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        <name>Molson Coors Beverage Company</name>
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      <invstOrSec>
        <name>N/A</name>
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        <valUSD>-10370.00000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

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            <putOrCall>Call</putOrCall>
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            <shareNo>-10.00000000</shareNo>
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      <invstOrSec>
        <name>N/A</name>
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        <curCd>USD</curCd>
        <valUSD>15902.00000000</valUSD>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>FCSTONE</counterpartyName>
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            <putOrCall>Call</putOrCall>
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            <descRefInstrmnt>
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            <unrealizedAppr>9603.00000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <balance>-50.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-39200.00000000</valUSD>
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        <assetCat>DE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
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            <delta>XXXX</delta>
            <unrealizedAppr>121801.75000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>The Sherwin-Williams Company</name>
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          <isin value="US824348BB18"/>
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        <balance>325000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>328534.43000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C368  12/17/2021"/>
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        <balance>20.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>132190.00000000</valUSD>
        <pctVal>0.149019465736</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
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            <shareNo>20.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>73225.82000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C445  08/20/2021"/>
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        <balance>-190.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-22800.00000000</valUSD>
        <pctVal>-0.02570272954</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
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                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
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            <shareNo>-190.00000000</shareNo>
            <exercisePrice>445.00000000</exercisePrice>
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            <delta>XXXX</delta>
            <unrealizedAppr>-3415.29000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 09/17/21 P422</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P422  09/17/2021"/>
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        <balance>-190.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-172140.00000000</valUSD>
        <pctVal>-0.19405560807</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
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            <shareNo>-190.00000000</shareNo>
            <exercisePrice>422.00000000</exercisePrice>
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            <expDt>2021-09-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>17001.24000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="SPY P419  09/17/2021"/>
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        <balance>-100.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-83000.00000000</valUSD>
        <pctVal>-0.09356695405</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
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            <shareNo>-100.00000000</shareNo>
            <exercisePrice>419.00000000</exercisePrice>
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            <expDt>2021-09-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>40235.90000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Pgim Etf Trust</name>
        <lei>549300OXS91LYTDQF355</lei>
        <title>PGIM ULTRA SHORT</title>
        <cusip>69344A107</cusip>
        <identifiers>
          <isin value="US69344A1079"/>
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        <balance>478865.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>23823533.75000000</valUSD>
        <pctVal>26.85657214143</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP Morgan Etf Trust</name>
        <lei>5493001E1K1DVWDV2464</lei>
        <title>JPMORGAN ULTRA-SHORT INCO</title>
        <cusip>46641Q837</cusip>
        <identifiers>
          <isin value="US46641Q8371"/>
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        <balance>81948.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4158041.52000000</valUSD>
        <pctVal>4.687413010210</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 01/21/22 C415</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C415  01/21/2022"/>
        </identifiers>
        <balance>175.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>501900.00000000</valUSD>
        <pctVal>0.565798243838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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            <putOrCall>Call</putOrCall>
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            <shareNo>175.00000000</shareNo>
            <exercisePrice>415.00000000</exercisePrice>
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            <expDt>2022-01-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>83316.94000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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            <putOrCall>Call</putOrCall>
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            <shareNo>-100.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-4918.56000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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            <putOrCall>Call</putOrCall>
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            <descRefInstrmnt>
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            <shareNo>-100.00000000</shareNo>
            <exercisePrice>449.00000000</exercisePrice>
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            <expDt>2021-09-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-2197.57000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="Internal ID" value="SPY P368  03/18/2022"/>
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        <balance>25.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>26662.50000000</valUSD>
        <pctVal>0.030056974848</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>25.00000000</shareNo>
            <exercisePrice>368.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-03-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-7078.87000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 01/21/22 P367</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P367  01/21/2022"/>
        </identifiers>
        <balance>70.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>54285.00000000</valUSD>
        <pctVal>0.061196169888</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>70.00000000</shareNo>
            <exercisePrice>367.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-01-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-31930.65000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 01/21/22 P394</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P394  01/21/2022"/>
        </identifiers>
        <balance>-15.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-18000.00000000</valUSD>
        <pctVal>-0.02029162858</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-15.00000000</shareNo>
            <exercisePrice>394.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-01-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>30139.33000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 09/17/21 P335</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P335  09/17/2021"/>
        </identifiers>
        <balance>-15.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1650.00000000</valUSD>
        <pctVal>-0.00186006595</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-15.00000000</shareNo>
            <exercisePrice>335.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-09-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>49154.59000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>John Deere Capital Corporation</name>
        <lei>E0KSF7PFQ210NWI8Z391</lei>
        <title>DE 2.95 04/01/22</title>
        <cusip>24422EUT4</cusip>
        <identifiers>
          <isin value="US24422EUT45"/>
        </identifiers>
        <balance>350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>357338.71000000</valUSD>
        <pctVal>0.402832465777</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 09/17/21 P343</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P343  09/17/2021"/>
        </identifiers>
        <balance>-2.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-257.00000000</valUSD>
        <pctVal>-0.00028971936</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-2.00000000</shareNo>
            <exercisePrice>343.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-09-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>6305.25000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 12/17/21 P366</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P366  12/17/2021"/>
        </identifiers>
        <balance>-15.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9525.00000000</valUSD>
        <pctVal>-0.01073765346</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-15.00000000</shareNo>
            <exercisePrice>366.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-12-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>39320.11000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ishares Trust</name>
        <lei>5493000860OXIC4B5K91</lei>
        <title>ISHARES 0-5 YR INV GRD CO</title>
        <cusip>46434V100</cusip>
        <identifiers>
          <isin value="US46434V1008"/>
        </identifiers>
        <balance>22000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1140260.00000000</valUSD>
        <pctVal>1.285429578640</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 01/21/22 P416</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P416  01/21/2022"/>
        </identifiers>
        <balance>-10.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-17130.00000000</valUSD>
        <pctVal>-0.01931086654</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-10.00000000</shareNo>
            <exercisePrice>416.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-01-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>9670.48000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 08/20/21 P382</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P382  08/20/2021"/>
        </identifiers>
        <balance>100.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>15200.00000000</valUSD>
        <pctVal>0.017135153031</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>382.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-08-20</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-13795.47000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>eBay Inc.</name>
        <lei>OML71K8X303XQONU6T67</lei>
        <title>EBAY 3.8 03/09/22</title>
        <cusip>278642AN3</cusip>
        <identifiers>
          <isin value="US278642AN33"/>
        </identifiers>
        <balance>425000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>433822.65000000</valUSD>
        <pctVal>0.489053782640</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.80000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 12/17/21 P380</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P380  12/17/2021"/>
        </identifiers>
        <balance>190.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>154090.00000000</valUSD>
        <pctVal>0.173707613853</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>190.00000000</shareNo>
            <exercisePrice>380.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-12-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>712.41000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 12/17/21 C372</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C372  12/17/2021"/>
        </identifiers>
        <balance>90.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>562725.00000000</valUSD>
        <pctVal>0.634367038781</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>90.00000000</shareNo>
            <exercisePrice>372.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-12-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>310860.21000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 02/18/22 P375</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P375  02/18/2022"/>
        </identifiers>
        <balance>100.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>101700.00000000</valUSD>
        <pctVal>0.114647701530</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>375.00000000</exercisePrice>
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            <delta>XXXX</delta>
            <unrealizedAppr>-1969.47000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>Molson Coors Beverage Company</name>
        <lei>54930073LBBH6ZCBE225</lei>
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          <isin value="US60871RAC43"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
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          <isin value="US61747WAL37"/>
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        <balance>250000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal ID" value="SPY P363  02/18/2022"/>
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        <assetCat>DE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal ID" value="SPY C449  08/20/2021"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                  <cusip value="78462F103"/>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal ID" value="SPY C451  01/21/2022"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>FCSTONE</counterpartyName>
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            <delta>XXXX</delta>
            <unrealizedAppr>-6575.63000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="SPY C380  01/21/2022"/>
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        <balance>40.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
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            <shareNo>40.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>104773.15000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="SPY C418  01/21/2022"/>
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        <balance>10.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
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                  <cusip value="78462F103"/>
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            <shareNo>10.00000000</shareNo>
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            <expDt>2022-01-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>2464.62000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="SPY C329  09/17/2021"/>
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        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
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            <delta>XXXX</delta>
            <unrealizedAppr>841345.97000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>FCSTONE</counterpartyName>
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            <delta>XXXX</delta>
            <unrealizedAppr>-4513.87000000</unrealizedAppr>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>Credit Agricole S.A. London Branch</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <balance>30.00000000</balance>
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        <assetCat>DE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>FCSTONE</counterpartyName>
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            <putOrCall>Call</putOrCall>
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            <shareNo>30.00000000</shareNo>
            <exercisePrice>425.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-09-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>3304.06000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 12/17/21 P367</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P367  12/17/2021"/>
        </identifiers>
        <balance>-15.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9705.00000000</valUSD>
        <pctVal>-0.01094056974</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-15.00000000</shareNo>
            <exercisePrice>367.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-12-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>39325.15000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 01/21/22 P412</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P412  01/21/2022"/>
        </identifiers>
        <balance>-75.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-119925.00000000</valUSD>
        <pctVal>-0.13519297547</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-75.00000000</shareNo>
            <exercisePrice>412.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-01-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>83817.23000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 01/21/22 C394</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C394  01/21/2022"/>
        </identifiers>
        <balance>15.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>67492.50000000</valUSD>
        <pctVal>0.076085152365</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>15.00000000</shareNo>
            <exercisePrice>394.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-01-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>25302.21000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 01/21/22 P380</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P380  01/21/2022"/>
        </identifiers>
        <balance>-40.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-38240.00000000</valUSD>
        <pctVal>-0.04310843762</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-40.00000000</shareNo>
            <exercisePrice>380.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-01-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>95476.69000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 03/18/22 P415</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P415  03/18/2022"/>
        </identifiers>
        <balance>-10.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-20665.00000000</valUSD>
        <pctVal>-0.02329591693</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-10.00000000</shareNo>
            <exercisePrice>415.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-03-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>10045.46000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lincoln National Corporation</name>
        <lei>EFQMQROEDSNBRIP7LE47</lei>
        <title>LNC 4.2 03/15/22</title>
        <cusip>534187BC2</cusip>
        <identifiers>
          <isin value="US534187BC24"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>308085.21000000</valUSD>
        <pctVal>0.347308369736</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 02/18/22 P408</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P408  02/18/2022"/>
        </identifiers>
        <balance>-100.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-167500.00000000</valUSD>
        <pctVal>-0.18882487715</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-100.00000000</shareNo>
            <exercisePrice>408.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-02-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>129097.70000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>US BANK MMDA</name>
        <lei>N/A</lei>
        <title>US BANK MMDA-USBGFS 5</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="8AMMF0A92"/>
        </identifiers>
        <balance>1928996.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1928996.72000000</valUSD>
        <pctVal>2.174582499595</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerConditional desc="US Bank Money Market Deposit Account" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sumitomo Mitsui Financial Group Inc</name>
        <lei>35380028MYWPB6AUO129</lei>
        <title>SUMIBK 2.442 10/19/21</title>
        <cusip>86562MAH3</cusip>
        <identifiers>
          <isin value="US86562MAH34"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>503386.01000000</valUSD>
        <pctVal>0.567473441783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.44200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 09/17/21 P380</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P380  09/17/2021"/>
        </identifiers>
        <balance>225.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>67275.00000000</valUSD>
        <pctVal>0.075839961853</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>225.00000000</shareNo>
            <exercisePrice>380.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-09-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-3520.06000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 09/17/21 C419</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C419  09/17/2021"/>
        </identifiers>
        <balance>100.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>172200.00000000</valUSD>
        <pctVal>0.194123246840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>419.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-09-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>33026.53000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 03/18/22 P420</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P420  03/18/2022"/>
        </identifiers>
        <balance>-25.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-55550.00000000</valUSD>
        <pctVal>-0.06262222045</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-25.00000000</shareNo>
            <exercisePrice>420.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-03-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>12894.28000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Truist Financial Corporation</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>TFC 2.7 01/27/22</title>
        <cusip>867914BM4</cusip>
        <identifiers>
          <isin value="US867914BM42"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>303629.21000000</valUSD>
        <pctVal>0.342285064347</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 03/18/22 P365</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P365  03/18/2022"/>
        </identifiers>
        <balance>60.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>61290.00000000</valUSD>
        <pctVal>0.069092995347</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
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                  <cusip value="78462F103"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>60.00000000</shareNo>
            <exercisePrice>365.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-03-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-27311.27000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 12/17/21 P373</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P373  12/17/2021"/>
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        <balance>-15.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10560.00000000</valUSD>
        <pctVal>-0.01190442210</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
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                  <cusip value="78462F103"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-15.00000000</shareNo>
            <exercisePrice>373.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-12-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>37052.19000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 03/18/22 C419</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C419  03/18/2022"/>
        </identifiers>
        <balance>20.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>58840.00000000</valUSD>
        <pctVal>0.066331079233</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
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                  <cusip value="78462F103"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>20.00000000</shareNo>
            <exercisePrice>419.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-03-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>6189.24000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 02/18/22 P414</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P414  02/18/2022"/>
        </identifiers>
        <balance>-100.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-183400.00000000</valUSD>
        <pctVal>-0.20674914907</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
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                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-100.00000000</shareNo>
            <exercisePrice>414.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-02-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>96173.79000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBV 3 3/8 11/14/21</title>
        <cusip>00287YBE8</cusip>
        <identifiers>
          <isin value="US00287YBE86"/>
        </identifiers>
        <balance>603000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>609905.00000000</valUSD>
        <pctVal>0.687553651939</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ishares Trust</name>
        <lei>5493000860OXIC4B5K91</lei>
        <title>ISHR 1-5Y INV GR</title>
        <cusip>464288646</cusip>
        <identifiers>
          <isin value="US4642886463"/>
        </identifiers>
        <balance>379464.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20798421.84000000</valUSD>
        <pctVal>23.44632506812</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 12/17/21 C358</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C358  12/17/2021"/>
        </identifiers>
        <balance>10.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>75170.00000000</valUSD>
        <pctVal>0.084740095615</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>10.00000000</shareNo>
            <exercisePrice>358.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-12-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>46679.91000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mitsubishi UFJ Financial Group, Inc.</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>MUFG 3.218 03/07/22</title>
        <cusip>606822BG8</cusip>
        <identifiers>
          <isin value="US606822BG84"/>
        </identifiers>
        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>255124.04000000</valUSD>
        <pctVal>0.287604570219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.21800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 02/18/22 C408</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C408  02/18/2022"/>
        </identifiers>
        <balance>100.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>356900.00000000</valUSD>
        <pctVal>0.402337902422</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>408.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-02-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>88202.22000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 09/17/21 P334</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P334  09/17/2021"/>
        </identifiers>
        <balance>-9.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-976.50000000</valUSD>
        <pctVal>-0.00110082085</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-9.00000000</shareNo>
            <exercisePrice>334.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-09-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>28306.12000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Xylem, Inc.</name>
        <lei>549300DF5MV96DRYLQ48</lei>
        <title>XYL 4 7/8 10/01/21</title>
        <cusip>98419MAB6</cusip>
        <identifiers>
          <isin value="US98419MAB63"/>
        </identifiers>
        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252749.47000000</valUSD>
        <pctVal>0.284927687302</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 12/17/21 C357</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C357  12/17/2021"/>
        </identifiers>
        <balance>100.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>760500.00000000</valUSD>
        <pctVal>0.857321307908</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>357.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-12-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>473699.12000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 09/17/21 C446</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C446  09/17/2021"/>
        </identifiers>
        <balance>-94.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-26414.00000000</valUSD>
        <pctVal>-0.02977683764</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-94.00000000</shareNo>
            <exercisePrice>446.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-09-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>18.22000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hewlett Packard Enterprise Company</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>HPE 3 1/2 10/05/21</title>
        <cusip>42824CBC2</cusip>
        <identifiers>
          <isin value="US42824CBC29"/>
        </identifiers>
        <balance>375000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>377140.22000000</valUSD>
        <pctVal>0.425154959467</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 09/17/21 C448</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C448  09/17/2021"/>
        </identifiers>
        <balance>-196.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-45864.00000000</valUSD>
        <pctVal>-0.05170306964</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
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                  <cusip value="78462F103"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-196.00000000</shareNo>
            <exercisePrice>448.00000000</exercisePrice>
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            <expDt>2021-09-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>36996.55000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 01/21/22 C455</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C455  01/21/2022"/>
        </identifiers>
        <balance>-200.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-134000.00000000</valUSD>
        <pctVal>-0.15105990172</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
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                <identifiers>
                  <cusip value="78462F103"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-200.00000000</shareNo>
            <exercisePrice>455.00000000</exercisePrice>
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            <expDt>2022-01-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>10625.35000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 09/17/21 C334</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C334  09/17/2021"/>
        </identifiers>
        <balance>9.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>86206.50000000</valUSD>
        <pctVal>0.097181682222</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
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                <identifiers>
                  <cusip value="78462F103"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>9.00000000</shareNo>
            <exercisePrice>334.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-09-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>58600.51000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Skandinaviska Enskilda Banken AB (publ)</name>
        <lei>F3JS33DEI6XQ4ZBPTN86</lei>
        <title>SEB 1 7/8 09/13/21</title>
        <cusip>830505AT0</cusip>
        <identifiers>
          <isin value="US830505AT07"/>
        </identifiers>
        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100345.50000000</valUSD>
        <pctVal>0.113120756479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 09/17/21 P350</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P350  09/17/2021"/>
        </identifiers>
        <balance>-2.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-298.00000000</valUSD>
        <pctVal>-0.00033593918</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-2.00000000</shareNo>
            <exercisePrice>350.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-09-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>6487.68000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 01/21/22 C452</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C452  01/21/2022"/>
        </identifiers>
        <balance>-10.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7845.00000000</valUSD>
        <pctVal>-0.00884376812</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-10.00000000</shareNo>
            <exercisePrice>452.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-01-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-224.42000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lloyds Banking Group plc</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>LLOYDS 3 01/11/22</title>
        <cusip>53944YAC7</cusip>
        <identifiers>
          <isin value="US53944YAC75"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>507315.91000000</valUSD>
        <pctVal>0.571903667960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 09/17/21 P375</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P375  09/17/2021"/>
        </identifiers>
        <balance>165.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>43395.00000000</valUSD>
        <pctVal>0.048919734591</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>165.00000000</shareNo>
            <exercisePrice>375.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-09-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-78326.49000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 08/20/21 P425</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P425  08/20/2021"/>
        </identifiers>
        <balance>-100.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-65500.00000000</valUSD>
        <pctVal>-0.07383898181</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-100.00000000</shareNo>
            <exercisePrice>425.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-08-20</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>40207.99000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 09/17/21 P329</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P329  09/17/2021"/>
        </identifiers>
        <balance>-120.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12480.00000000</valUSD>
        <pctVal>-0.01406886248</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-120.00000000</shareNo>
            <exercisePrice>329.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-09-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>388213.75000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ING Groep N.V.</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>INTNED 3.15 03/29/22</title>
        <cusip>456837AG8</cusip>
        <identifiers>
          <isin value="US456837AG88"/>
        </identifiers>
        <balance>350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>357544.34000000</valUSD>
        <pctVal>0.403064275087</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.15000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Progressive Corporation</name>
        <lei>529900TACNVLY9DCR586</lei>
        <title>PGR 3 3/4 08/23/21</title>
        <cusip>743315AN3</cusip>
        <identifiers>
          <isin value="US743315AN32"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>401998.48000000</valUSD>
        <pctVal>0.453177991651</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 12/17/21 C366</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C366  12/17/2021"/>
        </identifiers>
        <balance>15.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>101842.50000000</valUSD>
        <pctVal>0.114808343590</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>15.00000000</shareNo>
            <exercisePrice>366.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-12-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>59837.69000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 01/21/22 C395</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C395  01/21/2022"/>
        </identifiers>
        <balance>60.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>264990.00000000</valUSD>
        <pctVal>0.298726592219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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                  <cusip value="78462F103"/>
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            <shareNo>60.00000000</shareNo>
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            <unrealizedAppr>111466.27000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="SPY C436  07/16/2021"/>
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        <curCd>USD</curCd>
        <valUSD>-9000.00000000</valUSD>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
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                  <cusip value="78462F103"/>
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            <delta>XXXX</delta>
            <unrealizedAppr>16083.20000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="SPY P415  01/21/2022"/>
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        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
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                  <cusip value="78462F103"/>
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            <shareNo>-175.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>175249.31000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="SPY C425  08/20/2021"/>
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        <balance>100.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>103000.00000000</valUSD>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
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                  <cusip value="78462F103"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
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            <expDt>2021-08-20</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>13230.53000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 08/20/21 C420</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="SPY C420  08/20/2021"/>
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        <balance>100.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>141600.00000000</valUSD>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
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                  <cusip value="78462F103"/>
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            <shareNo>100.00000000</shareNo>
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            <expDt>2021-08-20</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>39431.53000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 08/20/21 C422</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C422  08/20/2021"/>
        </identifiers>
        <balance>190.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>237120.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
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                  <cusip value="78462F103"/>
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            <shareNo>190.00000000</shareNo>
            <exercisePrice>422.00000000</exercisePrice>
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            <expDt>2021-08-20</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>57400.01000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 02/18/22 C414</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C414  02/18/2022"/>
        </identifiers>
        <balance>100.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>312600.00000000</valUSD>
        <pctVal>0.352397949838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
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                <identifiers>
                  <cusip value="78462F103"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>414.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-02-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>57912.22000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 01/21/22 P364</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P364  01/21/2022"/>
        </identifiers>
        <balance>215.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>158240.00000000</valUSD>
        <pctVal>0.178385961556</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
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                  <cusip value="78462F103"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>215.00000000</shareNo>
            <exercisePrice>364.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-01-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-124149.66000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Baxter International, Inc.</name>
        <lei>J5OIVXX3P24RJRW5CK77</lei>
        <title>BAX 1.7 08/15/21</title>
        <cusip>071813BR9</cusip>
        <identifiers>
          <isin value="US071813BR97"/>
        </identifiers>
        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>250133.53000000</valUSD>
        <pctVal>0.281978704919</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.70000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 08/20/21 P420</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P420  08/20/2021"/>
        </identifiers>
        <balance>-100.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-54000.00000000</valUSD>
        <pctVal>-0.06087488576</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
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                  <cusip value="78462F103"/>
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            <shareNo>-100.00000000</shareNo>
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            <expDt>2021-08-20</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>46306.01000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>Capital One Financial Corporation</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>COF 4 3/4 07/15/21</title>
        <cusip>14040HAY1</cusip>
        <identifiers>
          <isin value="US14040HAY18"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>300486.66000000</valUSD>
        <pctVal>0.338742427824</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 09/17/21 C413</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C413  09/17/2021"/>
        </identifiers>
        <balance>40.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>89040.00000000</valUSD>
        <pctVal>0.100375922756</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
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                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>40.00000000</shareNo>
            <exercisePrice>413.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-09-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>15670.49000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 12/17/21 P357</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P357  12/17/2021"/>
        </identifiers>
        <balance>-100.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-53650.00000000</valUSD>
        <pctVal>-0.06048032632</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
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                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-100.00000000</shareNo>
            <exercisePrice>357.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-12-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>274960.36000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 12/17/21 P372</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P372  12/17/2021"/>
        </identifiers>
        <balance>-90.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-62550.00000000</valUSD>
        <pctVal>-0.07051340934</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-90.00000000</shareNo>
            <exercisePrice>372.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-12-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>231446.58000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 12/17/21 P425</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P425  12/17/2021"/>
        </identifiers>
        <balance>-25.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-44725.00000000</valUSD>
        <pctVal>-0.05041906048</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-25.00000000</shareNo>
            <exercisePrice>425.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-12-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>2226.39000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 03/18/22 C393</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C393  03/18/2022"/>
        </identifiers>
        <balance>50.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>243975.00000000</valUSD>
        <pctVal>0.275036115840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>50.00000000</shareNo>
            <exercisePrice>393.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-03-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>93213.31000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 07/16/21 P416</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P416  07/16/2021"/>
        </identifiers>
        <balance>-150.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-18150.00000000</valUSD>
        <pctVal>-0.02046072549</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-150.00000000</shareNo>
            <exercisePrice>416.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-07-16</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>146624.48000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 03/18/22 P370</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P370  03/18/2022"/>
        </identifiers>
        <balance>20.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>21800.00000000</valUSD>
        <pctVal>0.024575416847</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>20.00000000</shareNo>
            <exercisePrice>370.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-03-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-9361.76000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 12/17/21 P416</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P416  12/17/2021"/>
        </identifiers>
        <balance>-75.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-113250.00000000</valUSD>
        <pctVal>-0.12766816320</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-75.00000000</shareNo>
            <exercisePrice>416.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-12-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>73427.31000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 01/21/22 C412</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C412  01/21/2022"/>
        </identifiers>
        <balance>75.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>231825.00000000</valUSD>
        <pctVal>0.261339266543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>75.00000000</shareNo>
            <exercisePrice>412.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-01-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>50519.09000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>John Deere Capital Corporation</name>
        <lei>E0KSF7PFQ210NWI8Z391</lei>
        <title>DE 3.2 01/10/22</title>
        <cusip>24422EUQ0</cusip>
        <identifiers>
          <isin value="US24422EUQ06"/>
        </identifiers>
        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>254067.34000000</valUSD>
        <pctVal>0.286413338889</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 12/17/21 C460</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C460  12/17/2021"/>
        </identifiers>
        <balance>-25.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9550.00000000</valUSD>
        <pctVal>-0.01076583627</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-25.00000000</shareNo>
            <exercisePrice>460.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-12-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>26.58000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 12/17/21 C455</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C455  12/17/2021"/>
        </identifiers>
        <balance>-390.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-203580.00000000</valUSD>
        <pctVal>-0.22949831934</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-390.00000000</shareNo>
            <exercisePrice>455.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-12-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-3518.84000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 03/18/22 C420</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C420  03/18/2022"/>
        </identifiers>
        <balance>25.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>70750.00000000</valUSD>
        <pctVal>0.079757373483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>25.00000000</shareNo>
            <exercisePrice>420.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-03-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>9176.63000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vanguard Scottsdal</name>
        <lei>549300Y88GQ3VLJIBX57</lei>
        <title>VANGUARD S/T CORP BOND ET</title>
        <cusip>92206C409</cusip>
        <identifiers>
          <isin value="US92206C4096"/>
        </identifiers>
        <balance>252490.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20883447.90000000</valUSD>
        <pctVal>23.54217602534</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 02/18/22 C450</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C450  02/18/2022"/>
        </identifiers>
        <balance>-100.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-96900.00000000</valUSD>
        <pctVal>-0.10923660057</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-100.00000000</shareNo>
            <exercisePrice>450.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-02-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-12500.22000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 07/16/21 P384</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P384  07/16/2021"/>
        </identifiers>
        <balance>150.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3750.00000000</valUSD>
        <pctVal>0.004227422622</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
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                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>150.00000000</shareNo>
            <exercisePrice>384.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-07-16</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-15440.21000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Williams Companies, Inc.</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>WMB 7 7/8 09/01/21</title>
        <cusip>969457BG4</cusip>
        <identifiers>
          <isin value="US969457BG47"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>303654.95000000</valUSD>
        <pctVal>0.342314081376</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 03/18/22 P419</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P419  03/18/2022"/>
        </identifiers>
        <balance>-20.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-43760.00000000</valUSD>
        <pctVal>-0.04933120372</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-20.00000000</shareNo>
            <exercisePrice>419.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-03-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>15183.94000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Equifax Inc.</name>
        <lei>5493004MCF8JDC86VS77</lei>
        <title>EFX 3.6 08/15/21</title>
        <cusip>294429AM7</cusip>
        <identifiers>
          <isin value="US294429AM71"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>401609.25000000</valUSD>
        <pctVal>0.452739207729</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.60000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 09/17/21 C343</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C343  09/17/2021"/>
        </identifiers>
        <balance>2.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>17399.00000000</valUSD>
        <pctVal>0.019614113657</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2.00000000</shareNo>
            <exercisePrice>343.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-09-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>11458.61000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UnionBanCal Corporation</name>
        <lei>5493004K1ECE43Q0BX47</lei>
        <title>UNBC 3 1/2 06/18/22</title>
        <cusip>908906AC4</cusip>
        <identifiers>
          <isin value="US908906AC47"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>618728.71000000</valUSD>
        <pctVal>0.697500732278</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 01/21/22 C416</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C416  01/21/2022"/>
        </identifiers>
        <balance>10.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>27160.00000000</valUSD>
        <pctVal>0.030617812916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>10.00000000</shareNo>
            <exercisePrice>416.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-01-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>3430.62000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 12/17/21 P358</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P358  12/17/2021"/>
        </identifiers>
        <balance>-10.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5455.00000000</valUSD>
        <pctVal>-0.00614949077</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-10.00000000</shareNo>
            <exercisePrice>358.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-12-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>27599.98000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 12/17/21 C425</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C425  12/17/2021"/>
        </identifiers>
        <balance>25.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>49400.00000000</valUSD>
        <pctVal>0.055689247351</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>25.00000000</shareNo>
            <exercisePrice>425.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-12-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>4848.63000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 01/21/22 P418</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P418  01/21/2022"/>
        </identifiers>
        <balance>-10.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-17640.00000000</valUSD>
        <pctVal>-0.01988579601</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-10.00000000</shareNo>
            <exercisePrice>418.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-01-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>9154.48000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 12/17/21 C373</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C373  12/17/2021"/>
        </identifiers>
        <balance>15.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>92415.00000000</valUSD>
        <pctVal>0.104180603116</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>15.00000000</shareNo>
            <exercisePrice>373.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-12-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>49090.74000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Marriott International, Inc.</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
        <title>MAR 3 1/8 10/15/21</title>
        <cusip>571903AM5</cusip>
        <identifiers>
          <isin value="US571903AM51"/>
        </identifiers>
        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>250256.54000000</valUSD>
        <pctVal>0.282117375654</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 08/20/21 P380</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P380  08/20/2021"/>
        </identifiers>
        <balance>290.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>41760.00000000</valUSD>
        <pctVal>0.047076578327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>290.00000000</shareNo>
            <exercisePrice>380.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-08-20</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-39889.66000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 07/16/21 C416</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C416  07/16/2021"/>
        </identifiers>
        <balance>150.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>202500.00000000</valUSD>
        <pctVal>0.228280821632</pctVal>
        <payoffProfile>Long</payoffProfile>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <assetCat>DE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="SPY C460  03/18/2022"/>
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        <assetCat>DE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>FCSTONE</counterpartyName>
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            <putOrCall>Call</putOrCall>
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            <delta>XXXX</delta>
            <unrealizedAppr>-3286.86000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="SPY P420  09/17/2021"/>
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        <assetCat>DE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>FCSTONE</counterpartyName>
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            <putOrCall>Put</putOrCall>
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              <otherRefInst>
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            <unrealizedAppr>28761.03000000</unrealizedAppr>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
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          <isin value="US38141GGS75"/>
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        <balance>250000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="SPY C458  02/18/2022"/>
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        <balance>-100.00000000</balance>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>FCSTONE</counterpartyName>
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            <putOrCall>Call</putOrCall>
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        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>The Interpublic Group of Companies, Inc.</name>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <putOrCall>Call</putOrCall>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 03/18/22 P424</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P424  03/18/2022"/>
        </identifiers>
        <balance>-25.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-58837.50000000</valUSD>
        <pctVal>-0.06632826095</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
                <issueTitle>Spdr S&amp;P 500 Etf Trust TR UNIT</issueTitle>
                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-25.00000000</shareNo>
            <exercisePrice>424.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-03-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>7717.79000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Returns are reported without deducting sales loads and redemption fees, if any." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2021-07-28</ncom:dateSigned>
      <ncom:nameOfApplicant>MUTUAL FUND SERIES TRUST</ncom:nameOfApplicant>
      <ncom:signature>Erik Naviloff</ncom:signature>
      <ncom:signerName>Erik Naviloff</ncom:signerName>
      <ncom:title>Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
