$188.80	—	Put	46090E103
EWY	ISHARES INC	175,300	$10.9M	2.0%	—	—	Put	464286772
IYR	ISHARES TR	95,200	$8.862M	1.7%	$93.55	—	Call	464287739
EWY	ISHARES INC	127,500	$7.93M	1.5%	—	—	Call	464286772
—	BARCLAYS BK PLC	475,400	$7.189M	1.3%	—	—	Put	06746P621
—	SPDR SERIES TRUST	286,000	$6.778M	1.3%	$27.25	—	Put	78464A730
XBI	SPDR SERIES TRUST	68,600	$6.524M	1.2%	—	—	Put	78464A870
DXJ	WISDOMTREE TR	110,500	$5.942M	1.1%	$50.45	—	Put	97717W851
GDXJ	VANECK VECTORS ETF TRUST	128,600	$5.438M	1.0%	$36.34	—	Call	92189F791
XLE	SELECT SECTOR SPDR TR	87,300	$5.241M	1.0%	—	—	Put	81369Y506
—	SPDR SERIES TRUST	207,000	$4.906M	0.9%	$27.25	—	Call	78464A730
SMH	VANECK VECTORS ETF TRUST	34,200	$4.836M	0.9%	$119.13	—	Call	92189F676
XBI	SPDR SERIES TRUST	49,200	$4.68M	0.9%	—	—	Call	78464A870
XLK	SELECT SECTOR SPDR TR	45,934	$4.211M	0.8%	$89.15	—	TECHNOLOGY	81369Y803
XLV	SELECT SECTOR SPDR TR	38,400	$3.911M	0.7%	—	—	Call	81369Y209
IYR	ISHARES TR	41,300	$3.844M	0.7%	$93.55	—	Put	464287739
XLE	SELECT SECTOR SPDR TR	60,700	$3.645M	0.7%	—	—	Call	81369Y506
KRE	SPDR SERIES TRUST	58,483	$3.407M	0.6%	$58.26	—	S&P REGL BKG	78464A698
SMH	VANECK VECTORS ETF TRUST	24,100	$3.406M	0.6%	$119.13	—	Put	92189F676
EFA	ISHARES TR	43,800	$3.041M	0.6%	$65.21	—	Call	464287465
DXJ	WISDOMTREE TR	46,000	$2.473M	0.5%	$50.45	—	Call	97717W851
DXJ	WISDOMTREE TR	41,682	$2.242M	0.4%	$50.45	—	JAPN HEDGE EQT	97717W851
FXI	ISHARES TR	49,700	$2.167M	0.4%	$43.59	—	Call	464287184
XLP	SELECT SECTOR SPDR TR	31,396	$1.977M	0.4%	$62.97	—	SBI CONS STPLS	81369Y308
HYG	ISHARES TR	20,000	$1.759M	0.3%	—	—	Put	464288513
XLV	SELECT SECTOR SPDR TR	16,900	$1.721M	0.3%	—	—	Put	81369Y209
XRT	SPDR SERIES TRUST	36,000	$1.656M	0.3%	$44.87	—	Put	78464A714
XLU	SELECT SECTOR SPDR TR	25,500	$1.648M	0.3%	$62.81	—	Put	81369Y886
EWJ	ISHARES INC	27,800	$1.648M	0.3%	$59.18	—	Put	46434G822
EWJ	ISHARES INC	16,500	$977K	0.2%	$59.18	—	Call	46434G822
XHB	SPDR SERIES TRUST	20,568	$936K	0.2%	$39.39	—	S&P HOMEBUILD	78464A888
EFA	ISHARES TR	12,300	$855K	0.2%	$65.21	—	Put	464287465
SLV	ISHARES SILVER TRUST	31,749	$530K	0.1%	$15.58	—	ISHARES	46428Q109
EWW	ISHARES INC	11,400	$514K	0.1%	—	—	Call	464286822
XLK	SELECT SECTOR SPDR TR	5,200	$477K	0.1%	$89.15	—	Put	81369Y803
XRT	SPDR SERIES TRUST	10,300	$474K	0.1%	$44.87	—	Call	78464A714
—	UNITED STATES NATL GAS FUND	26,500	$447K	0.1%	$20.70	—	Put	912318300
EWJ	ISHARES INC	7,266	$430K	0.1%	$59.18	—	MSCI JPN ETF NEW	46434G822
—	UNITED STATES NATL GAS FUND	24,415	$412K	0.1%	$20.70	—	UNIT PAR	912318300
XLI	SELECT SECTOR SPDR TR	3,100	$253K	0.0%	—	—	Call	81369Y704
FXI	ISHARES TR	4,841	$211K	0.0%	$43.59	—	CHINA LG-CAP ETF	464287184
XLU	SELECT SECTOR SPDR TR	3,200	$207K	0.0%	$62.81	—	Call	81369Y886
XLK	SELECT SECTOR SPDR TR	1,900	$174K	0.0%	$89.15	—	Call	81369Y803
XRT	SPDR SERIES TRUST	3,037	$140K	0.0%	$44.87	—	S&P RETAIL ETF	78464A714
XLU	SELECT SECTOR SPDR TR	968	$63,000	0.0%	$62.81	—	SBI INT-UTILS	81369Y886
XLI	SELECT SECTOR SPDR TR	100	$8,000	0.0%	—	—	Put	81369Y704