| Security | Market Valueª | Shares or Principal | Investment
Discretion | Other
Managersº | Voting Authority |
|---|
| Issuer Name | Issue Class | Opt. | CUSIP/CINS | $1000s | Weight | Amount | S/P | Price | Sole | Shared | None |
|---|
 | | | | | | | | | ↓List | (S/P Amounts or For All) |
|---|
|
| BARCLAYS BK PLC | IPATH B SHRT TRM | – | 06746P·62·1 | 6,826 | 1.96% | 233,290 | Sh. | 29.26 | Sole | – | Sole | – | – |
| BARCLAYS BK PLC | IPATH B SHRT TRM | Call | 06746P·62·1 | 565 | 0.16% | 19,300 | Sh. | 29.27 | Sole | – | Sole | – | – |
| BARCLAYS BK PLC | IPATH B SHRT TRM | Put | 06746P·62·1 | 31,027 | 8.89% | 1,060,400 | Sh. | 29.26 | Sole | – | Sole | – | – |
| CME GROUP INC | COM CL A | Put | 12572Q·10·5 | 5,958 | 1.71% | 36,200 | Sh. | 164.59 | Sole | – | Sole | – | – |
| INVESCO QQQ TR | UNIT SER 1 | Put | 46090E·10·3 | 111,874 | 32.05% | 622,700 | Sh. | 179.66 | Sole | – | Sole | – | – |
| ISHARES TR | RUSSELL 2000 ETF | – | 464287·65·5 | 25,176 | 7.21% | 164,454 | Sh. | 153.09 | Sole | – | Sole | – | – |
| PROSHARES TR II | ULTRA VIX SHORT | Call | 74347W·14·8 | 3,668 | 1.05% | 94,300 | Sh. | 38.90 | Sole | – | Sole | – | – |
| PROSHARES TR II | ULTRA VIX SHORT | Put | 74347W·14·8 | 809 | 0.23% | 20,800 | Sh. | 38.89 | Sole | – | Sole | – | – |
| SPDR GOLD TRUST | GOLD SHS | Put | 78463V·10·7 | 163,115 | 46.74% | 1,336,900 | Sh. | 122.01 | Sole | – | Sole | – | – |
| — 6 Issuers — | — 9 Issues — | — 9 Holdings: $349,018,000 — | — Sole Manager — |
____________
ª No market value of any Holding was adjusted. [ Show Data As Adjusted ]
º Other Included Managers with whom investment discretion is shared as to any Holding: No Other Included Managers |
|
