Periodic Transaction Report
| Asset | Ticker | Category | Type | Transaction Date | Amount |
|---|---|---|---|---|---|
| S&P 500 NoV 30 2000 PUT | SPX | OPTION | P | Aug. 23, 2016 | $1,001 - $15,000 |
| S&P 500 NoV 30 1825 PUT | SPX | OPTION | S | Aug. 23, 2016 | $1,001 - $15,000 |
| S&P 500 NoV 30 1950 PUT | SPX | OPTION | S | Aug. 23, 2016 | $1,001 - $15,000 |
| S&P 500 SEP 30 1950 PUT | SPX | OPTION | Purchase | Aug. 19, 2016 | $1,001 - $15,000 |
| S&P 500 SEP 30 2000 PUT | SPX | OPTION | Sale | Aug. 19, 2016 | $1,001 - $15,000 |
| S&P 500 NoV 18 1900 PUT | SPX | OPTION | S | Aug. 18, 2016 | $1,001 - $15,000 |
| S&P 500 NoV 18 1950 PUT | SPX | OPTION | P | Aug. 18, 2016 | $1,001 - $15,000 |
| S&P 500 NoV 18 1825 PUT | SPX | OPTION | Sale | Aug. 18, 2016 | $1,001 - $15,000 |
| S&P 500 oCT 21 1950 PUT | SPX | OPTION | P | Aug. 16, 2016 | $1,001 - $15,000 |
| S&P 500 oCT 21 2000 PUT | SPX | OPTION | Sale | Aug. 16, 2016 | $1,001 - $15,000 |
| S&P 500 oCT 31 1900 PUT | SPX | OPTION | Sale | Aug. 16, 2016 | $1,001 - $15,000 |
| S&P 500 oCT 31 1825 PUT | SPX | OPTION | Sale | Aug. 16, 2016 | $1,001 - $15,000 |
| S&P 500 oCT 21 1950 PUT | SPX | OPTION | Purchase | Aug. 16, 2016 | $1,001 - $15,000 |
| S&P 500 2175 SEP 30 2175 CaLL | SPX | OPTION | Sale | Aug. 12, 2016 | $1,001 - $15,000 |
| S&P 500 aUg 17 2150 CaLL | SPX | OPTION | Purchase | Aug. 12, 2016 | $1,001 - $15,000 |
| S&P 500 NoV 18 2000 PUT | SPX | OPTION | P | Aug. 5, 2016 | $1,001 - $15,000 |
| S&P 500 NoV 18 1950 PUT | SPX | OPTION | S | Aug. 5, 2016 | $1,001 - $15,000 |
| S&P 500 SEP 30 1900 PUT | SPX | OPTION | Purchase | Aug. 5, 2016 | $1,001 - $15,000 |
| S&P 500 SEP 30 1950 PUT | SPX | OPTION | Sale | Aug. 5, 2016 | $1,001 - $15,000 |
| S&P 500 NoV 18 1825 PUT | SPX | OPTION | Sale | Aug. 5, 2016 | $1,001 - $15,000 |
| S&P 500 JUL 29 2140 CaLL | SPX | OPTION | Purchase | Aug. 1, 2016 | $1,001 - $15,000 |
| S&P 500 SEP 30 2175 CaLL | SPX | OPTION | Sale | Aug. 1, 2016 | $1,001 - $15,000 |