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            <unrealizedAppr>-78363.30000000</unrealizedAppr>
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      <invstOrSec>
        <name>John Deere Capital Corporation</name>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal ID" value="SPY C467  10/15/2021"/>
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        <curCd>USD</curCd>
        <valUSD>-525.00000000</valUSD>
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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>
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            <writtenOrPur>Written</writtenOrPur>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>FCSTONE</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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            <delta>XXXX</delta>
            <unrealizedAppr>-87879.33000000</unrealizedAppr>
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      <invstOrSec>
        <name>Ishares Trust</name>
        <lei>5493000860OXIC4B5K91</lei>
        <title>ISHARES 0-5 YR INV GRD CO</title>
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          <isin value="US46434V1008"/>
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        <balance>22000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1136960.00000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 02/18/22 C433</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="SPY C433  02/18/2022"/>
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        <balance>10.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>19770.00000000</valUSD>
        <pctVal>0.022551451778</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>
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                  <cusip value="78462F103"/>
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            <shareNo>10.00000000</shareNo>
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            <expDt>2022-02-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-1658.35000000</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 P416  01/21/2022"/>
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        <balance>-10.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-13470.00000000</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>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
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            <shareNo>-10.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>13330.48000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <balance>-10.00000000</balance>
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        <valUSD>-22340.00000000</valUSD>
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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>
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            <shareNo>-10.00000000</shareNo>
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            <expDt>2022-02-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>450.53000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 11/19/21 C449</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="SPY C449  11/19/2021"/>
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        <balance>125.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>33625.00000000</valUSD>
        <pctVal>0.038355719071</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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            <shareNo>125.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-101582.51000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>eBay Inc.</name>
        <lei>OML71K8X303XQONU6T67</lei>
        <title>EBAY 3.8 03/09/22</title>
        <cusip>278642AN3</cusip>
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          <isin value="US278642AN33"/>
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        <balance>425000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>430056.69000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 12/17/21 C372</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="SPY C372  12/17/2021"/>
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        <balance>10.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>61695.00000000</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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            <putOrCall>Call</putOrCall>
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            <shareNo>10.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>33710.02000000</unrealizedAppr>
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      <invstOrSec>
        <name>Molson Coors Beverage Company</name>
        <lei>54930073LBBH6ZCBE225</lei>
        <title>TAP 3 1/2 05/01/22</title>
        <cusip>60871RAC4</cusip>
        <identifiers>
          <isin value="US60871RAC43"/>
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        <balance>350000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>356536.29000000</valUSD>
        <pctVal>0.406697569602</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 06/17/22 C483</title>
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          <other otherDesc="Internal ID" value="SPY C483  06/17/2022"/>
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        <balance>-115.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-55430.00000000</valUSD>
        <pctVal>-0.06322847607</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
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                  <cusip value="78462F103"/>
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            <shareNo>-115.00000000</shareNo>
            <exercisePrice>483.00000000</exercisePrice>
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            <expDt>2022-06-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>53827.25000000</unrealizedAppr>
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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 03/18/22 C440</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C440  03/18/2022"/>
        </identifiers>
        <balance>40.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>67680.00000000</valUSD>
        <pctVal>0.077201935070</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>40.00000000</shareNo>
            <exercisePrice>440.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-03-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-27198.39000000</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 01/21/22 C418</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C418  01/21/2022"/>
        </identifiers>
        <balance>10.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>27040.00000000</valUSD>
        <pctVal>0.030844271931</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>418.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-01-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>2939.62000000</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 10/15/21 P444</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P444  10/15/2021"/>
        </identifiers>
        <balance>-175.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-264425.00000000</valUSD>
        <pctVal>-0.30162709339</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>-175.00000000</shareNo>
            <exercisePrice>444.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-75296.25000000</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 02/18/22 C436</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C436  02/18/2022"/>
        </identifiers>
        <balance>115.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>198375.00000000</valUSD>
        <pctVal>0.226284483887</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>115.00000000</shareNo>
            <exercisePrice>436.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-02-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-55276.49000000</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 06/17/22 P380</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P380  06/17/2022"/>
        </identifiers>
        <balance>150.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>246600.00000000</valUSD>
        <pctVal>0.281294284696</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>150.00000000</shareNo>
            <exercisePrice>380.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-06-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-8939.21000000</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 03/18/22 C424</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C424  03/18/2022"/>
        </identifiers>
        <balance>25.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>65737.50000000</valUSD>
        <pctVal>0.074986143715</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>25.00000000</shareNo>
            <exercisePrice>424.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-03-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>6498.13000000</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 C416</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C416  12/17/2021"/>
        </identifiers>
        <balance>75.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>185250.00000000</valUSD>
        <pctVal>0.211312920681</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>75.00000000</shareNo>
            <exercisePrice>416.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-12-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>13624.34000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Credit Agricole S.A. London Branch</name>
        <lei>N/A</lei>
        <title>ACAFP 3 3/8 01/10/22</title>
        <cusip>22536PAA9</cusip>
        <identifiers>
          <isin value="US22536PAA93"/>
        </identifiers>
        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252127.93000000</valUSD>
        <pctVal>0.287599942098</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-10</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>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>-15.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-18300.00000000</valUSD>
        <pctVal>-0.02087463669</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>412.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-01-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>22448.45000000</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>-19290.00000000</valUSD>
        <pctVal>-0.02200392032</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>415.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-03-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>11420.46000000</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 C486</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C486  02/18/2022"/>
        </identifiers>
        <balance>-110.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13860.00000000</valUSD>
        <pctVal>-0.01580997074</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>-110.00000000</shareNo>
            <exercisePrice>486.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-02-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>35316.11000000</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>305173.19000000</valUSD>
        <pctVal>0.348108167841</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>-146250.00000000</valUSD>
        <pctVal>-0.16682599001</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>150347.70000000</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>2628539.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2628539.68000000</valUSD>
        <pctVal>2.998350320693</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>500484.39000000</valUSD>
        <pctVal>0.570897804083</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 02/18/22 P436</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P436  02/18/2022"/>
        </identifiers>
        <balance>-115.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-264500.00000000</valUSD>
        <pctVal>-0.30171264518</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>-115.00000000</shareNo>
            <exercisePrice>436.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-02-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>3151.14000000</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 10/15/21 C461</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C461  10/15/2021"/>
        </identifiers>
        <balance>-100.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-500.00000000</valUSD>
        <pctVal>-0.00057034526</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>461.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>18176.60000000</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 10/15/21 P400</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P400  10/15/2021"/>
        </identifiers>
        <balance>175.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>22400.00000000</valUSD>
        <pctVal>0.025551467871</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>175.00000000</shareNo>
            <exercisePrice>400.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-31190.27000000</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>-52500.00000000</valUSD>
        <pctVal>-0.05988625282</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>15944.28000000</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>301753.12000000</valUSD>
        <pctVal>0.344206926380</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 12/17/21 P373</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P373  12/17/2021"/>
        </identifiers>
        <balance>-7.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2709.00000000</valUSD>
        <pctVal>-0.00309013064</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>-7.00000000</shareNo>
            <exercisePrice>373.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-12-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>19510.02000000</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 P396</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P396  01/21/2022"/>
        </identifiers>
        <balance>250.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>245750.00000000</valUSD>
        <pctVal>0.280324697746</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>250.00000000</shareNo>
            <exercisePrice>396.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-01-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>31824.75000000</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 C474</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C474  03/18/2022"/>
        </identifiers>
        <balance>-80.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-26200.00000000</valUSD>
        <pctVal>-0.02988609188</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>-80.00000000</shareNo>
            <exercisePrice>474.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-03-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>29881.93000000</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>59450.00000000</valUSD>
        <pctVal>0.067814052008</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>20.00000000</shareNo>
            <exercisePrice>419.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-03-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>6799.24000000</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 03/18/22 P443</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P443  03/18/2022"/>
        </identifiers>
        <balance>-100.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-289000.00000000</valUSD>
        <pctVal>-0.32965956316</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>443.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-03-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-41198.57000000</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>-164500.00000000</valUSD>
        <pctVal>-0.18764359218</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>414.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-02-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>115073.79000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
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          <isin value="US00287YBE86"/>
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        <balance>603000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>605096.04000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ishares Trust</name>
        <lei>5493000860OXIC4B5K91</lei>
        <title>ISHR 1-5Y INV GR</title>
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          <isin value="US4642886463"/>
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        <balance>412464.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="SPY P397  10/15/2021"/>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>FCSTONE</counterpartyName>
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      <invstOrSec>
        <name>Mitsubishi UFJ Financial Group, Inc.</name>
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          <isin value="US606822BG84"/>
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        <balance>250000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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 C408  02/18/2022"/>
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        <balance>100.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>371200.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>FCSTONE</counterpartyName>
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            <shareNo>100.00000000</shareNo>
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            <unrealizedAppr>102502.22000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Xylem, Inc.</name>
        <lei>549300DF5MV96DRYLQ48</lei>
        <title>XYL 4 7/8 10/01/21</title>
        <cusip>98419MAB6</cusip>
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          <isin value="US98419MAB63"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>250000.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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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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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="SPY C441  10/15/2021"/>
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        <balance>100.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>16000.00000000</valUSD>
        <pctVal>0.018251048479</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>
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            <shareNo>100.00000000</shareNo>
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            <expDt>2021-10-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-88063.30000000</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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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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            <unrealizedAppr>34230.46000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 12/17/21 C446</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="SPY C446  12/17/2021"/>
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        <balance>124.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>83452.00000000</valUSD>
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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>Call</putOrCall>
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            <delta>XXXX</delta>
            <unrealizedAppr>-95225.38000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Lloyds Banking Group plc</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>LLOYDS 3 01/11/22</title>
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          <isin value="US53944YAC75"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-01-11</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="SPY C466  12/17/2021"/>
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        <balance>-250.00000000</balance>
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        <valUSD>-25750.00000000</valUSD>
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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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        <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>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>FCSTONE</counterpartyName>
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            <putOrCall>Call</putOrCall>
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            <delta>XXXX</delta>
            <unrealizedAppr>15643.46000000</unrealizedAppr>
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      <invstOrSec>
        <name>ING Groep N.V.</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>INTNED 3.15 03/29/22</title>
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          <isin value="US456837AG88"/>
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        <balance>350000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-29</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="SPY C395  01/21/2022"/>
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        <balance>40.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>178040.00000000</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">
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              <counterpartyName>FCSTONE</counterpartyName>
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            <putOrCall>Call</putOrCall>
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              <otherRefInst>
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            <exercisePrice>395.00000000</exercisePrice>
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            <expDt>2022-01-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>75690.85000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPY US 01/21/22 C472</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C472  01/21/2022"/>
        </identifiers>
        <balance>-150.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-20475.00000000</valUSD>
        <pctVal>-0.02335563860</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>-150.00000000</shareNo>
            <exercisePrice>472.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-01-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>56889.65000000</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 10/15/21 P441</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P441  10/15/2021"/>
        </identifiers>
        <balance>-100.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-128300.00000000</valUSD>
        <pctVal>-0.14635059499</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>441.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-9211.91000000</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 P415</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P415  01/21/2022"/>
        </identifiers>
        <balance>-175.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-245525.00000000</valUSD>
        <pctVal>-0.28006804237</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>-175.00000000</shareNo>
            <exercisePrice>415.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-01-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>224774.31000000</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 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>312150.00000000</valUSD>
        <pctVal>0.356066548938</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>414.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-02-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>57462.22000000</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 03/18/22 P388</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P388  03/18/2022"/>
        </identifiers>
        <balance>100.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>124700.00000000</valUSD>
        <pctVal>0.142244109090</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>388.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-03-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>10712.70000000</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 06/17/22 P392</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P392  06/17/2022"/>
        </identifiers>
        <balance>115.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>219765.00000000</valUSD>
        <pctVal>0.250683854324</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>115.00000000</shareNo>
            <exercisePrice>392.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-06-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>38288.81000000</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 11/19/21 P404</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P404  11/19/2021"/>
        </identifiers>
        <balance>150.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>88200.00000000</valUSD>
        <pctVal>0.100608904745</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>150.00000000</shareNo>
            <exercisePrice>404.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-11-19</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>30758.18000000</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 P385</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P385  03/18/2022"/>
        </identifiers>
        <balance>100.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>121200.00000000</valUSD>
        <pctVal>0.138251692235</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>385.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-03-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1568.53000000</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 11/19/21 C466</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C466  11/19/2021"/>
        </identifiers>
        <balance>-150.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4050.00000000</valUSD>
        <pctVal>-0.00461979664</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>-150.00000000</shareNo>
            <exercisePrice>466.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-11-19</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>29248.00000000</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>-10.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4150.00000000</valUSD>
        <pctVal>-0.00473386569</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>372.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-12-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>28516.29000000</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>-35525.00000000</valUSD>
        <pctVal>-0.04052303107</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>11426.39000000</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>246225.00000000</valUSD>
        <pctVal>0.280866525748</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>95463.31000000</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 11/19/21 P403</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P403  11/19/2021"/>
        </identifiers>
        <balance>125.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>70875.00000000</valUSD>
        <pctVal>0.080846441313</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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                <identifiers>
                  <cusip value="78462F103"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>125.00000000</shareNo>
            <exercisePrice>403.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-11-19</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>20943.49000000</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 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>-80025.00000000</valUSD>
        <pctVal>-0.09128375966</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>106652.31000000</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>15.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>46905.00000000</valUSD>
        <pctVal>0.053504089309</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>15.00000000</shareNo>
            <exercisePrice>412.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-01-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>10643.82000000</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>252143.75000000</valUSD>
        <pctVal>0.287617987822</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 P446</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P446  12/17/2021"/>
        </identifiers>
        <balance>-124.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-287308.00000000</valUSD>
        <pctVal>-0.32772951479</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>-124.00000000</shareNo>
            <exercisePrice>446.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-12-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-101908.33000000</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 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>73500.00000000</valUSD>
        <pctVal>0.083840753954</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>11926.63000000</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>287223.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>23670047.43000000</valUSD>
        <pctVal>27.00019894794</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 P400</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P400  12/17/2021"/>
        </identifiers>
        <balance>100.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>79000.00000000</valUSD>
        <pctVal>0.090114551869</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>400.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-12-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>9684.70000000</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 P437</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P437  12/17/2021"/>
        </identifiers>
        <balance>-100.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-180000.00000000</valUSD>
        <pctVal>-0.20532429539</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>437.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-12-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-18999.16000000</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 P395</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P395  02/18/2022"/>
        </identifiers>
        <balance>210.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>238770.00000000</valUSD>
        <pctVal>0.272362677847</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>210.00000000</shareNo>
            <exercisePrice>395.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-02-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>46780.07000000</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 C476</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C476  02/18/2022"/>
        </identifiers>
        <balance>-100.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-26300.00000000</valUSD>
        <pctVal>-0.03000016093</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>476.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-02-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>31427.40000000</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 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>-38700.00000000</valUSD>
        <pctVal>-0.04414472351</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>20243.94000000</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 06/17/22 C471</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C471  06/17/2022"/>
        </identifiers>
        <balance>-150.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-119400.00000000</valUSD>
        <pctVal>-0.13619844928</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>-150.00000000</shareNo>
            <exercisePrice>471.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-06-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>30937.03000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 C472  12/17/2021"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8125.00000000</valUSD>
        <pctVal>-0.00926811055</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FCSTONE</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
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                  <cusip value="78462F103"/>
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            <unrealizedAppr>36974.13000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UnionBanCal Corporation</name>
        <lei>5493004K1ECE43Q0BX47</lei>
        <title>UNBC 3 1/2 06/18/22</title>
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          <isin value="US908906AC47"/>
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        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>613538.78000000</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>2022-06-18</maturityDt>
          <couponKind>Fixed</couponKind>
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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>
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        <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>28430.00000000</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>
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                  <cusip value="78462F103"/>
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            <shareNo>10.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>4700.62000000</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 C469  02/18/2022"/>
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        <balance>-115.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-36110.00000000</valUSD>
        <pctVal>-0.04119033503</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>
              <otherRefInst>
                <issuerName>Spdr S&amp;P 500 Etf Trust</issuerName>
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                  <cusip value="78462F103"/>
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              </otherRefInst>
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            <shareNo>-115.00000000</shareNo>
            <exercisePrice>469.00000000</exercisePrice>
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            <expDt>2022-02-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>38277.13000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
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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>
        <title>SPY US 03/18/22 C487</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C487  03/18/2022"/>
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        <balance>-50.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7625.00000000</valUSD>
        <pctVal>-0.00869776529</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>
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            <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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            <shareNo>-50.00000000</shareNo>
            <exercisePrice>487.00000000</exercisePrice>
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            <expDt>2022-03-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>20190.20000000</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 11/19/21 P447</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P447  11/19/2021"/>
        </identifiers>
        <balance>-150.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-307500.00000000</valUSD>
        <pctVal>-0.35076233797</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>-150.00000000</shareNo>
            <exercisePrice>447.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-11-19</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-131538.72000000</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>45500.00000000</valUSD>
        <pctVal>0.051901419114</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"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>25.00000000</shareNo>
            <exercisePrice>425.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-12-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>948.63000000</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 06/17/22 P433</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P433  06/17/2022"/>
        </identifiers>
        <balance>-150.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-479175.00000000</valUSD>
        <pctVal>-0.54659038471</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>
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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>-150.00000000</shareNo>
            <exercisePrice>433.00000000</exercisePrice>
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            <expDt>2022-06-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-4768.64000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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 P418  01/21/2022"/>
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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>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>-10.00000000</shareNo>
            <exercisePrice>418.00000000</exercisePrice>
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            <expDt>2022-01-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>12864.48000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </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>7.00000000</balance>
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        <curCd>USD</curCd>
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        <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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                  <cusip value="78462F103"/>
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            <shareNo>7.00000000</shareNo>
            <exercisePrice>373.00000000</exercisePrice>
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            <expDt>2021-12-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>22331.51000000</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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        <balance>-100.00000000</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>
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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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            <shareNo>-100.00000000</shareNo>
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            <expDt>2022-03-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>39976.35000000</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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          <other otherDesc="Internal ID" value="SPY C415  03/18/2022"/>
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        <balance>10.00000000</balance>
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        <pctVal>0.038612374440</pctVal>
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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>10.00000000</shareNo>
            <exercisePrice>415.00000000</exercisePrice>
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            <expDt>2022-03-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>6714.62000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
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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 12/17/21 C379</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C379  12/17/2021"/>
        </identifiers>
        <balance>34.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>188258.00000000</valUSD>
        <pctVal>0.214744117795</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>34.00000000</shareNo>
            <exercisePrice>379.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-12-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>90624.01000000</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 P395</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P395  01/21/2022"/>
        </identifiers>
        <balance>-40.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-39040.00000000</valUSD>
        <pctVal>-0.04453255829</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>395.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-01-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>73352.16000000</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 P395</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P395  12/17/2021"/>
        </identifiers>
        <balance>275.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>194425.00000000</valUSD>
        <pctVal>0.221778756294</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>275.00000000</shareNo>
            <exercisePrice>395.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-12-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-42467.37000000</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 11/19/21 P449</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P449  11/19/2021"/>
        </identifiers>
        <balance>-125.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-272250.00000000</valUSD>
        <pctVal>-0.31055299679</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>-125.00000000</shareNo>
            <exercisePrice>449.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-11-19</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-114677.32000000</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 10/15/21 C444</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C444  10/15/2021"/>
        </identifiers>
        <balance>175.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>14875.00000000</valUSD>
        <pctVal>0.016967771633</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>175.00000000</shareNo>
            <exercisePrice>444.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-10-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-152910.28000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS 5 3/4 01/24/22</title>
        <cusip>38141GGS7</cusip>
        <identifiers>
          <isin value="US38141GGS75"/>
        </identifiers>
        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>254248.97000000</valUSD>
        <pctVal>0.290019392340</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</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 03/18/22 P440</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P440  03/18/2022"/>
        </identifiers>
        <balance>-40.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-105560.00000000</valUSD>
        <pctVal>-0.12041129234</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>440.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-03-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-4075.91000000</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 P382</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY P382  02/18/2022"/>
        </identifiers>
        <balance>115.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>107295.00000000</valUSD>
        <pctVal>0.122390390415</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>115.00000000</shareNo>
            <exercisePrice>382.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-02-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-14494.48000000</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 11/19/21 C447</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C447  11/19/2021"/>
        </identifiers>
        <balance>150.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>49500.00000000</valUSD>
        <pctVal>0.056464181234</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>150.00000000</shareNo>
            <exercisePrice>447.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-11-19</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-115327.82000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Interpublic Group of Companies, Inc.</name>
        <lei>5493008IUOJ5VWTRC333</lei>
        <title>IPG 3 3/4 10/01/21</title>
        <cusip>460690BN9</cusip>
        <identifiers>
          <isin value="US460690BN94"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>400000.00000000</valUSD>
        <pctVal>0.456276211998</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>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 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>-54600.00000000</valUSD>
        <pctVal>-0.06228170293</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>11955.29000000</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 11/19/21 C468</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SPY C468  11/19/2021"/>
        </identifiers>
        <balance>-125.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2500.00000000</valUSD>
        <pctVal>-0.00285172632</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>-125.00000000</shareNo>
            <exercisePrice>468.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-11-19</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>25599.34000000</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>2021-10-28</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>
  <documents>XXXX</documents>
</edgarSubmission>
