Periodic Transaction Report
| Asset | Ticker | Category | Type | Transaction Date | Amount |
|---|---|---|---|---|---|
| S&P 500 aUg 31 1925 PUT | SPX | OPTION | P | May 27, 2016 | $1,001 - $15,000 |
| S&P 500 aUg 31 1875 PUT | SPX | OPTION | Sale | May 27, 2016 | $1,001 - $15,000 |
| S&P 500 aUg 31 1750 PUT | SPX | OPTION | Sale | May 27, 2016 | $1,001 - $15,000 |
| S&P 500 aUg 19 1750 PUT | SPX | OPTION | P | May 24, 2016 | $1,001 - $15,000 |
| S&P 500 aUg 31 1875 PUT | SPX | OPTION | S | May 24, 2016 | $1,001 - $15,000 |
| S&P 500 aUg 19 1775 PUT | SPX | OPTION | Sale | May 24, 2016 | $1,001 - $15,000 |
| S&P 500 aUg 31 1725 PUT | SPX | OPTION | Sale | May 23, 2016 | $1,001 - $15,000 |
| S&P 500 aUg 31 1925 PUT | SPX | OPTION | P | May 23, 2016 | $1,001 - $15,000 |
| S&P 500 JUL 15 1950 PUT | SPX | OPTION | Sale | May 19, 2016 | $1,001 - $15,000 |
| S&P 500 JUL 15 1775 PUT | SPX | OPTION | P | May 19, 2016 | $1,001 - $15,000 |
| S&P 500 JUL 15 1900 PUT | SPX | OPTION | P | May 19, 2016 | $1,001 - $15,000 |
| S&P 500 JUL 15 1950 PUT | SPX | OPTION | Sale | May 18, 2016 | $1,001 - $15,000 |
| S&P 500 JUL 15 1900 PUT | SPX | OPTION | P | May 18, 2016 | $1,001 - $15,000 |
| S&P 500 JUL 15 1775 PUT | SPX | OPTION | P | May 18, 2016 | $1,001 - $15,000 |
| S&P 500 JUN 24 2110 CaLL | SPX | OPTION | Purchase | May 17, 2016 | $1,001 - $15,000 |
| S&P 500 JUN 24 2090 CaLL | SPX | OPTION | Purchase | May 17, 2016 | $1,001 - $15,000 |
| S&P 500 JUN 24 2100 CaLL | SPX | OPTION | Sale | May 17, 2016 | $1,001 - $15,000 |
| S&P 500 aUg 19 1750 PUT | SPX | OPTION | S | May 12, 2016 | $1,001 - $15,000 |
| S&P 500 aUg 19 1725 PUT | SPX | OPTION | P | May 12, 2016 | $1,001 - $15,000 |
| S&P 500 aUg 19 1900 PUT | SPX | OPTION | Sale | May 11, 2016 | $1,001 - $15,000 |
| S&P 500 aUg 19 1950 PUT | SPX | OPTION | Purchase | May 11, 2016 | $1,001 - $15,000 |
| S&P 500 aUg 19 1750 PUT | SPX | OPTION | S | May 11, 2016 | $1,001 - $15,000 |
| S&P 500 aUg 19 1725 PUT | SPX | OPTION | S | May 9, 2016 | $1,001 - $15,000 |
| S&P 500 aUg 19 1900 PUT | SPX | OPTION | Sale | May 9, 2016 | $1,001 - $15,000 |
| S&P 500 aUg 19 1950 PUT | SPX | OPTION | Purchase | May 9, 2016 | $1,001 - $15,000 |
| S&P 500 JUL 29 1775 PUT | SPX | OPTION | Sale | May 6, 2016 | $1,001 - $15,000 |
| S&P 500 JUL 29 1750 PUT | SPX | OPTION | Purchase | May 6, 2016 | $1,001 - $15,000 |
| S&P 500 JUN 30 1750 PUT | SPX | OPTION | Purchase | May 6, 2016 | $1,001 - $15,000 |
| S&P 500 JUN 30 1875 PUT | SPX | OPTION | Purchase | May 6, 2016 | $1,001 - $15,000 |
| S&P 500 JUN 30 1925 PUT | SPX | OPTION | Sale | May 6, 2016 | $1,001 - $15,000 |