| 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 | 199,844a | 44.09% | 7,996,300 | Sh. | 24.99 | Sole | – | Sole | – | – |
| SPDR S&P 500 ETF TR | PUT | Put | 78462F·01·2 | 156,140a | 34.45% | 6,247,600 | Sh. | 24.99 | Sole | – | Sole | – | – |
| SPDR GOLD TRUST | GOLD SHS | – | 78463V·10·7 | 59,877 | 13.21% | 493,828 | Sh. | 121.25 | Sole | – | Sole | – | – |
| SPDR GOLD TRUST | PUT | Put | 78463V·01·6 | 21,518a | 4.75% | 1,774,700 | Sh. | 12.12 | Sole | – | Sole | – | – |
| ISHARES TR | PUT | Put | 464287·01·0 | 14,058a | 3.10% | 1,049,900 | Sh. | 13.39 | Sole | – | Sole | – | – |
| ISHARES SILVER TRUST | PUT | Put | 46428Q·01·8 | 1,134a | 0.25% | 780,900 | Sh. | 1.45 | Sole | – | Sole | – | – |
| CME GROUP INC | PUT | Put | 12572Q·01·4 | 681a | 0.15% | 36,200 | Sh. | 18.81 | Sole | – | Sole | – | – |
| — 5 Issuers — | — 7 Issues — | — 7 Holdings: $453,251,800ª — | — Sole Manager — |
____________
ª The market values of 6 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 |
|
