Periodic Transaction Report
| Asset | Ticker | Category | Type | Transaction Date | Amount |
|---|---|---|---|---|---|
| S&P 500 aUg 17 2150 CaLL | SPX | OPTION | S | July 28, 2016 | $1,001 - $15,000 |
| S&P 500 JUL 29 2140 CaLL | SPX | OPTION | Purchase | July 28, 2016 | $1,001 - $15,000 |
| S&P 500 oCT 21 1900 PUT | SPX | OPTION | S | July 25, 2016 | $1,001 - $15,000 |
| S&P 500 oCT 21 2000 PUT | SPX | OPTION | P | July 25, 2016 | $1,001 - $15,000 |
| S&P 500 oCT 21 1950 PUT | SPX | OPTION | S | July 25, 2016 | $1,001 - $15,000 |
| S&P 500 SEP 16 1950 PUT | SPX | OPTION | Sale | July 18, 2016 | $1,001 - $15,000 |
| S&P 500 SEP 16 1900 PUT | SPX | OPTION | Purchase | July 18, 2016 | $1,001 - $15,000 |
| S&P 500 JUL 29 2130 PUT | SPX | OPTION | Purchase | July 14, 2016 | $1,001 - $15,000 |
| S&P 500 JUL 29 2140 PUT | SPX | OPTION | S | July 14, 2016 | $1,001 - $15,000 |
| S&P 500 SEP 30 1825 PUT | SPX | OPTION | Sale | July 12, 2016 | $1,001 - $15,000 |
| S&P 500 SEP 30 2000 PUT | SPX | OPTION | Purchase | July 12, 2016 | $1,001 - $15,000 |
| S&P 500 SEP 30 1750 PUT | SPX | OPTION | Purchase | July 12, 2016 | $1,001 - $15,000 |
| S&P 500 SEP 30 1960 PUT | OPTION | Sale | July 12, 2016 | $1,001 - $15,000 | |
| S&P 500 SEP 30 1775 PUT | SPX | OPTION | Sale | July 12, 2016 | $1,001 - $15,000 |
| S&P 500 JUL 29 2140 CaLL | SPX | OPTION | Sale | July 11, 2016 | $1,001 - $15,000 |
| S&P 500 JUL 29 2130 CaLL | SPX | OPTION | Purchase | July 11, 2016 | $1,001 - $15,000 |
| S&P 500 SEP 30 1775 PUT | SPX | OPTION | Sale | July 8, 2016 | $1,001 - $15,000 |
| S&P 500 SEP 30 1950 PUT | SPX | OPTION | Purchase | July 8, 2016 | $1,001 - $15,000 |
| S&P 500 SEP 30 1900 PUT | SPX | OPTION | Sale | July 8, 2016 | $1,001 - $15,000 |
| S&P 500 aUg 31 1925 PUT | SPX | OPTION | S | July 7, 2016 | $1,001 - $15,000 |
| S&P 500 aUg 31 1925 PUT | SPX | OPTION | Purchase | July 7, 2016 | $1,001 - $15,000 |
| S&P 500 aUg 31 1750 PUT | SPX | OPTION | P | July 7, 2016 | $1,001 - $15,000 |
| S&P 500 SEP 30 1900 PUT | SPX | OPTION | Sale | July 5, 2016 | $1,001 - $15,000 |
| S&P 500 SEP 30 1750 PUT | SPX | OPTION | Sale | July 5, 2016 | $1,001 - $15,000 |
| S&P 500 SEP 30 1950 PUT | SPX | OPTION | Purchase | July 5, 2016 | $1,001 - $15,000 |
| SPDR goLD TR goLD SHS | GLD | ETF | PUT | July 1, 2016 | $1,001 - $15,000 |
| ISHaRES TLT JUL 1 138 PUT | TLT | OPTION | S | July 1, 2016 | $100,001 - $250,000 |
| S&P 500 JUL 29 1975 PUT | SPX | OPTION | Sale | July 1, 2016 | $1,001 - $15,000 |
| S&P 500 JUL 29 2110 CaLL | SPX | OPTION | Purchase | July 1, 2016 | $1,001 - $15,000 |
| S&P 500 JUL 29 2130 CaLL | SPX | OPTION | Sale | July 1, 2016 | $1,001 - $15,000 |
| S&P 500 SEP 16 1725 PUT | SPX | OPTION | P | July 1, 2016 | $1,001 - $15,000 |
| S&P 500 SEP 16 1775 PUT | SPX | OPTION | S | July 1, 2016 | $1,001 - $15,000 |
| S&P 500 SEP 16 1775 PUT | SPX | OPTION | S | July 1, 2016 | $1,001 - $15,000 |
| S&P 500 SEP 16 1900 PUT | SPX | OPTION | Sale | July 1, 2016 | $1,001 - $15,000 |
| S&P 500 SEP 16 1950 PUT | SPX | OPTION | Purchase | July 1, 2016 | $1,001 - $15,000 |
| ISHaRES 20 YR TREaSURY bND ETF | TLT | ETF | P | July 1, 2016 | $100,001 - $250,000 |