Periodic Transaction Report
| Asset | Ticker | Category | Type | Transaction Date | Amount |
|---|---|---|---|---|---|
| SPXW JUL 29 1900 PUT | SPXW | OPTION | Sale | April 27, 2016 | $1,001 - $15,000 |
| SPXW JUL 29 1950 PUT | SPXW | OPTION | Purchase | April 27, 2016 | $1,001 - $15,000 |
| SPXW JUL 29 1775 PUT | SPXW | OPTION | Sale | April 27, 2016 | $1,001 - $15,000 |
| TLT | TLT | ETF | S | April 25, 2016 | $50,001 - $100,000 |
| TLT | TLT | ETF | P | April 25, 2016 | $50,001 - $100,000 |
| SPX JUN 17 1900 PUT | SPX | OPTION | P | April 25, 2016 | $1,001 - $15,000 |
| SPX JUN 17 1800 PUT | SPX | OPTION | S | April 25, 2016 | $1,001 - $15,000 |
| SPXW JUL 29 1950 PUT | SPXW | OPTION | Purchase | April 25, 2016 | $1,001 - $15,000 |
| SPX JUN 17 1800 PUT | SPX | OPTION | Purchase | April 25, 2016 | $1,001 - $15,000 |
| SPXW JUL 29 1900 PUT | SPXW | OPTION | Sale | April 25, 2016 | $1,001 - $15,000 |
| SPXW JUL 29 1750 PUT | SPXW | OPTION | Sale | April 25, 2016 | $1,001 - $15,000 |
| SPX JUL 15 1775 PUT | SPX | OPTION | Sale | April 21, 2016 | $1,001 - $15,000 |
| SPX JUL 15 1900 PUT | SPX | OPTION | Sale | April 21, 2016 | $1,001 - $15,000 |
| SPX JUL 15 1950 PUT | SPX | OPTION | Purchase | April 21, 2016 | $1,001 - $15,000 |
| SPXW JUN 30 1900 PUT | SPXW | OPTION | Sale | April 20, 2016 | $1,001 - $15,000 |
| SPXW JUN 30 2090 CaLL | SPXW | OPTION | Sale | April 20, 2016 | $1,001 - $15,000 |
| SPX JUL 15 1900 PUT | SPX | OPTION | Sale | April 20, 2016 | $1,001 - $15,000 |
| SPX JUL 15 1950 PUT | SPX | OPTION | Purchase | April 20, 2016 | $1,001 - $15,000 |
| SPXW JUN 30 2075 CaLL | SPXW | OPTION | Purchase | April 20, 2016 | $1,001 - $15,000 |
| SPXJUL 15 1775 PUT | SPX | OPTION | Sale | April 20, 2016 | $1,001 - $15,000 |
| SPXW JUN 3 1875 PUT | SPXW | OPTION | Purchase | April 19, 2016 | $1,001 - $15,000 |
| SPXW JUN 3 1925 PUT | SPXW | OPTION | Sale | April 19, 2016 | $1,001 - $15,000 |
| SPXW JUN 30 1925 PUT | SPXW | OPTION | Purchase | April 7, 2016 | $1,001 - $15,000 |
| SPXW JUN 30 1750 PUT | SPXW | OPTION | Sale | April 7, 2016 | $1,001 - $15,000 |
| SPXW JUN 30 1875 PUT | SPXW | OPTION | Sale | April 7, 2016 | $1,001 - $15,000 |
| SPX JUN 17 1950 PUT | SPX | OPTION | Purchase | April 5, 2016 | $1,001 - $15,000 |
| SPX JUN 17 1900 PUT | SPX | OPTION | Sale | April 5, 2016 | $1,001 - $15,000 |
| SPX JUN 17 1800 PUT | SPX | OPTION | Sale | April 5, 2016 | $1,001 - $15,000 |
| SPX JUN 30 1875 PUT | SPX | OPTION | Sale | April 4, 2016 | $1,001 - $15,000 |
| SPX W MaY 27 1850 PUT | SPX | OPTION | Sale | April 4, 2016 | $1,001 - $15,000 |
| SPXW JUN 30 1925 PUT | SPXW | OPTION | Purchase | April 4, 2016 | $1,001 - $15,000 |
| SPXW JUN 30 1750 PUT | SPXW | OPTION | Sale | April 4, 2016 | $1,001 - $15,000 |