| 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) |
|---|
|
| SPDR S&P 500 ETF TR | CALL | Call | 78462F·01·2 | 124,820,930a | 72.72% | 426,010,000 | Sh. | 293.00 | Sole | – | Sole | – | – |
| SPDR GOLD TRUST | PUT | Put | 78463V·01·6 | 34,919,712a | 20.34% | 262,160,000 | Sh. | 133.20 | Sole | – | Sole | – | – |
| INVESCO QQQ TR | PUT | Put | 46090E·01·2 | 7,684,351a | 4.48% | 41,150,000 | Sh. | 186.74 | Sole | – | Sole | – | – |
| ISHARES SILVER TRUST | PUT | Put | 46428Q·01·8 | 2,722,127a | 1.59% | 189,960,000 | Sh. | 14.33 | Sole | – | Sole | – | – |
| BARCLAYS BK PLC | CALL | Call | 06746P·01·9 | 907,140a | 0.53% | 34,890,000 | Sh. | 26.00 | Sole | – | Sole | – | – |
| BARCLAYS BK PLC | PUT | Put | 06746P·01·9 | 350,480a | 0.20% | 13,480,000 | Sh. | 26.00 | Sole | – | Sole | – | – |
| SPDR S&P 500 ETF TR | TR UNIT | – | 78462F·10·3 | 68,374a | 0.04% | 233,358 | Sh. | 293.00 | Sole | – | Sole | – | – |
| SPDR GOLD TRUST | GOLD SHS | – | 78463V·10·7 | 67,023a | 0.04% | 503,176 | Sh. | 133.20 | Sole | – | Sole | – | – |
| INVESCO QQQ TR | UNIT SER 1 | – | 46090E·10·3 | 55,243a | 0.03% | 295,828 | Sh. | 186.74 | Sole | – | Sole | – | – |
| ISHARES SILVER TRUST | ISHARES | – | 46428Q·10·9 | 25,494a | 0.01% | 1,779,079 | Sh. | 14.33 | Sole | – | Sole | – | – |
| ISHARES TR | RUSSELL 2000 ETF | – | 464287·65·5 | 22,631a | 0.01% | 145,536 | Sh. | 155.50 | Sole | – | Sole | – | – |
| CME GROUP INC | PUT | Put | 12572Q·01·4 | 773a | 0.00% | 3,980,000 | Sh. | 0.19 | Sole | – | Sole | – | – |
| — 7 Issuers — | — 12 Issues — | — 12 Holdings: $171,644,277,266ª — | — Sole Manager — |
____________
ª The market values of all Holdings (usually Options) were adjusted (a), due to conflicting security prices in other Filings. [ Show Data As Filed ]
º Other Included Managers with whom investment discretion is shared as to any Holding: No Other Included Managers |
|
