Form NPORT-P Two Roads Shared Trust For: Jul 31

September 21, 2021 9:33 AM EDT

News and research before you hear about it on CNBC and others. Claim your 1-week free trial to StreetInsider Premium here.

  
    NPORT-P
    false
    
      
      
        
          0001552947
          XXXXXXXX
        
      
      
      
      
        S000040923
        C000126964
        C000126910
      
      
    
  
  
    
      Two Roads Shared Trust
      811-22718
      0001552947
      549300REHU8QC2CK4V30
      225 PICTORIA DRIVE
      SUITE 450
      CINCINNATI
      
      45246
      402-895-1600
      Superfund Managed Futures Strategy Fund
      S000040923
      5493008U162MDADN7P55
      2021-10-31
      2021-07-31
      N
    
    
      37095432.52
      18349289.96
      18746142.56
      0.00000000
      3462516.36000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      2487071.87000000
      
        
          AUD
          
          
        
        
          CAD
          
          
        
        
          EUR
          
          
        
        
          GBP
          
          
        
        
          JPY
          
          
        
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        ICE FUTURES U.S.
        5493004R83R1LVX2IL36
        COCOA FUTURE      Sep21
        N/A
        
          
        
        3.00000000
        NC
        USD
        -2530.00000000
        -0.01349610988
        Long
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Long
            
              
                N/A
                NYBOT CSC Cocoa Future
                
                  
                
              
            
            2021-09-15
            73510.00000000
            USD
            -2530.00000000
          
        
        
          N
          N
          N
        
      
      
        EUREX DEUTSCHLAND
        529900UT4DG0LG5R9O07
        VSTOXX Future     Aug21
        N/A
        
          
        
        7.00000000
        NC
        
        450.78000000
        0.002404654709
        Long
        DE
        CORP
        DE
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                FVSA index - Mini-Futures on V
                V2X
              
            
            2021-08-18
            17255.69000000
            EUR
            450.78000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - JPY
        N/A
        
          
        
        100000.00000000
        NC
        
        3085.01000000
        0.016456772320
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -100000.00000000
            EUR
            13359620.00000000
            JPY
            2021-09-15
            3085.01000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - AUD
        N/A
        
          
        
        214783.00000000
        NC
        
        -2840.12000000
        -0.01515042356
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -214783.00000000
            NZD
            200000.00000000
            AUD
            2021-09-15
            -2840.12000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        200000.00000000
        NC
        
        1022.44000000
        0.005454135413
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -200000.00000000
            SGD
            148713.26000000
            USD
            2021-09-15
            1022.44000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - NOK
        N/A
        
          
        
        118415.48000000
        NC
        
        -4699.69000000
        -0.02507017102
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -118415.48000000
            EUR
            1200000.00000000
            NOK
            2021-09-15
            -4699.69000000
          
        
        
          N
          N
          N
        
      
      
        EUREX DEUTSCHLAND
        529900UT4DG0LG5R9O07
        EURO-BOBL FUTURE  Sep21
        N/A
        
          
        
        35.00000000
        NC
        
        24913.67000000
        0.132900248252
        Long
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                Eurex 5 Year Euro BOBL Future
                
                  
                
              
            
            2021-09-08
            5574550.34000000
            EUR
            24913.67000000
          
        
        
          N
          N
          N
        
      
      
        SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED
        N/A
        FTSE Taiwan Index Aug21
        N/A
        
          
        
        6.00000000
        NC
        USD
        -1860.00000000
        -0.00992204126
        Long
        DE
        CORP
        SG
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Long
            
              
                FTSE Taiwan Index
                FTCRTWRP
              
            
            2021-08-30
            360480.00000000
            USD
            -1860.00000000
          
        
        
          N
          N
          N
        
      
      
        EUREX DEUTSCHLAND
        529900UT4DG0LG5R9O07
        Euro-BTP Future   Sep21
        N/A
        
          
        
        5.00000000
        NC
        
        6029.64000000
        0.032164697247
        Long
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                Euro-BTP Italian Bond Futures
                
                  
                
              
            
            2021-09-08
            904235.55000000
            EUR
            6029.64000000
          
        
        
          N
          N
          N
        
      
      
        LONDON METAL EXCHANGE
        213800NB8G5VRT1DXC91
        LME ZINC FUTURE   Sep21
        N/A
        
          
        
        -3.00000000
        NC
        USD
        -9806.25000000
        -0.05231076190
        Short
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            
              ADM INVESTOR SERVICES
              N/A
            
            Short
            
              
                N/A
                LME Zinc Future
                
                  
                
              
            
            2021-09-13
            -217818.75000000
            USD
            -9806.25000000
          
        
        
          N
          N
          N
        
      
      
        EURONEXT EQF, EQUITIES AND INDICES DERIVATIVES
        N/A
        AMSTERDAM IDX FUT Aug21
        N/A
        
          
        
        2.00000000
        NC
        
        2944.11000000
        0.015705151022
        Long
        DE
        CORP
        NL
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Long
            
              
                Euronext Amsterdam Index
                AEX
              
            
            2021-08-20
            353186.76000000
            EUR
            2944.11000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 2YR NOTE (CBT) Sep21
        N/A
        
          
        
        6.00000000
        NC
        USD
        998.50000000
        0.005326429140
        Long
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                CBOT 2 Year US Treasury Note F
                
                  
                
              
            
            2021-09-30
            1322937.50000000
            USD
            998.50000000
          
        
        
          N
          N
          N
        
      
      
        LONDON METAL EXCHANGE
        213800NB8G5VRT1DXC91
        LME ZINC FUTURE   Sep21
        N/A
        
          
        
        4.00000000
        NC
        USD
        7925.00000000
        0.042275363982
        Long
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                LME Zinc Future
                
                  
                
              
            
            2021-09-13
            295575.00000000
            USD
            7925.00000000
          
        
        
          N
          N
          N
        
      
      
        NEW YORK MERCANTILE EXCHANGE
        5493008GFNDTXFPHWI47
        Brent Fin Last Da Oct21
        N/A
        
          
        
        7.00000000
        NC
        USD
        7179.80000000
        0.038300146160
        Long
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                NYMEX Brent Crude Oil Last Day
                
                  
                
              
            
            2021-08-31
            520690.20000000
            USD
            7179.80000000
          
        
        
          N
          N
          N
        
      
      
        ICE FUTURES U.S.
        5493004R83R1LVX2IL36
        SUGAR #11 (WORLD) Oct21
        N/A
        
          
        
        -4.00000000
        NC
        USD
        -2654.40000000
        -0.01415971307
        Short
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Short
            
              
                N/A
                NYBOT CSC Number 11 World Suga
                
                  
                
              
            
            2021-09-30
            -77582.40000000
            USD
            -2654.40000000
          
        
        
          N
          N
          N
        
      
      
        NEW YORK MERCANTILE EXCHANGE
        5493008GFNDTXFPHWI47
        WTI CRUDE FUTURE  Sep21
        N/A
        
          
        
        3.00000000
        NC
        USD
        3585.00000000
        0.019123934369
        Long
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                NYMEX Light Sweet Crude Oil Fu
                
                  
                
              
            
            2021-08-20
            218265.00000000
            USD
            3585.00000000
          
        
        
          N
          N
          N
        
      
      
        HONG KONG FUTURES EXCHANGE LTD.
        N/A
        HANG SENG IDX FUT Aug21
        N/A
        
          
        
        6.00000000
        NC
        
        -3449.63000000
        -0.01840181247
        Long
        DE
        CORP
        HK
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Long
            
              
                Hang Seng
                HSI
              
            
            2021-08-30
            1001593.03000000
            HKD
            -3449.63000000
          
        
        
          N
          N
          N
        
      
      
        COMMODITIES EXCHANGE CENTER
        N/A
        COPPER FUTURE     Sep21
        N/A
        
          
        
        2.00000000
        NC
        USD
        -3262.50000000
        -0.01740358044
        Long
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                COMEX Copper Future
                
                  
                
              
            
            2021-09-28
            227387.50000000
            USD
            -3262.50000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - NZD
        N/A
        
          
        
        200000.00000000
        NC
        
        1791.26000000
        0.009555352490
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -200000.00000000
            AUD
            213280.00000000
            NZD
            2021-09-15
            1791.26000000
          
        
        
          N
          N
          N
        
      
      
        ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION
        549300UF4R84F48NCH34
        FTSE 100 IDX FUT  Sep21
        N/A
        
          
        
        4.00000000
        NC
        
        -1186.72000000
        -0.00633047570
        Long
        DE
        CORP
        GB
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Long
            
              
                FTSE 100 Index Future
                UKX
              
            
            2021-09-17
            389873.89000000
            GBP
            -1186.72000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - HUF
        N/A
        
          
        
        229727.81000000
        NC
        
        -7647.59000000
        -0.04079553953
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -229727.81000000
            EUR
            80000000.00000000
            HUF
            2021-09-15
            -7647.59000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        NASDAQ 100 E-MINI Sep21
        N/A
        
          
        
        1.00000000
        NC
        USD
        2470.33000000
        0.013177804404
        Long
        DE
        CORP
        N/A
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                CME E-Mini NASDAQ 100 Index Fu
                NDX
              
            
            2021-09-17
            296645.67000000
            USD
            2470.33000000
          
        
        
          N
          N
          N
        
      
      
        CME GLOBEX
        N/A
        NIKKEI 225  (CME) Sep21
        N/A
        
          
        
        1.00000000
        NC
        USD
        -8178.57000000
        -0.04362801559
        Long
        DE
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                OSE Nikkei 225 Index Future
                NKY
              
            
            2021-09-09
            145528.57000000
            USD
            -8178.57000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        2000000000.00000000
        NC
        
        -2097.11000000
        -0.01118688814
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              FCSTONE - ALTERNATE
              N/A
            
            -2000000000.00000000
            IDR
            135758.89000000
            USD
            2021-09-15
            -2097.11000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        600000.00000000
        NC
        
        220.98000000
        0.001178802515
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -600000.00000000
            SEK
            69979.41000000
            USD
            2021-09-15
            220.98000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        2400000.00000000
        NC
        
        -1760.69000000
        -0.00939227894
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              FCSTONE - ALTERNATE
              N/A
            
            -2400000.00000000
            CNY
            368132.04000000
            USD
            2021-09-15
            -1760.69000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        1000000.00000000
        NC
        
        -1881.31000000
        -0.01003571798
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -1000000.00000000
            MXN
            48174.08000000
            USD
            2021-09-15
            -1881.31000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - CHF
        N/A
        
          
        
        110090.94000000
        NC
        USD
        372.38000000
        0.001986435336
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -110090.94000000
            USD
            100000.00000000
            CHF
            2021-09-15
            372.38000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - CAD
        N/A
        
          
        
        100000.00000000
        NC
        
        835.36000000
        0.004456170101
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -100000.00000000
            AUD
            92827.70000000
            CAD
            2021-09-15
            835.36000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - EUR
        N/A
        
          
        
        600000.00000000
        NC
        
        1113.50000000
        0.005939888680
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -600000.00000000
            NOK
            58166.03000000
            EUR
            2021-09-15
            1113.50000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - JPY
        N/A
        
          
        
        100000.00000000
        NC
        
        1330.81000000
        0.007099113834
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -100000.00000000
            AUD
            8212300.00000000
            JPY
            2021-09-15
            1330.81000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        100000.00000000
        NC
        
        306.99000000
        0.001637616907
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -100000.00000000
            CAD
            80409.47000000
            USD
            2021-09-15
            306.99000000
          
        
        
          N
          N
          N
        
      
      
        JSE EQUITY DERIVATIVES MARKET
        N/A
        FTSE/JSE TOP 40   Sep21
        N/A
        
          
        
        4.00000000
        NC
        
        3900.11000000
        0.020804866854
        Long
        DE
        CORP
        ZA
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Long
            
              
                SAFEX FTSE/JSE Top 40 Index
                TOP40
              
            
            2021-09-16
            165486.67000000
            ZAR
            3900.11000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        300000.00000000
        NC
        
        -1715.15000000
        -0.00914934896
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              FCSTONE - ALTERNATE
              N/A
            
            -300000.00000000
            BRL
            56221.89000000
            USD
            2021-09-15
            -1715.15000000
          
        
        
          N
          N
          N
        
      
      
        MEFF FINANCIAL DERIVATIVES
        N/A
        IBEX 35 INDX FUTR Aug21
        N/A
        
          
        
        1.00000000
        NC
        
        -596.46000000
        -0.00318177458
        Long
        DE
        CORP
        ES
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Long
            
              
                MEFF Madrid IBEX 35 Index
                IBEX
              
            
            2021-08-20
            103461.12000000
            EUR
            -596.46000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - JPY
        N/A
        
          
        
        100000.00000000
        NC
        
        588.85000000
        0.003141179568
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -100000.00000000
            EUR
            13085760.00000000
            JPY
            2021-09-15
            588.85000000
          
        
        
          N
          N
          N
        
      
      
        ICE FUTURES U.S.
        5493004R83R1LVX2IL36
        DOLLAR INDEX      Sep21
        N/A
        
          
        
        -11.00000000
        NC
        USD
        4182.00000000
        0.022308589549
        Short
        DFE
        CORP
        US
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Short
            
              
                N/A
                NYBOT FINEX United States Doll
                
                  
                
              
            
            2021-09-13
            -1018250.00000000
            USD
            4182.00000000
          
        
        
          N
          N
          N
        
      
      
        ICE FUTURES EUROPE
        549300UF4R84F48NCH34
        Low Su Gasoil G   Aug21
        N/A
        
          
        
        5.00000000
        NC
        USD
        8425.00000000
        0.044942579376
        Long
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Long
            
              
                N/A
                ICE Gas Oil Future
                
                  
                
              
            
            2021-08-12
            298200.00000000
            USD
            8425.00000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - AUD
        N/A
        
          
        
        214783.00000000
        NC
        
        -2840.12000000
        -0.01515042356
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -214783.00000000
            NZD
            200000.00000000
            AUD
            2021-09-15
            -2840.12000000
          
        
        
          N
          N
          N
        
      
      
        COMMODITIES EXCHANGE CENTER
        N/A
        SILVER FUTURE     Sep21
        N/A
        
          
        
        -1.00000000
        NC
        USD
        50.00000000
        0.000266721539
        Short
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Short
            
              
                N/A
                COMEX Silver Future
                
                  
                
              
            
            2021-09-28
            -127785.00000000
            USD
            50.00000000
          
        
        
          N
          N
          N
        
      
      
        LONDON METAL EXCHANGE
        213800NB8G5VRT1DXC91
        LME NICKEL FUTURE Sep21
        N/A
        
          
        
        -2.00000000
        NC
        USD
        -14658.00000000
        -0.07819208646
        Short
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            
              ADM INVESTOR SERVICES
              N/A
            
            Short
            
              
                N/A
                LME Nickel Future
                
                  
                
              
            
            2021-09-13
            -219954.00000000
            USD
            -14658.00000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - ILS
        N/A
        
          
        
        154154.46000000
        NC
        USD
        857.87000000
        0.004576248138
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -154154.46000000
            USD
            500000.00000000
            ILS
            2021-09-17
            857.87000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        100000.00000000
        NC
        
        458.09000000
        0.002443649398
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -100000.00000000
            NZD
            70242.00000000
            USD
            2021-09-15
            458.09000000
          
        
        
          N
          N
          N
        
      
      
        UB INSTL TRUST DEPOSIT
        N/A
        UB INSTL TRUST DEPOSIT
        N/A
        
          
        
        16003060.51000000
        PA
        USD
        16003060.51000000
        85.36721866261
        Long
        STIV
        
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CME GLOBEX
        N/A
        LIVE CATTLE FUTR  Dec21
        N/A
        
          
        
        2.00000000
        NC
        USD
        -170.00000000
        -0.00090685323
        Long
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                CME Live Cattle Future
                
                  
                
              
            
            2021-12-31
            106290.00000000
            USD
            -170.00000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - EUR
        N/A
        
          
        
        600000.00000000
        NC
        
        1354.59000000
        0.007225966599
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -600000.00000000
            NOK
            58369.17000000
            EUR
            2021-09-15
            1354.59000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - CHF
        N/A
        
          
        
        79937.33000000
        NC
        
        -689.81000000
        -0.00367974370
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -79937.33000000
            GBP
            100000.00000000
            CHF
            2021-09-15
            -689.81000000
          
        
        
          N
          N
          N
        
      
      
        EUREX DEUTSCHLAND
        529900UT4DG0LG5R9O07
        EURO STOXX 50     Sep21
        N/A
        
          
        
        5.00000000
        NC
        
        -144.51000000
        -0.00077087859
        Long
        DE
        CORP
        DE
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                Eurex EURO STOXX 50 Future
                SX5E
              
            
            2021-09-17
            242411.98000000
            EUR
            -144.51000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR NOTE (CBT)Sep21
        N/A
        
          
        
        25.00000000
        NC
        USD
        9617.88000000
        0.051305915172
        Long
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                CBOT 10 Year US Treasury Note
                
                  
                
              
            
            2021-09-21
            3351707.12000000
            USD
            9617.88000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - PLN
        N/A
        
          
        
        218868.70000000
        NC
        USD
        -11042.12000000
        -0.05890342487
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -218868.70000000
            USD
            800000.00000000
            PLN
            2021-09-15
            -11042.12000000
          
        
        
          N
          N
          N
        
      
      
        NEW YORK MERCANTILE EXCHANGE
        5493008GFNDTXFPHWI47
        NATURAL GAS FUTR  Dec21
        N/A
        
          
        
        2.00000000
        NC
        USD
        400.00000000
        0.002133772314
        Long
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                NYMEX Henry Hub Natural Gas Fu
                
                  
                
              
            
            2021-11-26
            81300.00000000
            USD
            400.00000000
          
        
        
          N
          N
          N
        
      
      
        NEW YORK MERCANTILE EXCHANGE
        5493008GFNDTXFPHWI47
        GASOLINE RBOB FUT Oct21
        N/A
        
          
        
        1.00000000
        NC
        USD
        8080.80000000
        0.043106468299
        Long
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                NYMEX Reformulated Gasoline Bl
                
                  
                
              
            
            2021-09-30
            84142.80000000
            USD
            8080.80000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - NZD
        N/A
        
          
        
        200000.00000000
        NC
        
        2840.12000000
        0.015150423565
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -200000.00000000
            AUD
            214783.00000000
            NZD
            2021-09-15
            2840.12000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        1000000.00000000
        NC
        
        -2133.61000000
        -0.01138159487
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -1000000.00000000
            MXN
            47921.78000000
            USD
            2021-09-15
            -2133.61000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - HUF
        N/A
        
          
        
        140757.25000000
        NC
        USD
        -8255.89000000
        -0.04404047378
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -140757.25000000
            USD
            40000000.00000000
            HUF
            2021-09-15
            -8255.89000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        100000.00000000
        NC
        
        -2226.09000000
        -0.01187492302
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -100000.00000000
            CHF
            108237.23000000
            USD
            2021-09-15
            -2226.09000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        100000.00000000
        NC
        
        -268.07000000
        -0.00143000086
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -100000.00000000
            EUR
            118416.00000000
            USD
            2021-09-15
            -268.07000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - EUR
        N/A
        
          
        
        100000.00000000
        NC
        
        -2423.35000000
        -0.01292719284
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -100000.00000000
            CHF
            91031.57000000
            EUR
            2021-09-15
            -2423.35000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        12000000.00000000
        NC
        
        6634.40000000
        0.035390747609
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              FCSTONE - ALTERNATE
              N/A
            
            -12000000.00000000
            PHP
            246355.98000000
            USD
            2021-09-15
            6634.40000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        20000000.00000000
        NC
        
        1582.72000000
        0.008442910294
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -20000000.00000000
            HUF
            67833.40000000
            USD
            2021-09-15
            1582.72000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - GBP
        N/A
        
          
        
        175358.00000000
        NC
        
        -1415.76000000
        -0.00755227373
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -175358.00000000
            CAD
            100000.00000000
            GBP
            2021-09-15
            -1415.76000000
          
        
        
          N
          N
          N
        
      
      
        OSAKA EXCHANGE
        N/A
        PLATINUM (OSE)    Jun22
        N/A
        
          
        
        -1.00000000
        NC
        
        -18.22000000
        -0.00009719332
        Short
        DCO
        CORP
        JP
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Short
            
              
                N/A
                OSE Platinum Future
                
                  
                
              
            
            2022-06-27
            -17034.17000000
            JPY
            -18.22000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - JPY
        N/A
        
          
        
        100000.00000000
        NC
        
        -1702.58000000
        -0.00908229516
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -100000.00000000
            GBP
            15068800.00000000
            JPY
            2021-09-15
            -1702.58000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        600000.00000000
        NC
        
        -193.10000000
        -0.00103007858
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -600000.00000000
            DKK
            95532.27000000
            USD
            2021-09-15
            -193.10000000
          
        
        
          N
          N
          N
        
      
      
        COMMODITIES EXCHANGE CENTER
        N/A
        GOLD 100 OZ FUTR  Dec21
        N/A
        
          
        
        1.00000000
        NC
        USD
        -1295.83000000
        -0.00691251544
        Long
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                COMEX Gold 100 Troy Ounces Fut
                
                  
                
              
            
            2021-12-29
            183015.83000000
            USD
            -1295.83000000
          
        
        
          N
          N
          N
        
      
      
        EURONEXT PARIS MATIF
        969500HMVSZ0TCV65D58
        MILL WHEAT EURO   Sep21
        N/A
        
          
        
        19.00000000
        NC
        
        15917.12000000
        0.084908774960
        Long
        DCO
        CORP
        FR
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Long
            
              
                N/A
                Euronext Milling Wheat Future
                
                  
                
              
            
            2021-09-10
            234688.95000000
            EUR
            15917.12000000
          
        
        
          N
          N
          N
        
      
      
        OSAKA EXCHANGE
        N/A
        GOLD (OSE)        Apr22
        N/A
        
          
        
        3.00000000
        NC
        
        663.80000000
        0.003540995156
        Long
        DCO
        CORP
        JP
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Long
            
              
                N/A
                OSE Gold Future
                
                  
                
              
            
            2022-04-25
            174382.45000000
            JPY
            663.80000000
          
        
        
          N
          N
          N
        
      
      
        ICE FUTURES U.S.
        5493004R83R1LVX2IL36
        FCOJ-A FUTURE     Sep21
        N/A
        
          
        
        7.00000000
        NC
        USD
        6030.00000000
        0.032166617642
        Long
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Long
            
              
                N/A
                NYBOT CTN Frozen Concentrated
                
                  
                
              
            
            2021-09-10
            133567.50000000
            USD
            6030.00000000
          
        
        
          N
          N
          N
        
      
      
        CME GLOBEX
        N/A
        CHF CURRENCY FUT  Sep21
        N/A
        
          
        
        9.00000000
        NC
        USD
        9075.00000000
        0.048409959387
        Long
        DFE
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                CME Swiss Franc Currency Futur
                
                  
                
              
            
            2021-09-13
            1233600.00000000
            USD
            9075.00000000
          
        
        
          N
          N
          N
        
      
      
        NEW YORK MERCANTILE EXCHANGE
        5493008GFNDTXFPHWI47
        GASOLINE RBOB FUT Sep21
        N/A
        
          
        
        2.00000000
        NC
        USD
        7035.00000000
        0.037527720582
        Long
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                NYMEX Reformulated Gasoline Bl
                
                  
                
              
            
            2021-08-31
            189079.80000000
            USD
            7035.00000000
          
        
        
          N
          N
          N
        
      
      
        ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION
        N/A
        COFF ROBUSTA 10tn Sep21
        N/A
        
          
        
        -3.00000000
        NC
        USD
        3040.00000000
        0.016216669590
        Short
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Short
            
              
                N/A
                Robusta Coffee Future 10-Tonne
                
                  
                
              
            
            2021-09-24
            -56620.00000000
            USD
            3040.00000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        2000000000.00000000
        NC
        
        -2051.02000000
        -0.01094102423
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              FCSTONE - ALTERNATE
              N/A
            
            -2000000000.00000000
            IDR
            135804.98000000
            USD
            2021-09-15
            -2051.02000000
          
        
        
          N
          N
          N
        
      
      
        NEW YORK MERCANTILE EXCHANGE
        5493008GFNDTXFPHWI47
        NATURAL GAS FUTR  Oct21
        N/A
        
          
        
        5.00000000
        NC
        USD
        23106.67000000
        0.123260931821
        Long
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                NYMEX Henry Hub Natural Gas Fu
                
                  
                
              
            
            2021-09-28
            172893.33000000
            USD
            23106.67000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - EUR
        N/A
        
          
        
        3000000.00000000
        NC
        
        -1862.51000000
        -0.00993543068
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -3000000.00000000
            CZK
            116013.32000000
            EUR
            2021-09-15
            -1862.51000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        600000.00000000
        NC
        
        484.70000000
        0.002585598602
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -600000.00000000
            SEK
            70243.13000000
            USD
            2021-09-15
            484.70000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - GBP
        N/A
        
          
        
        172728.00000000
        NC
        
        690.93000000
        0.003685718263
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -172728.00000000
            CAD
            100000.00000000
            GBP
            2021-09-15
            690.93000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        500000.00000000
        NC
        
        -3225.34000000
        -0.01720535299
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -500000.00000000
            ILS
            151786.99000000
            USD
            2021-09-17
            -3225.34000000
          
        
        
          N
          N
          N
        
      
      
        EURONEXT PARIS MATIF
        969500HMVSZ0TCV65D58
        RAPESEED  EURO    Nov21
        N/A
        
          
        
        6.00000000
        NC
        
        -3562.91000000
        -0.01900609679
        Long
        DCO
        CORP
        FR
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Long
            
              
                N/A
                Euronext Rapeseed Future
                
                  
                
              
            
            2021-10-29
            188372.31000000
            EUR
            -3562.91000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        100000.00000000
        NC
        
        2997.07000000
        0.015987662477
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -100000.00000000
            AUD
            76519.00000000
            USD
            2021-09-15
            2997.07000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P500 EMINI FUT  Sep21
        N/A
        
          
        
        3.00000000
        NC
        USD
        19050.00000000
        0.101620906482
        Long
        DE
        CORP
        N/A
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                CME Standard & Poor's 500 Inde
                SPX
              
            
            2021-09-17
            639375.00000000
            USD
            19050.00000000
          
        
        
          N
          N
          N
        
      
      
        SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED
        N/A
        SGX Nifty 50      Aug21
        N/A
        
          
        
        12.00000000
        NC
        USD
        -1111.00000000
        -0.00592655260
        Long
        DE
        CORP
        SG
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Long
            
              
                SGX Nifty 50 Index
                NIFTY
              
            
            2021-08-26
            379687.00000000
            USD
            -1111.00000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - JPY
        N/A
        
          
        
        100000.00000000
        NC
        
        -66.02000000
        -0.00035217912
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -100000.00000000
            CAD
            8781020.00000000
            JPY
            2021-09-15
            -66.02000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - MXN
        N/A
        
          
        
        99459.93000000
        NC
        USD
        650.86000000
        0.003471967621
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -99459.93000000
            USD
            2000000.00000000
            MXN
            2021-09-15
            650.86000000
          
        
        
          N
          N
          N
        
      
      
        HONG KONG FUTURES EXCHANGE LTD.
        N/A
        HSCEI Futures     Aug21
        N/A
        
          
        
        20.00000000
        NC
        
        -7533.07000000
        -0.04018464052
        Long
        DE
        CORP
        HK
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Long
            
              
                HKG Hang Seng China Enterprise
                HSCEI
              
            
            2021-08-30
            1191527.53000000
            HKD
            -7533.07000000
          
        
        
          N
          N
          N
        
      
      
        ASX - TRADE24
        N/A
        AUST 3YR BOND FUT Sep21
        N/A
        
          
        
        47.00000000
        NC
        
        5948.86000000
        0.031733781928
        Long
        DIR
        CORP
        AU
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Long
            
              
                N/A
                SFE 3 Year Australian Bond Fut
                
                  
                
              
            
            2021-09-15
            4083005.68000000
            AUD
            5948.86000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - CAD
        N/A
        
          
        
        100000.00000000
        NC
        
        1445.98000000
        0.007713480228
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -100000.00000000
            AUD
            93590.00000000
            CAD
            2021-09-15
            1445.98000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        100000.00000000
        NC
        
        2896.89000000
        0.015453259201
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -100000.00000000
            AUD
            76418.82000000
            USD
            2021-09-15
            2896.89000000
          
        
        
          N
          N
          N
        
      
      
        SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED
        N/A
        MSCI SING IX ETS  Aug21
        N/A
        
          
        
        6.00000000
        NC
        
        2067.28000000
        0.011027762076
        Long
        DE
        CORP
        SG
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Long
            
              
                SGX MSCI Singapore Index Futur
                SIMSCI
              
            
            2021-08-30
            157203.13000000
            SGD
            2067.28000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US LONG BOND(CBT) Sep21
        N/A
        
          
        
        3.00000000
        NC
        USD
        2344.50000000
        0.012506572978
        Long
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                CBOT US Long Bond Future
                
                  
                
              
            
            2021-09-21
            491812.50000000
            USD
            2344.50000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - CHF
        N/A
        
          
        
        109966.24000000
        NC
        USD
        497.08000000
        0.002651638855
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -109966.24000000
            USD
            100000.00000000
            CHF
            2021-09-15
            497.08000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - IDR
        N/A
        
          
        
        136323.36000000
        NC
        USD
        1532.64000000
        0.008175762000
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              FCSTONE - ALTERNATE
              N/A
            
            -136323.36000000
            USD
            2000000000.00000000
            IDR
            2021-09-15
            1532.64000000
          
        
        
          N
          N
          N
        
      
      
        LONDON METAL EXCHANGE
        213800NB8G5VRT1DXC91
        LME COPPER FUTURE Sep21
        N/A
        
          
        
        -1.00000000
        NC
        USD
        -10261.25000000
        -0.05473792790
        Short
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            
              ADM INVESTOR SERVICES
              N/A
            
            Short
            
              
                N/A
                LME Copper Future
                
                  
                
              
            
            2021-09-13
            -232682.50000000
            USD
            -10261.25000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - SGD
        N/A
        
          
        
        303185.80000000
        NC
        USD
        -7804.17000000
        -0.04163080471
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -303185.80000000
            USD
            400000.00000000
            SGD
            2021-09-15
            -7804.17000000
          
        
        
          N
          N
          N
        
      
      
        CME GLOBEX
        N/A
        BP CURRENCY FUT   Sep21
        N/A
        
          
        
        8.00000000
        NC
        USD
        -181.25000000
        -0.00096686558
        Long
        DFE
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                CME British Pound Currency Fut
                
                  
                
              
            
            2021-09-13
            694831.25000000
            USD
            -181.25000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - CNH
        N/A
        
          
        
        374689.71000000
        NC
        USD
        -4796.98000000
        -0.02558915779
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              FCSTONE - ALTERNATE
              N/A
            
            -374689.71000000
            USD
            2400000.00000000
            CNY
            2021-09-15
            -4796.98000000
          
        
        
          N
          N
          N
        
      
      
        CBOE FUTURES EXCHANGE
        254900O9GJPIWCP8RH13
        CBOE VIX FUTURE   Aug21
        N/A
        
          
        
        -4.00000000
        NC
        USD
        5604.00000000
        0.029894150127
        Short
        DE
        CORP
        US
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Short
            
              
                CBOE Volatility Index
                VIX
              
            
            2021-08-18
            -86700.00000000
            USD
            5604.00000000
          
        
        
          N
          N
          N
        
      
      
        LONDON METAL EXCHANGE
        213800NB8G5VRT1DXC91
        LME LEAD FUTURE   Sep21
        N/A
        
          
        
        4.00000000
        NC
        USD
        17025.00000000
        0.090818684139
        Long
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                LME Lead Future
                
                  
                
              
            
            2021-09-13
            222350.00000000
            USD
            17025.00000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - SEK
        N/A
        
          
        
        118129.89000000
        NC
        
        -684.50000000
        -0.00365141787
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -118129.89000000
            EUR
            1200000.00000000
            SEK
            2021-09-15
            -684.50000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - CAD
        N/A
        
          
        
        9071800.00000000
        NC
        
        -2584.36000000
        -0.01378608954
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -9071800.00000000
            JPY
            100000.00000000
            CAD
            2021-09-15
            -2584.36000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - SEK
        N/A
        
          
        
        118381.49000000
        NC
        
        -983.11000000
        -0.00524433225
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -118381.49000000
            EUR
            1200000.00000000
            SEK
            2021-09-15
            -983.11000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - JPY
        N/A
        
          
        
        100000.00000000
        NC
        
        -1079.50000000
        -0.00575851803
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -100000.00000000
            CHF
            12000800.00000000
            JPY
            2021-09-15
            -1079.50000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - CAD
        N/A
        
          
        
        100000.00000000
        NC
        
        -2565.21000000
        -0.01368393519
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -100000.00000000
            GBP
            170388.15000000
            CAD
            2021-09-15
            -2565.21000000
          
        
        
          N
          N
          N
        
      
      
        ITALIAN DERIVATIVES MARKET
        N/A
        FTSE/MIB IDX FUT  Sep21
        N/A
        
          
        
        3.00000000
        NC
        
        4962.62000000
        0.026472752909
        Long
        DE
        CORP
        IT
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Long
            
              
                FTSE/MIB Index Future
                FTSEMIB
              
            
            2021-09-17
            445883.45000000
            EUR
            4962.62000000
          
        
        
          N
          N
          N
        
      
      
        CME GLOBEX
        N/A
        CATTLE FEEDER FUT Oct21
        N/A
        
          
        
        9.00000000
        NC
        USD
        10087.50000000
        0.053811070558
        Long
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                CME Feeder Cattle Future
                
                  
                
              
            
            2021-10-28
            728137.50000000
            USD
            10087.50000000
          
        
        
          N
          N
          N
        
      
      
        NEW YORK MERCANTILE EXCHANGE
        5493008GFNDTXFPHWI47
        NATURAL GAS FUTR  Nov21
        N/A
        
          
        
        3.00000000
        NC
        USD
        12923.34000000
        0.068938662760
        Long
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                NYMEX Henry Hub Natural Gas Fu
                
                  
                
              
            
            2021-10-27
            106536.66000000
            USD
            12923.34000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO BOARD OF TRADE
        549300EX04Q2QBFQTQ27
        CORN FUTURE       Dec21
        N/A
        
          
        
        1.00000000
        NC
        USD
        -412.50000000
        -0.00220045269
        Long
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                CBOT Corn Future
                
                  
                
              
            
            2021-12-14
            27675.00000000
            USD
            -412.50000000
          
        
        
          N
          N
          N
        
      
      
        CME GLOBEX
        N/A
        AUDUSD Crncy Fut  Sep21
        N/A
        
          
        
        4.00000000
        NC
        USD
        -9377.78000000
        -0.05002511834
        Long
        DFE
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                CME Australian Dollar Currency
                
                  
                
              
            
            2021-09-13
            302817.78000000
            USD
            -9377.78000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        4000000.00000000
        NC
        
        5473.44000000
        0.029197686844
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              FCSTONE - ALTERNATE
              N/A
            
            -4000000.00000000
            THB
            127145.58000000
            USD
            2021-09-15
            5473.44000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        4000000.00000000
        NC
        
        4830.07000000
        0.025765674108
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              FCSTONE - ALTERNATE
              N/A
            
            -4000000.00000000
            THB
            126502.21000000
            USD
            2021-09-15
            4830.07000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        500000.00000000
        NC
        
        -3521.05000000
        -0.01878279752
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -500000.00000000
            ILS
            151491.28000000
            USD
            2021-09-17
            -3521.05000000
          
        
        
          N
          N
          N
        
      
      
        ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION
        N/A
        COCOA FUTURE - IC Sep21
        N/A
        
          
        
        5.00000000
        NC
        
        -1602.77000000
        -0.00854986563
        Long
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Long
            
              
                N/A
                Cocoa Future
                
                  
                
              
            
            2021-09-15
            113643.98000000
            GBP
            -1602.77000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        100000.00000000
        NC
        
        487.09000000
        0.002598347891
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -100000.00000000
            NZD
            70271.00000000
            USD
            2021-09-15
            487.09000000
          
        
        
          N
          N
          N
        
      
      
        CME GLOBEX
        N/A
        LEAN HOGS FUTURE  Oct21
        N/A
        
          
        
        4.00000000
        NC
        USD
        -3640.00000000
        -0.01941732806
        Long
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                CME Lean Hogs Future
                
                  
                
              
            
            2021-10-14
            144480.00000000
            USD
            -3640.00000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - IDR
        N/A
        
          
        
        278454.58000000
        NC
        USD
        -2742.58000000
        -0.01463010318
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              FCSTONE - ALTERNATE
              N/A
            
            -278454.58000000
            USD
            4000000000.00000000
            IDR
            2021-09-15
            -2742.58000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        12000000.00000000
        NC
        
        6432.27000000
        0.034312499115
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              FCSTONE - ALTERNATE
              N/A
            
            -12000000.00000000
            PHP
            246153.85000000
            USD
            2021-09-15
            6432.27000000
          
        
        
          N
          N
          N
        
      
      
        LONDON METAL EXCHANGE
        213800NB8G5VRT1DXC91
        LME NICKEL FUTURE Sep21
        N/A
        
          
        
        3.00000000
        NC
        USD
        17754.00000000
        0.094707484183
        Long
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                LME Nickel Future
                
                  
                
              
            
            2021-09-13
            334164.00000000
            USD
            17754.00000000
          
        
        
          N
          N
          N
        
      
      
        BURSA MALAYSIA
        N/A
        FTSE KLCI FUTURE  Aug21
        N/A
        
          
        
        -49.00000000
        NC
        
        9207.61000000
        0.049117358253
        Short
        DE
        CORP
        MY
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Short
            
              
                MDE Kuala Lumpur Composite Ind
                FBMKLCI
              
            
            2021-08-30
            -874370.68000000
            MYR
            9207.61000000
          
        
        
          N
          N
          N
        
      
      
        EUREX DEUTSCHLAND
        529900UT4DG0LG5R9O07
        EURO-BUND FUTURE  Sep21
        N/A
        
          
        
        21.00000000
        NC
        
        19692.09000000
        0.105046091146
        Long
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                Eurex 10 Year Euro BUND Future
                
                  
                
              
            
            2021-09-08
            4357984.00000000
            EUR
            19692.09000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - NZD
        N/A
        
          
        
        200000.00000000
        NC
        
        2082.96000000
        0.011111405951
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -200000.00000000
            AUD
            213698.00000000
            NZD
            2021-09-15
            2082.96000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        600000.00000000
        NC
        
        2026.55000000
        0.010810490710
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -600000.00000000
            NOK
            69946.86000000
            USD
            2021-09-15
            2026.55000000
          
        
        
          N
          N
          N
        
      
      
        LONDON METAL EXCHANGE
        213800NB8G5VRT1DXC91
        LME PRI ALUM FUTR Sep21
        N/A
        
          
        
        3.00000000
        NC
        USD
        8062.50000000
        0.043008848216
        Long
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                LME Primary Aluminum Future
                
                  
                
              
            
            2021-09-13
            186562.50000000
            USD
            8062.50000000
          
        
        
          N
          N
          N
        
      
      
        ICE FUTURES EUROPE
        549300UF4R84F48NCH34
        BRENT CRUDE FUTR  Nov21
        N/A
        
          
        
        4.00000000
        NC
        USD
        4950.00000000
        0.026405432393
        Long
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Long
            
              
                N/A
                ICE Brent Crude Oil Future
                
                  
                
              
            
            2021-09-30
            293410.00000000
            USD
            4950.00000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - KRW
        N/A
        
          
        
        180887.43000000
        NC
        USD
        -7135.43000000
        -0.03806345746
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              FCSTONE - ALTERNATE
              N/A
            
            -180887.43000000
            USD
            200000000.00000000
            KRW
            2021-09-15
            -7135.43000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        4000000.00000000
        NC
        
        5311.99000000
        0.028336442993
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              FCSTONE - ALTERNATE
              N/A
            
            -4000000.00000000
            THB
            126984.13000000
            USD
            2021-09-15
            5311.99000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - AUD
        N/A
        
          
        
        155376.00000000
        NC
        USD
        -8332.13000000
        -0.04444717078
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -155376.00000000
            USD
            200000.00000000
            AUD
            2021-09-15
            -8332.13000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - AUD
        N/A
        
          
        
        216386.00000000
        NC
        
        -3958.75000000
        -0.02111767787
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -216386.00000000
            NZD
            200000.00000000
            AUD
            2021-09-15
            -3958.75000000
          
        
        
          N
          N
          N
        
      
      
        NEW YORK MERCANTILE EXCHANGE
        5493008GFNDTXFPHWI47
        WTI CRUDE FUTURE  Oct21
        N/A
        
          
        
        2.00000000
        NC
        USD
        5380.00000000
        0.028699237631
        Long
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                NYMEX Light Sweet Crude Oil Fu
                
                  
                
              
            
            2021-09-21
            141080.00000000
            USD
            5380.00000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) Sep21
        N/A
        
          
        
        15.00000000
        NC
        USD
        4484.79000000
        0.023923801846
        Long
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                CBOT 5 Year US Treasury Note
                
                  
                
              
            
            2021-09-30
            1862190.21000000
            USD
            4484.79000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - EUR
        N/A
        
          
        
        200000.00000000
        NC
        
        -3822.97000000
        -0.02039336886
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -200000.00000000
            CHF
            182925.71000000
            EUR
            2021-09-15
            -3822.97000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - EUR
        N/A
        
          
        
        1200000.00000000
        NC
        
        -566.71000000
        -0.00302307527
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -1200000.00000000
            SEK
            117075.66000000
            EUR
            2021-09-15
            -566.71000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - THB
        N/A
        
          
        
        124455.51000000
        NC
        USD
        -2783.37000000
        -0.01484769461
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              FCSTONE - ALTERNATE
              N/A
            
            -124455.51000000
            USD
            4000000.00000000
            THB
            2021-09-15
            -2783.37000000
          
        
        
          N
          N
          N
        
      
      
        NEW YORK MERCANTILE EXCHANGE
        5493008GFNDTXFPHWI47
        NY Harb ULSD Fut  Oct21
        N/A
        
          
        
        5.00000000
        NC
        USD
        25830.00000000
        0.137788347215
        Long
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                NYMEX NY Harbor ULSD Futures
                
                  
                
              
            
            2021-09-30
            435414.00000000
            USD
            25830.00000000
          
        
        
          N
          N
          N
        
      
      
        CME GLOBEX
        N/A
        C$ CURRENCY FUT   Sep21
        N/A
        
          
        
        -3.00000000
        NC
        USD
        -825.00000000
        -0.00440090539
        Short
        DFE
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Short
            
              
                N/A
                CME Canadian Dollar Currency F
                
                  
                
              
            
            2021-09-14
            -239565.00000000
            USD
            -825.00000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        100000.00000000
        NC
        
        -412.07000000
        -0.00219815889
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -100000.00000000
            EUR
            118272.00000000
            USD
            2021-09-15
            -412.07000000
          
        
        
          N
          N
          N
        
      
      
        OSAKA EXCHANGE
        N/A
        JPN 10Y BOND(OSE) Sep21
        N/A
        
          
        
        11.00000000
        NC
        
        8555.74000000
        0.045640002857
        Long
        DIR
        CORP
        JP
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Long
            
              
                N/A
                TSE Japanese 10 Year Bond Futu
                
                  
                
              
            
            2021-09-13
            15259764.31000000
            JPY
            8555.74000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - BRL
        N/A
        
          
        
        57493.29000000
        NC
        USD
        443.75000000
        0.002367153661
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              FCSTONE - ALTERNATE
              N/A
            
            -57493.29000000
            USD
            300000.00000000
            BRL
            2021-09-15
            443.75000000
          
        
        
          N
          N
          N
        
      
      
        EURONEXT PARIS MONEP
        969500HMVSZ0TCV65D58
        CAC40 10 EURO FUT Aug21
        N/A
        
          
        
        7.00000000
        NC
        
        3801.74000000
        0.020280118898
        Long
        DE
        CORP
        FR
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Long
            
              
                Euronext CAC 40 Index
                CAC
              
            
            2021-08-20
            543217.08000000
            EUR
            3801.74000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        300000.00000000
        NC
        
        -1354.62000000
        -0.00722612663
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              FCSTONE - ALTERNATE
              N/A
            
            -300000.00000000
            BRL
            56582.42000000
            USD
            2021-09-15
            -1354.62000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - GBP
        N/A
        
          
        
        200000.00000000
        NC
        
        1906.92000000
        0.010172332755
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -200000.00000000
            EUR
            172078.00000000
            GBP
            2021-09-15
            1906.92000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO BOARD OF TRADE
        549300EX04Q2QBFQTQ27
        SOYBEAN FUTURE    Nov21
        N/A
        
          
        
        4.00000000
        NC
        USD
        -6.25000000
        -0.00003334019
        Long
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                CBOT Soybean Future
                
                  
                
              
            
            2021-11-12
            269856.25000000
            USD
            -6.25000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        200000000.00000000
        NC
        
        1888.43000000
        0.010073699130
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              FCSTONE - ALTERNATE
              N/A
            
            -200000000.00000000
            KRW
            175640.43000000
            USD
            2021-09-15
            1888.43000000
          
        
        
          N
          N
          N
        
      
      
        ASX - TRADE24
        N/A
        SPI 200 FUTURES   Sep21
        N/A
        
          
        
        5.00000000
        NC
        
        1318.83000000
        0.007035207354
        Long
        DE
        CORP
        AU
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Long
            
              
                SFE S&P ASX Share Price Index
                AS51
              
            
            2021-09-16
            687801.01000000
            AUD
            1318.83000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - EUR
        N/A
        
          
        
        245204.00000000
        NC
        USD
        -7835.87000000
        -0.04179990616
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -245204.00000000
            USD
            200000.00000000
            EUR
            2021-09-15
            -7835.87000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - PHP
        N/A
        
          
        
        500312.70000000
        NC
        USD
        -20869.55000000
        -0.11132717002
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              FCSTONE - ALTERNATE
              N/A
            
            -500312.70000000
            USD
            24000000.00000000
            PHP
            2021-09-15
            -20869.55000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - CHF
        N/A
        
          
        
        91948.27000000
        NC
        
        1335.37000000
        0.007123438839
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -91948.27000000
            EUR
            100000.00000000
            CHF
            2021-09-15
            1335.37000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        600000.00000000
        NC
        
        -258.15000000
        -0.00137708330
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -600000.00000000
            DKK
            95467.22000000
            USD
            2021-09-15
            -258.15000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - SEK
        N/A
        
          
        
        118381.49000000
        NC
        
        -983.11000000
        -0.00524433225
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -118381.49000000
            EUR
            1200000.00000000
            SEK
            2021-09-15
            -983.11000000
          
        
        
          N
          N
          N
        
      
      
        OSAKA EXCHANGE
        N/A
        NIKKEI 225 MINI   Sep21
        N/A
        
          
        
        -7.00000000
        NC
        
        4810.59000000
        0.025661759397
        Short
        DE
        CORP
        JP
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Short
            
              
                OSE Nikkei 225 Index Future
                NKY
              
            
            2021-09-09
            -178574.87000000
            JPY
            4810.59000000
          
        
        
          N
          N
          N
        
      
      
        ICE FUTURES U.S.
        5493004R83R1LVX2IL36
        COFFEE 'C' FUTURE Sep21
        N/A
        
          
        
        1.00000000
        NC
        USD
        -4218.75000000
        -0.02250462988
        Long
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Long
            
              
                N/A
                NYBOT CSC C Coffee Future
                
                  
                
              
            
            2021-09-20
            71550.00000000
            USD
            -4218.75000000
          
        
        
          N
          N
          N
        
      
      
        CME GLOBEX
        N/A
        NEW ZEALAND $ FUT Sep21
        N/A
        
          
        
        20.00000000
        NC
        USD
        2700.00000000
        0.014402963123
        Long
        DFE
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                CME New Zealand Dollar Currenc
                
                  
                
              
            
            2021-09-13
            1389700.00000000
            USD
            2700.00000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - ILS
        N/A
        
          
        
        308804.38000000
        NC
        USD
        1211.95000000
        0.006465063391
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -308804.38000000
            USD
            1000000.00000000
            ILS
            2021-09-15
            1211.95000000
          
        
        
          N
          N
          N
        
      
      
        NEW YORK MERCANTILE EXCHANGE
        5493008GFNDTXFPHWI47
        NATURAL GAS FUTR  Sep21
        N/A
        
          
        
        7.00000000
        NC
        USD
        23780.00000000
        0.126852764102
        Long
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                NYMEX Henry Hub Natural Gas Fu
                
                  
                
              
            
            2021-08-27
            250200.00000000
            USD
            23780.00000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - THB
        N/A
        
          
        
        128617.36000000
        NC
        USD
        -6945.22000000
        -0.03704879538
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              FCSTONE - ALTERNATE
              N/A
            
            -128617.36000000
            USD
            4000000.00000000
            THB
            2021-09-15
            -6945.22000000
          
        
        
          N
          N
          N
        
      
      
        CME GLOBEX
        N/A
        YEN DENOM NIKKEI  Sep21
        N/A
        
          
        
        1.00000000
        NC
        
        -2933.32000000
        -0.01564759251
        Long
        DE
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                OSE Nikkei 225 Index Future
                NKY
              
            
            2021-09-09
            127560.06000000
            JPY
            -2933.32000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - GBP
        N/A
        
          
        
        15573700.00000000
        NC
        
        -2899.43000000
        -0.01546680865
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -15573700.00000000
            JPY
            100000.00000000
            GBP
            2021-09-15
            -2899.43000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - EUR
        N/A
        
          
        
        1200000.00000000
        NC
        
        -487.06000000
        -0.00259818785
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -1200000.00000000
            SEK
            117142.77000000
            EUR
            2021-09-15
            -487.06000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - DKK
        N/A
        
          
        
        197752.22000000
        NC
        USD
        -6301.49000000
        -0.03361486225
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -197752.22000000
            USD
            1200000.00000000
            DKK
            2021-09-15
            -6301.49000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - NOK
        N/A
        
          
        
        145108.05000000
        NC
        USD
        -9267.43000000
        -0.04943646390
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -145108.05000000
            USD
            1200000.00000000
            NOK
            2021-09-15
            -9267.43000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        100000.00000000
        NC
        
        893.45000000
        0.004766047186
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -100000.00000000
            CAD
            80995.93000000
            USD
            2021-09-15
            893.45000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO BOARD OF TRADE
        549300EX04Q2QBFQTQ27
        ROUGH RICE (CBOT) Sep21
        N/A
        
          
        
        -7.00000000
        NC
        USD
        -3813.33000000
        -0.02034194495
        Short
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Short
            
              
                N/A
                CBOT Rough Rice Future
                
                  
                
              
            
            2021-09-14
            -187706.67000000
            USD
            -3813.33000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - GBP
        N/A
        
          
        
        100000.00000000
        NC
        
        -1544.33000000
        -0.00823812149
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -100000.00000000
            CHF
            78330.62000000
            GBP
            2021-09-15
            -1544.33000000
          
        
        
          N
          N
          N
        
      
      
        CME GLOBEX
        N/A
        EURO/JPY FUTURE   Sep21
        N/A
        
          
        
        -2.00000000
        NC
        
        -529.00000000
        -0.00282191388
        Short
        DFE
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Short
            
              
                N/A
                CME Euro FX/Japanese Yen Cross
                
                  
                
              
            
            2021-09-13
            -294951.97000000
            JPY
            -529.00000000
          
        
        
          N
          N
          N
        
      
      
        CME GLOBEX
        N/A
        LIVE CATTLE FUTR  Oct21
        N/A
        
          
        
        -5.00000000
        NC
        USD
        -590.00000000
        -0.00314731416
        Short
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Short
            
              
                N/A
                CME Live Cattle Future
                
                  
                
              
            
            2021-10-29
            -253810.00000000
            USD
            -590.00000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - JPY
        N/A
        
          
        
        100000.00000000
        NC
        
        -1342.27000000
        -0.00716024641
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -100000.00000000
            CHF
            11971970.00000000
            JPY
            2021-09-15
            -1342.27000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        200000.00000000
        NC
        
        776.26000000
        0.004140905242
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -200000.00000000
            SGD
            148467.08000000
            USD
            2021-09-15
            776.26000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        1200000.00000000
        NC
        
        5847.89000000
        0.031195164452
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -1200000.00000000
            PLN
            317587.77000000
            USD
            2021-09-15
            5847.89000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - RUB
        N/A
        
          
        
        80829.85000000
        NC
        USD
        582.13000000
        0.003105332193
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              FCSTONE - ALTERNATE
              N/A
            
            -80829.85000000
            USD
            6000000.00000000
            RUB
            2021-09-15
            582.13000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        100000.00000000
        NC
        
        382.93000000
        0.002042713581
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -100000.00000000
            EUR
            119067.00000000
            USD
            2021-09-15
            382.93000000
          
        
        
          N
          N
          N
        
      
      
        CME GLOBEX
        N/A
        EURO/GBP FUTURE   Sep21
        N/A
        
          
        
        -2.00000000
        NC
        
        -876.99000000
        -0.00467824245
        Short
        DFE
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Short
            
              
                N/A
                CME Euro FX/British Pound Cros
                
                  
                
              
            
            2021-09-13
            -295630.04000000
            GBP
            -876.99000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        600000.00000000
        NC
        
        1693.74000000
        0.009035138800
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -600000.00000000
            NOK
            69614.05000000
            USD
            2021-09-15
            1693.74000000
          
        
        
          N
          N
          N
        
      
      
        CME GLOBEX
        N/A
        MEXICAN PESO FUT  Sep21
        N/A
        
          
        
        68.00000000
        NC
        USD
        2154.14000000
        0.011491110734
        Long
        DFE
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                CME Mexican Peso Currency Futu
                
                  
                
              
            
            2021-09-13
            1696825.86000000
            USD
            2154.14000000
          
        
        
          N
          N
          N
        
      
      
        ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION
        549300UF4R84F48NCH34
        LONG GILT FUTURE  Sep21
        N/A
        
          
        
        1.00000000
        NC
        
        1240.18000000
        0.006615654372
        Long
        DIR
        CORP
        GB
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Long
            
              
                N/A
                Long Gilt Future
                
                  
                
              
            
            2021-09-28
            177758.83000000
            GBP
            1240.18000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - CHF
        N/A
        
          
        
        223274.09000000
        NC
        USD
        -2347.45000000
        -0.01252230954
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -223274.09000000
            USD
            200000.00000000
            CHF
            2021-09-15
            -2347.45000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        3000000.00000000
        NC
        
        -1.70000000
        -0.00000906853
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -3000000.00000000
            CZK
            139550.14000000
            USD
            2021-09-15
            -1.70000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        2000000000.00000000
        NC
        
        -2235.20000000
        -0.01192351969
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              FCSTONE - ALTERNATE
              N/A
            
            -2000000000.00000000
            IDR
            135620.80000000
            USD
            2021-09-15
            -2235.20000000
          
        
        
          N
          N
          N
        
      
      
        ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION
        N/A
        WHITE SUGAR (ICE) Oct21
        N/A
        
          
        
        2.00000000
        NC
        USD
        -2595.00000000
        -0.01384284789
        Long
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Long
            
              
                N/A
                White Sugar Future
                
                  
                
              
            
            2021-09-15
            47165.00000000
            USD
            -2595.00000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - NZD
        N/A
        
          
        
        145744.40000000
        NC
        USD
        -6176.57000000
        -0.03294848516
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -145744.40000000
            USD
            200000.00000000
            NZD
            2021-09-15
            -6176.57000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - CZK
        N/A
        
          
        
        288560.04000000
        NC
        USD
        -9456.35000000
        -0.05044424456
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -288560.04000000
            USD
            6000000.00000000
            CZK
            2021-09-15
            -9456.35000000
          
        
        
          N
          N
          N
        
      
      
        EUREX DEUTSCHLAND
        529900UT4DG0LG5R9O07
        EURO-BUXL 30Y BND Sep21
        N/A
        
          
        
        6.00000000
        NC
        
        60815.34000000
        0.324415221986
        Long
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                Eurex 30 Year Euro BUXL Future
                
                  
                
              
            
            2021-09-08
            1477474.54000000
            EUR
            60815.34000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        600000.00000000
        NC
        
        700.45000000
        0.003736502044
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -600000.00000000
            DKK
            96425.82000000
            USD
            2021-09-15
            700.45000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - NZD
        N/A
        
          
        
        200000.00000000
        NC
        
        2396.40000000
        0.012783429936
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -200000.00000000
            AUD
            214147.16000000
            NZD
            2021-09-15
            2396.40000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - EUR
        N/A
        
          
        
        3000000.00000000
        NC
        
        -1617.15000000
        -0.00862657474
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -3000000.00000000
            CZK
            116220.06000000
            EUR
            2021-09-15
            -1617.15000000
          
        
        
          N
          N
          N
        
      
      
        NEW YORK MERCANTILE EXCHANGE
        5493008GFNDTXFPHWI47
        WTI CRUDE FUTURE  Nov21
        N/A
        
          
        
        3.00000000
        NC
        USD
        1535.00000000
        0.008188351257
        Long
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                NYMEX Light Sweet Crude Oil Fu
                
                  
                
              
            
            2021-10-20
            215755.00000000
            USD
            1535.00000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - CZK
        N/A
        
          
        
        235410.62000000
        NC
        
        -291.21000000
        -0.00155343958
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -235410.62000000
            EUR
            6000000.00000000
            CZK
            2021-09-15
            -291.21000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - NZD
        N/A
        
          
        
        200000.00000000
        NC
        
        2082.96000000
        0.011111405951
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -200000.00000000
            AUD
            213698.00000000
            NZD
            2021-09-15
            2082.96000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        20000000.00000000
        NC
        
        1273.54000000
        0.006793610983
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -20000000.00000000
            HUF
            67524.22000000
            USD
            2021-09-15
            1273.54000000
          
        
        
          N
          N
          N
        
      
      
        NEW YORK MERCANTILE EXCHANGE
        5493008GFNDTXFPHWI47
        PLATINUM FUTURE   Oct21
        N/A
        
          
        
        4.00000000
        NC
        USD
        -10990.00000000
        -0.05862539434
        Long
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                NYMEX Platinum Future
                
                  
                
              
            
            2021-10-27
            220670.00000000
            USD
            -10990.00000000
          
        
        
          N
          N
          N
        
      
      
        LONDON METAL EXCHANGE
        213800NB8G5VRT1DXC91
        LME PRI ALUM FUTR Sep21
        N/A
        
          
        
        -2.00000000
        NC
        USD
        -5100.00000000
        -0.02720559701
        Short
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            
              ADM INVESTOR SERVICES
              N/A
            
            Short
            
              
                N/A
                LME Primary Aluminum Future
                
                  
                
              
            
            2021-09-13
            -124650.00000000
            USD
            -5100.00000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        4000000.00000000
        NC
        
        4710.17000000
        0.025126075857
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              FCSTONE - ALTERNATE
              N/A
            
            -4000000.00000000
            THB
            126382.31000000
            USD
            2021-09-15
            4710.17000000
          
        
        
          N
          N
          N
        
      
      
        ICE FUTURES EUROPE
        549300UF4R84F48NCH34
        Low Su Gasoil G   Sep21
        N/A
        
          
        
        5.00000000
        NC
        USD
        9200.00000000
        0.049076763235
        Long
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Long
            
              
                N/A
                ICE Gas Oil Future
                
                  
                
              
            
            2021-09-10
            297925.00000000
            USD
            9200.00000000
          
        
        
          N
          N
          N
        
      
      
        CME GLOBEX
        N/A
        EURO FX CURR FUT  Sep21
        N/A
        
          
        
        14.00000000
        NC
        USD
        5487.62000000
        0.029273329072
        Long
        DFE
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                CME Euro Foreign Exchange Curr
                
                  
                
              
            
            2021-09-13
            2071062.38000000
            USD
            5487.62000000
          
        
        
          N
          N
          N
        
      
      
        NEW YORK MERCANTILE EXCHANGE
        5493008GFNDTXFPHWI47
        NY Harb ULSD Fut  Sep21
        N/A
        
          
        
        3.00000000
        NC
        USD
        3322.20000000
        0.017722045958
        Long
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                NYMEX NY Harbor ULSD Futures
                
                  
                
              
            
            2021-08-31
            273323.40000000
            USD
            3322.20000000
          
        
        
          N
          N
          N
        
      
      
        LONDON METAL EXCHANGE
        213800NB8G5VRT1DXC91
        LME COPPER FUTURE Sep21
        N/A
        
          
        
        1.00000000
        NC
        USD
        -14381.25000000
        -0.07671578274
        Long
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                LME Copper Future
                
                  
                
              
            
            2021-09-13
            257325.00000000
            USD
            -14381.25000000
          
        
        
          N
          N
          N
        
      
      
        LONDON METAL EXCHANGE
        213800NB8G5VRT1DXC91
        LME LEAD FUTURE   Sep21
        N/A
        
          
        
        -1.00000000
        NC
        USD
        -3743.75000000
        -0.01997077525
        Short
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            
              ADM INVESTOR SERVICES
              N/A
            
            Short
            
              
                N/A
                LME Lead Future
                
                  
                
              
            
            2021-09-13
            -56100.00000000
            USD
            -3743.75000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO BOARD OF TRADE
        549300EX04Q2QBFQTQ27
        SOYBEAN MEAL FUTR Dec21
        N/A
        
          
        
        1.00000000
        NC
        USD
        -1980.00000000
        -0.01056217295
        Long
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                CBOT Soybean Meal Future
                
                  
                
              
            
            2021-12-14
            37370.00000000
            USD
            -1980.00000000
          
        
        
          N
          N
          N
        
      
      
        EUREX DEUTSCHLAND
        529900UT4DG0LG5R9O07
        Euro-OAT Future   Sep21
        N/A
        
          
        
        23.00000000
        NC
        
        58589.71000000
        0.312542752795
        Long
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                French Government Bond Futures
                
                  
                
              
            
            2021-09-08
            4410901.63000000
            EUR
            58589.71000000
          
        
        
          N
          N
          N
        
      
      
        ASX - TRADE24
        N/A
        AUST 10Y BOND FUT Sep21
        N/A
        
          
        
        5.00000000
        NC
        
        5773.80000000
        0.030799936475
        Long
        DIR
        CORP
        AU
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Long
            
              
                N/A
                SFE 10 Year Australian Bond Fu
                
                  
                
              
            
            2021-09-15
            536054.31000000
            AUD
            5773.80000000
          
        
        
          N
          N
          N
        
      
      
        ICE FUTURES U.S.
        5493004R83R1LVX2IL36
        COTTON NO.2 FUTR  Dec21
        N/A
        
          
        
        -6.00000000
        NC
        USD
        -4490.00000000
        -0.02395159423
        Short
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Short
            
              
                N/A
                NYBOT CTN Number 2 Cotton Futu
                
                  
                
              
            
            2021-12-08
            -263680.00000000
            USD
            -4490.00000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO BOARD OF TRADE
        549300EX04Q2QBFQTQ27
        KC HRW WHEAT FUT  Sep21
        N/A
        
          
        
        -2.00000000
        NC
        USD
        -4050.00000000
        -0.02160444468
        Short
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Short
            
              
                N/A
                KCBT Hard Red Winter Wheat Fut
                
                  
                
              
            
            2021-09-14
            -63275.00000000
            USD
            -4050.00000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - SEK
        N/A
        
          
        
        145104.54000000
        NC
        USD
        -5587.68000000
        -0.02980709221
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -145104.54000000
            USD
            1200000.00000000
            SEK
            2021-09-15
            -5587.68000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - AUD
        N/A
        
          
        
        8491396.00000000
        NC
        
        -3874.69000000
        -0.02066926562
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -8491396.00000000
            JPY
            100000.00000000
            AUD
            2021-09-15
            -3874.69000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO BOARD OF TRADE
        549300EX04Q2QBFQTQ27
        SOYBEAN OIL FUTR  Dec21
        N/A
        
          
        
        -6.00000000
        NC
        USD
        -9154.50000000
        -0.04883404663
        Short
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Short
            
              
                N/A
                CBOT Soybean Oil Future
                
                  
                
              
            
            2021-12-14
            -217789.50000000
            USD
            -9154.50000000
          
        
        
          N
          N
          N
        
      
      
        EUREX DEUTSCHLAND
        529900UT4DG0LG5R9O07
        EURO-SCHATZ FUT   Sep21
        N/A
        
          
        
        139.00000000
        NC
        
        6917.99000000
        0.036903538836
        Long
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                Eurex 2 Year Euro SCHATZ Futur
                
                  
                
              
            
            2021-09-08
            18457804.54000000
            EUR
            6917.99000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        100000.00000000
        NC
        
        -2125.77000000
        -0.01133977293
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -100000.00000000
            CHF
            108337.55000000
            USD
            2021-09-15
            -2125.77000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - EUR
        N/A
        
          
        
        26801800.00000000
        NC
        
        -6922.53000000
        -0.03692775715
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -26801800.00000000
            JPY
            200000.00000000
            EUR
            2021-09-15
            -6922.53000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - RUB
        N/A
        
          
        
        81247.97000000
        NC
        USD
        164.01000000
        0.000874899993
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              FCSTONE - ALTERNATE
              N/A
            
            -81247.97000000
            USD
            6000000.00000000
            RUB
            2021-09-15
            164.01000000
          
        
        
          N
          N
          N
        
      
      
        OSAKA EXCHANGE
        N/A
        RSS3 RUBBER (OSE) Dec21
        N/A
        
          
        
        3.00000000
        NC
        
        81.86000000
        0.000436676504
        Long
        DCO
        CORP
        JP
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Long
            
              
                N/A
                OSE Rubber Future
                
                  
                
              
            
            2021-12-22
            29393.47000000
            JPY
            81.86000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - EUR
        N/A
        
          
        
        40000000.00000000
        NC
        
        579.57000000
        0.003091676050
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -40000000.00000000
            HUF
            112130.41000000
            EUR
            2021-09-15
            579.57000000
          
        
        
          N
          N
          N
        
      
      
        THE MONTREAL EXCHANGE / BOURSE DE MONTREAL
        N/A
        CAN 10YR BOND FUT SEP21
        N/A
        
          
        
        14.00000000
        NC
        
        3002.77000000
        0.016018068732
        Long
        DIR
        CORP
        CA
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                Montreal Exchange 10 Year Cana
                
                  
                
              
            
            2021-09-21
            1649993.70000000
            CAD
            3002.77000000
          
        
        
          N
          N
          N
        
      
      
        THE MONTREAL EXCHANGE / BOURSE DE MONTREAL
        N/A
        S&P/TSX 60 IX FUT Sep21
        N/A
        
          
        
        3.00000000
        NC
        
        7455.60000000
        0.039771382171
        Long
        DE
        CORP
        CA
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                Montreal Exchange S&P/TSX 60 I
                SPTSX60
              
            
            2021-09-16
            575498.01000000
            CAD
            7455.60000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - EUR
        N/A
        
          
        
        40000000.00000000
        NC
        
        907.73000000
        0.004842222857
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -40000000.00000000
            HUF
            112406.91000000
            EUR
            2021-09-15
            907.73000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO BOARD OF TRADE
        549300EX04Q2QBFQTQ27
        OAT FUTURE        Dec21
        N/A
        
          
        
        -2.00000000
        NC
        USD
        -587.50000000
        -0.00313397808
        Short
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Short
            
              
                N/A
                CBOT Oats Future
                
                  
                
              
            
            2021-12-14
            -44187.50000000
            USD
            -587.50000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - EUR
        N/A
        
          
        
        1200000.00000000
        NC
        
        -574.51000000
        -0.00306468383
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -1200000.00000000
            SEK
            117069.08000000
            EUR
            2021-09-15
            -574.51000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        100000.00000000
        NC
        
        740.78000000
        0.003951639638
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -100000.00000000
            EUR
            119424.85000000
            USD
            2021-09-15
            740.78000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - CAD
        N/A
        
          
        
        100000.00000000
        NC
        
        -1533.61000000
        -0.00818093639
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -100000.00000000
            GBP
            171676.00000000
            CAD
            2021-09-15
            -1533.61000000
          
        
        
          N
          N
          N
        
      
      
        NASDAQ STOCKHOLM AB - SWEDISH EQ DERIVATIVES
        N/A
        OMXS30 IND FUTURE Aug21
        N/A
        
          
        
        13.00000000
        NC
        
        3100.25000000
        0.016538069045
        Long
        DE
        CORP
        SE
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                OMX STOCKHOLM 30 INDEX
                OMX
              
            
            2021-08-20
            354375.77000000
            SEK
            3100.25000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        600000.00000000
        NC
        
        -1269.34000000
        -0.00677120637
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -600000.00000000
            NOK
            66650.97000000
            USD
            2021-09-15
            -1269.34000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - THB
        N/A
        
          
        
        128679.43000000
        NC
        USD
        -7007.29000000
        -0.03737990350
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              FCSTONE - ALTERNATE
              N/A
            
            -128679.43000000
            USD
            4000000.00000000
            THB
            2021-09-15
            -7007.29000000
          
        
        
          N
          N
          N
        
      
      
        EUREX DEUTSCHLAND
        529900UT4DG0LG5R9O07
        SWISS FED BND FUT Sep21
        N/A
        
          
        
        -2.00000000
        NC
        
        -3842.95000000
        -0.02049995079
        Short
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Short
            
              
                N/A
                Eurex Swiss Federal Bond Futur
                
                  
                
              
            
            2021-09-08
            -370329.60000000
            CHF
            -3842.95000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - CAD
        N/A
        
          
        
        165964.09000000
        NC
        USD
        -5759.13000000
        -0.03072168037
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -165964.09000000
            USD
            200000.00000000
            CAD
            2021-09-15
            -5759.13000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        600000.00000000
        NC
        
        -75.61000000
        -0.00040333631
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              UNION BANK
              N/A
            
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -600000.00000000
            NOK
            67844.70000000
            USD
            2021-09-15
            -75.61000000
          
        
        
          N
          N
          N
        
      
      
        ICE FUTURES U.S.
        5493004R83R1LVX2IL36
        CANOLA FUTR (WCE) Nov21
        N/A
        
          
        
        1.00000000
        NC
        
        1898.94000000
        0.010129763997
        Long
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                WCE Canola Future
                
                  
                
              
            
            2021-11-12
            11750.21000000
            CAD
            1898.94000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        12000000.00000000
        NC
        
        -3409.55000000
        -0.01818800848
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              FCSTONE - ALTERNATE
              N/A
            
            -12000000.00000000
            RUB
            159414.42000000
            USD
            2021-09-15
            -3409.55000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - CHF
        N/A
        
          
        
        184355.59000000
        NC
        
        2125.93000000
        0.011340626441
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -184355.59000000
            EUR
            200000.00000000
            CHF
            2021-09-15
            2125.93000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        400000.00000000
        NC
        
        1697.75000000
        0.009056529867
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -400000.00000000
            PLN
            105611.04000000
            USD
            2021-09-15
            1697.75000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        40000000.00000000
        NC
        
        1320.55000000
        0.007044382575
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -40000000.00000000
            JPY
            365908.99000000
            USD
            2021-09-15
            1320.55000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - NOK
        N/A
        
          
        
        68811.38000000
        NC
        USD
        -891.07000000
        -0.00475335124
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -68811.38000000
            USD
            600000.00000000
            NOK
            2021-09-15
            -891.07000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        100000.00000000
        NC
        
        -2034.03000000
        -0.01085039225
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -100000.00000000
            CHF
            108429.29000000
            USD
            2021-09-15
            -2034.03000000
          
        
        
          N
          N
          N
        
      
      
        ICE FUTURES EUROPE
        549300UF4R84F48NCH34
        BRENT CRUDE FUTR  Oct21
        N/A
        
          
        
        8.00000000
        NC
        USD
        12270.00000000
        0.065453465750
        Long
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Long
            
              
                N/A
                ICE Brent Crude Oil Future
                
                  
                
              
            
            2021-08-31
            591010.00000000
            USD
            12270.00000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US ULTRA BOND CBT Sep21
        N/A
        
          
        
        1.00000000
        NC
        USD
        -1781.50000000
        -0.00950328844
        Long
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Long
            
              
                N/A
                CME Ultra Long Term US Treasur
                
                  
                
              
            
            2021-09-21
            201312.50000000
            USD
            -1781.50000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        3000000.00000000
        NC
        
        497.12000000
        0.002651852232
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -3000000.00000000
            CZK
            140048.96000000
            USD
            2021-09-15
            497.12000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        600000.00000000
        NC
        
        438.73000000
        0.002340374818
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -600000.00000000
            DKK
            96164.10000000
            USD
            2021-09-15
            438.73000000
          
        
        
          N
          N
          N
        
      
      
        EURONEXT PARIS MATIF
        969500HMVSZ0TCV65D58
        MAIZE FUT         Nov21
        N/A
        
          
        
        4.00000000
        NC
        
        1096.36000000
        0.005848456537
        Long
        DCO
        CORP
        FR
        
        N
        
        1
        
          
            
              FCSTONE
              N/A
            
            Long
            
              
                N/A
                Euronext Maize Future
                
                  
                
              
            
            2021-11-05
            48841.95000000
            EUR
            1096.36000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - BRL
        N/A
        
          
        
        57361.38000000
        NC
        USD
        575.66000000
        0.003070818426
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              FCSTONE - ALTERNATE
              N/A
            
            -57361.38000000
            USD
            300000.00000000
            BRL
            2021-09-15
            575.66000000
          
        
        
          N
          N
          N
        
      
      
        CME GLOBEX
        N/A
        JPN YEN CURR FUT  Sep21
        N/A
        
          
        
        -4.00000000
        NC
        USD
        -784.87000000
        -0.00418683469
        Short
        DFE
        CORP
        US
        
        N
        
        1
        
          
            
              ADM INVESTOR SERVICES
              N/A
            
            Short
            
              
                N/A
                CME Japanese Yen Currency Futu
                
                  
                
              
            
            2021-09-13
            -454890.13000000
            USD
            -784.87000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - USD
        N/A
        
          
        
        100000.00000000
        NC
        
        -1671.88000000
        -0.00891852814
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -100000.00000000
            CHF
            108791.44000000
            USD
            2021-09-15
            -1671.88000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CURRENCY CONTRACT - CHF
        N/A
        
          
        
        24401800.00000000
        NC
        
        -1488.71000000
        -0.00794142045
        N/A
        DFE
        CORP
        N/A
        
        N
        
        2
        
          
            
              ADM INVESTOR SERV - ALTERNATE
              N/A
            
            -24401800.00000000
            JPY
            200000.00000000
            CHF
            2021-09-15
            -1488.71000000
          
        
        
          N
          N
          N
        
      
    
    
      
      
      
    
    
      2021-08-27
      Two Roads Shared Trust
      Laura Szalyga
      Laura Szalyga
      Treasurer
    
  
  XXXX



Superfund Managed Futures Strategy Fund
CONSOLIDATED PORTFOLIO OF INVESTMENTS (Unaudited)
July 31, 2021
Principal             Fair Value
      SHORT-TERM INVESTMENT - 85.4 %        
      BANK DEPOSITS - 85.4 %        
 $      16,003,061     Union Bank Institutional Trust Deposit Account - IV, 0.07% +      $         16,003,061
      TOTAL SHORT-TERM INVESTMENT (Cost - $16,003,061)        
               
      TOTAL INVESTMENTS - 85.4 % (Cost - $16,003,061)                    16,003,061
      OTHER ASSETS LESS LIABILITIES - 14.6 %                      2,743,089
      NET ASSETS - 100.0 %        $         18,746,150
               
               
  +  Reflects seven-day effective yield on July 31, 2021.  

 

 

Superfund Managed Futures Strategy Fund
CONSOLIDATED PORTFOLIO OF INVESTMENTS (Unaudited)
July 31, 2021
FUTURES CONTRACTS
Number of Long Contracts ^   Description Expiration Underlying Face/Notional Amount at Value  Fair Value / Unrealized Appreciation (Depreciation)
                               25   CBOT 10 Year U.S. Treasury Note + Sep-21                     3,361,325  $                9,618
                                 6   CBOT 5 Year U.S. Treasury Note + Sep-21                     1,323,936                        998
                               15   CBOT 2 Year U.S. Treasury Note + Sep-21                     1,866,675                    4,485
                                 1   CBOT Corn + Dec-21                           27,263                     (413)
                                 4   CBOT Soybean + Nov-21                         269,850                          (6)
                                 1   CBOT Soybean Meal + Dec-21                           35,390                  (1,980)
                                 3   CBOT U.S. Long Bond + Sep-21                         494,157                    2,344
                                 4   CME Australian Dollar + Sep-21                         293,440                  (9,378)
                                 8   CME British Pound + Sep-21                         694,650                     (181)
                                 1   CME E-Mini NASDAQ 100 Index  Sep-21                         299,116                    2,470
                                 3   CME E-Mini Standard & Poor's 500 Index  Sep-21                         658,425                  19,050
                               14   CME Euro Foreign Exchange + Sep-21                     2,076,550                    5,488
                                 9   CME Feeder Cattle + Oct-21                         738,225                  10,087
                                 4   CME Lean Hogs + Oct-21                         140,840                  (3,640)
                                 2   CME Live Cattle + Dec-21                         106,120                     (170)
                               68   CME Mexican Peso + Sep-21                     1,698,980                    2,154
                               20   CME New Zealand Dollar + Sep-21                     1,392,400                    2,700
                                 1   CME Nikkei 225 Index  Sep-21                         137,350                  (8,179)
                                 9   CME Swiss Franc + Sep-21                     1,242,675                    9,075
                                 1   CME Ultra Long Term US Treasury Bond + Sep-21                         199,531                  (1,782)
                                 1   CME Yen Denominated Nikkei 225 Index Sep-21                   13,725,000                  (2,933)
                                 5   Cocoa + Sep-21                           80,850                  (1,603)
                                 2   COMEX Copper + Sep-21                         224,125                  (3,263)
                                 1   COMEX Gold 100 Troy Ounces + Dec-21                         181,720                  (1,296)
                               21   Eurex 10 Year Euro BUND + Sep-21                     3,707,970                  19,692
                             139   Eurex 2 Year Euro SCHATZ + Sep-21                   15,617,345                    6,918
                                 6   Eurex 30 Year Euro BUXL + Sep-21                     1,290,240                  60,815
                               35   Eurex 5 Year Euro BOBL + Sep-21                     4,737,600                  24,914
                                 5   Eurex EURO STOXX 50  Sep-21                         204,400                     (145)
                                 5   Euro-BTP Italian Bond + Sep-21                         771,400                    6,030
                                 2   Euronext Amsterdam Index Aug-21                         300,496                    2,944
                        7   Euronext CAC 40 Index Aug-21                         462,665                    3,802
                                 4   Euronext Maize + Nov-21                           42,250                    1,096
                               19   Euronext Milling Wheat + Sep-21                         212,088                  15,917
                                 6   Euronext Rapeseed + Oct-21                         156,750                  (3,563)
                               23   French Government Bond + Sep-21                     3,727,840                  58,590
                                 4   FTSE 100 Index  Sep-21                         278,660                  (1,187)
                                 3   FTSE/MIB Index  Sep-21                         380,355                    4,963
                                 7   FVSA index - Mini-Futures on VSTOXX Aug-21                           14,980                        451
                               20   HKG Hang Seng China Enterprises Index  Aug-21                     9,215,000                  (7,533)
                                 6   HKG Hang Seng Index  Aug-21                     7,769,100                  (3,450)
                                 8   ICE Brent Crude Oil + Aug-21                         603,280                  12,270
                                 4   ICE Brent Crude Oil + Sep-21                         298,360                    4,950
                                 5   ICE Gas Oil + Aug-21                         306,625                    8,425
                                 5   ICE Gas Oil + Sep-21                         307,125                    9,200
                                 1   LME Copper + Sep-21                         242,944               (14,381)
                                 4   LME Lead  + Sep-21                         239,375                  17,025
                                 3   LME Nickel  + Sep-21                         351,918                  17,754
                                 3   LME Primary Aluminum  + Sep-21                         194,625                    8,063
                                 4   LME Zinc  + Sep-21                         303,500                    7,925
                                 1   Long Gilt  + Sep-21                         129,790                    1,240
                                 1   MEFF Madrid IBEX 35 Index  Aug-21                           86,747                     (596)
                               14   Montreal Exchange 10 Year Canadian Bond  + Sep-21                     2,072,140                    3,003
                                 3   Montreal Exchange S&P/TSX 60 Index  Sep-21                         727,440                    7,456
                                 1   NYBOT CSC C Coffee  + Sep-21                           67,331                  (4,219)
                                 3   NYBOT CSC Cocoa  + Sep-21                           70,980                  (2,530)
                                 7   NYBOT CTN Frozen Concentrated Orange Juice A  + Sep-21                         139,598                    6,030
                                 7   NYMEX Brent Crude Oil Last Day  + Aug-21                         527,870                    7,180
                                 7   NYMEX Henry Hub Natural Gas  + Aug-21                         273,980                  23,780
                                 3   NYMEX Henry Hub Natural Gas  + Oct-21                         119,460                  12,923

 

 

Superfund Managed Futures Strategy Fund

CONSOLIDATED PORTFOLIO OF INVESTMENTS (Unaudited) (Continued)
July 31, 2021
FUTURES CONTRACTS
Number of Long Contracts ^   Description Expiration Underlying Face/Notional Amount at Value  Fair Value / Unrealized Appreciation (Depreciation)
                                 2   NYMEX Henry Hub Natural Gas  + Nov-21                           81,700  $                   400
                                 5   NYMEX Henry Hub Natural Gas  + Sep-21                         196,000                  23,107
                                 3   NYMEX Light Sweet Crude Oil  + Aug-21                         221,850                    3,585
                                 2   NYMEX Light Sweet Crude Oil  + Sep-21                         146,460                    5,380
                                 3   NYMEX Light Sweet Crude Oil  + Oct-21                         217,290                    1,535
                                 3   NYMEX NY Harbor ULSD  + Aug-21                         276,646                    3,322
                                 5   NYMEX NY Harbor ULSD  + Sep-21                         461,244                  25,830
                                 4   NYMEX Platinum + Oct-21                         209,680               (10,990)
                                 2   NYMEX Reformulated Gasoline Blendstock for Oxygen Blending RBOB  + Aug-21                         196,115                    7,035
                                 1   NYMEX Reformulated Gasoline Blendstock for Oxygen Blending RBOB  + Sep-21                           92,224                    8,081
                               13   OML Stockholm OMXS30 Index  Aug-21                     3,081,325                    3,100
                                 3   OSE Gold + Apr-22                   19,311,000                        664
                                 3   OSE Rubber + Dec-21                     3,259,500                          82
                                 4   SAFEX FTSE/JSE Top 40 Index  Sep-21                     2,493,840                    3,900
                                 5   SFE 10 Year Australian Bond  + Sep-21                         494,125                    5,774
                               47   SFE 3 Year Australian Bond + Sep-21                     4,686,840                    5,949
                                 5   SFE S&P ASX Share Price Index  Sep-21                         912,500                    1,319
                                 6   SGX FTSE Taiwan Index  Aug-21                         358,620                  (1,860)
                                 6   SGX MSCI Singapore Index  Aug-21                         216,510                    2,067
                               12   SGX Nifty 50 Index  Aug-21                         378,576                  (1,111)
                               11   TSE Japanese 10 Year Bond  + Sep-21             1,675,300,000                    8,556
                                 1   WCE Canola  + Nov-21                           16,844                    1,899
                                 2   White Sugar  + Sep-21                           44,570                  (2,595)
        Net Unrealized Appreciation from Long Futures Contracts  $           444,426

 

 

Superfund Managed Futures Strategy Fund

CONSOLIDATED PORTFOLIO OF INVESTMENTS (Unaudited) (Continued)
July 31, 2021
FUTURES CONTRACTS
Number of Short Contracts ^   Description Expiration Underlying Face/Notional Amount at Value  Fair Value / Unrealized Appreciation (Depreciation)
                               (4)   CBOE Volatility Index  Aug-21                           81,096  $                5,604
                               (2)   CBOT Oats + Dec-21                           44,775                     (588)
                               (7)   CBOT Rough Rice + Sep-21                         191,520                  (3,813)
                               (6)   CBOT Soybean Oil + Dec-21                         226,944                  (9,155)
                               (3)   CME Canadian Dollar + Sep-21                         240,390                     (825)
                               (2)   CME Euro FX/British Pound Cross Rate + Sep-21                         213,525                     (877)
                               (2)   CME Euro FX/Japanese Yen Cross Rate + Sep-21                   32,550,000                     (529)
                               (4)   CME Japanese Yen Currency + Sep-21                         455,675                     (785)
                               (5)   CME Live Cattle + Oct-21                         254,400                     (590)
                               (1)   COMEX Silver + Sep-21                         127,735                          50
                               (2)   Eurex Swiss Federal Bond + Sep-21                         341,100                  (3,843)
                               (2)   KCBT Hard Red Winter Wheat + Sep-21                           67,325                  (4,050)
                               (1)   LME Copper + Sep-21                         242,944               (10,261)
                               (1)   LME Lead + Sep-21                           59,844                  (3,744)
                               (2)   LME Nickel + Sep-21                         234,612               (14,658)
                               (2)   LME Primary Aluminum + Sep-21                         129,750                  (5,100)
                               (3)   LME Zinc + Sep-21                         227,625                  (9,806)
                             (49)   MDE Kuala Lumpur Composite Index Aug-21                     3,662,750                    9,208
                               (4)   NYBOT CSC Number 11 World Sugar + Sep-21                           80,237                  (2,654)
                               (6)   NYBOT CTN Number 2 Cotton + Dec-21                         268,170                  (4,490)
                             (11)   NYBOT FINEX United States Dollar Index + Sep-21                     1,014,068                    4,182
                               (7)   OSE Nikkei 225 mini  Sep-21                   19,145,000                    4,811
                               (1)   OSE Platinum + Jun-22                     1,871,500                        (18)
                               (3)   Robusta Coffee Future 10-Tonne + Sep-21                           53,580                    3,040
           
        Net Unrealized Depreciation from Short Futures Contracts  $           (48,891)
        Net Unrealized Appreciation from Futures Contracts  $           395,535
           

 

 

Superfund Managed Futures Strategy Fund

CONSOLIDATED PORTFOLIO OF INVESTMENTS (Unaudited) (Continued)
July 31, 2021
FUTURES CONTRACTS
           
+ All or a portion of this investment is a holding of the Superfund Managed Futures Strategy (Cayman) Fund, Ltd.  
^ All collateral for open futures contracts consists of cash included as deposits with the broker.      
           
           
BOBL - Bundes Obligation      
BTP - Business Transaction Protocol      
CAC - French Stock Market Index      
CBOE - Chicago Board Options Exchange      
CBOT - Central Bank of Turkey      
CME - Chicago Mercantile Exchange      
COMEX - Commodity Exchange      
FTSE - Financial Times Stock Exchange       
IBEX - Spanish Stock Index      
JSE -  Johannesburg Stock Exchange      
KC HRW - Kansas City Hard Red Winter      
LME - London Metal Exchange      
MDE - Mylaysia Derivatives Exchange      
NASDAQ - National Association of Securities Dealers Automated Quotations      
NYBOT - The New York Board of Trade      
NYMEX - The New York Mercantile Exchange      
OAT - Obligations Assimilables Du Tresor      
OMXS - Stockholm Index      
OSE - Osaka Securities Exchange      
RBOB - Reformulated Gasoline Blendstock for Oxygen Blending      
S&P - Standard & Poor's      
SGX - Stock Exchange of Singapore      
STOXX - Stock Index of Eurozone Stocks      
TSX - Toronto Stock Exchange      
ULSD - Ultra Low Sulfur Diesel      
VSTOXX - Volatility Derivatives on Eurex Exchange      
WCE - Winnipeg Commodity Exchange      

 

 

Superfund Managed Futures Strategy Fund
CONSOLIDATED PORTFOLIO OF INVESTMENTS  (Unaudited) (Continued)
July 31, 2021
                         
Forward Foreign Currency Contracts
TO BUY:                        
Settlement Date   Counterparty   Currency Units to Receive/Deliver       In Exchange For       Unrealized Appreciation (Depreciation)
9/15/2021   ADM                     200,000   AUD                        147,044    USD     $                         (8,332)
9/15/2021   INTL FCStone                      600,000   BRL                        115,874    USD                                   1,019
9/15/2021   ADM                     200,000   CAD                        160,205    USD                                (5,759)
9/15/2021   ADM                 6,000,000   CZK                        279,104    USD                                (9,456)
9/15/2021   ADM                 1,200,000   DKK                        191,451    USD                                (6,301)
9/15/2021   ADM                     200,000   EUR                        237,368    USD                                (7,836)
9/15/2021   ADM               40,000,000   HUF                        132,501    USD                                (8,256)
9/15/2021   INTL FCStone          6,000,000,000   IDR                        413,568    USD                                (1,210)
9/15/2021   ADM                 1,000,000   ILS                        310,016    USD                                   1,212
9/15/2021   ADM                 2,000,000   MXN                        100,111    USD                                      651
9/15/2021   ADM                     200,000   NZD                        139,568    USD                                (6,177)
9/15/2021   ADM                 1,800,000   NOK                        203,761    USD                              (10,159)
9/15/2021   INTL FCStone                24,000,000   PHP                        479,443    USD                              (20,870)
9/15/2021   ADM                     800,000   PLN                        207,827    USD                              (11,042)
9/15/2021   INTL FCStone                12,000,000   RUB                        162,824    USD                                      746
9/15/2021   ADM                     400,000   SGD                        295,382    USD                                (7,804)
9/15/2021   INTL FCStone             200,000,000   KRW                        173,752    USD                                (7,135)
9/15/2021   ADM                 1,200,000   SEK                        139,517    USD                                (5,588)
9/15/2021   ADM                     400,000   CHF                        342,853    USD                                (1,478)
9/15/2021   INTL FCStone                12,000,000   THB                        365,016    USD                              (16,735)
9/15/2021   INTL FCStone                  2,400,000   CNH                        369,893    USD                                (4,797)
9/17/2021   ADM                     500,000   ILS                        155,012    USD                                      858
                 $              5,122,090        $                    (134,449)
                         
TO SELL:                        
Settlement Date   Counterparty   Currency Units to Receive/Deliver       In Exchange For       Unrealized Appreciation (Depreciation)
9/15/2021   ADM                     200,000   AUD                        147,044    USD                                   5,894
9/15/2021   INTL FCStone                      600,000   BRL                        115,874    USD                                (3,070)
9/15/2021   ADM                     200,000   CAD                        160,205    USD                                   1,200
9/15/2021   INTL FCStone                  2,400,000   CNH                        369,893    USD                                (1,761)
9/15/2021   ADM                 6,000,000   CZK                        279,104    USD                                      495
9/15/2021   ADM                 2,400,000   DKK                        382,901    USD                                      688
9/15/2021   ADM                     400,000   EUR                        474,736    USD                                      444
9/15/2021   ADM               40,000,000   HUF                        132,501    USD                                   2,856
9/15/2021   INTL FCStone          6,000,000,000   IDR                        413,568    USD                                (6,383)
9/15/2021   ADM               40,000,000   JPY                        364,588    USD                                   1,321
9/15/2021   ADM             2,000,000   MXN                        100,111    USD                                (4,015)
9/15/2021   ADM                200,000   NZD                        139,568    USD                                      945
9/15/2021   ADM             1,800,000   NOK                        203,761    USD                                   2,451
9/15/2021   ADM                600,000   NOK                          67,920    USD                                      (76)
9/15/2021   INTL FCStone            24,000,000   PHP                        479,443    USD                                13,067
9/15/2021   ADM             1,600,000   PLN                        415,653    USD                                   7,546
9/15/2021   INTL FCStone            12,000,000   RUB                        162,824    USD                                (3,410)
9/15/2021   ADM                400,000   SGD                        295,382    USD                                   1,799
9/15/2021   INTL FCStone           200,000,000   KRW                        173,752    USD                                   1,888
9/15/2021   ADM             1,200,000   SEK                        139,517    USD                                      706
9/15/2021   ADM                400,000   CHF                        441,853    USD                                (8,058)
9/15/2021   INTL FCStone            16,000,000   THB                        486,689    USD                                20,326
9/17/2021   ADM             1,000,000   ILS                        310,025    USD                                (6,746)
                 $              6,256,912        $                         28,107
                         
Total                        $                    (106,342)

 

 

CONSOLIDATED PORTFOLIO OF INVESTMENTS (Unaudited) (Continued)
July 31, 2021
                             
Forward Foreign Currency Contracts (Continued)    
CROSS CURRENCY CONTRACTS:    
                             
Settlement Date   Counterparty   Local Currency Amount Purchased   Foreign Currency To Buy   Local Currency Amount Sell   Foreign Currency To Sell   U.S. Dollar Market Value Buy U.S. Dollar Market Value Sell Unrealized Appreciation (Depreciation)
9/15/2021   ADM                     100,000   AUD                    8,491,396    JPY     $                         73,522  $               (77,397)  $                   (3,875)
9/15/2021   ADM                     600,000   AUD                        645,952    NZD                              441,132             (450,771)                      (9,639)
9/15/2021   ADM                     200,000   GBP                        348,086    CAD                              278,100             (278,825)                         (725)
9/15/2021   ADM                     172,078   GBP                        200,000    EUR                              239,275             (237,368)                       1,907
9/15/2021   ADM                     100,000   GBP                  15,573,700    JPY                              139,050             (141,949)                      (2,899)
9/15/2021   ADM                       78,331   GBP                        100,000    CHF                              108,919             (110,463)                      (1,544)
9/15/2021   ADM                     186,418   CAD                        200,000    AUD                              149,325             (147,044)                       2,281
9/15/2021   ADM                     342,064   CAD                        200,000    GBP                              274,002             (278,101)                      (4,099)
9/15/2021   ADM                     100,000   CAD                    9,071,800    JPY                                80,102               (82,686)                      (2,584)
9/15/2021   ADM                 6,000,000   CZK                        235,411    EUR                              279,104             (279,395)                         (291)
9/15/2021   ADM                     232,233   EUR                    6,000,000    CZK                              275,624             (279,104)                      (3,480)
9/15/2021   ADM                     224,537   EUR                  80,000,000    HUF                              266,490             (265,002)                       1,488
9/15/2021   ADM                     200,000   EUR                  26,801,800    JPY                              237,368             (244,291)                      (6,923)
9/15/2021   ADM                     116,535   EUR                    1,200,000    NOK                              138,309             (135,840)                       2,469
9/15/2021   ADM                     351,288   EUR                    3,600,000    SEK                              416,922             (418,551)                      (1,629)
9/15/2021   ADM                     273,958   EUR                        300,000    CHF                              325,144             (331,390)                      (6,246)
9/15/2021   ADM               80,000,000   HUF                        229,728    EUR                              265,003             (272,651)                      (7,648)
9/15/2021   ADM                 8,212,300   JPY                        100,000    AUD                                74,853               (73,522)                       1,331
9/15/2021   ADM               15,068,800   JPY                        100,000    GBP                              137,348             (139,051)                      (1,703)
9/15/2021   ADM                 8,781,020   JPY                        100,000    CAD                                80,036               (80,102)                           (66)
9/15/2021   ADM               26,445,380   JPY                        200,000    EUR                              241,042             (237,368)                       3,674
9/15/2021   ADM               23,972,770   JPY                        200,000    CHF                              218,505             (220,926)                      (2,421)
9/15/2021   ADM                 1,069,606   NZD                    1,000,000    AUD                              746,413             (735,220)                      11,193
9/15/2021   ADM                 1,200,000   NOK                        118,415    EUR                              135,841             (140,541)                      (4,700)
9/16/2021   ADM                 3,600,000   SEK                        354,892    EUR                              418,551             (421,201)                      (2,650)
9/15/2021   ADM                     100,000   CHF                          79,937    GBP                              110,463             (111,153)                         (690)
9/15/2021   ADM                     300,000   CHF                        276,304    EUR                              331,390             (327,929)                       3,461
9/15/2021   ADM                     200,000   CHF                  24,401,800    JPY                              220,927             (222,416)                      (1,489)
                 178,227,318                    180,129,221        $                   6,702,760  $         (6,740,257)  $                      (37,497)
                             
Total                            $                 (37,497)
                             
                             
ADM - ADM Investor Services, Inc.                    
INTL FCStone - International FCStone, Inc.                    
                             
AUD - Australian Dollar                    
BRL - Brazial Real                    
CAD - Canadian Dollar                    
CHF - Swiss Franc                    
CLP - Chilean Peso                        
CHF - Swiss Franc                        
CNH - Chinese Yuan Reminbi                    
CZK - Czech Koruna                    
DKK - Danish Krone                        
EUR - Euro                        
GBP - Great British Pound                
HUF - Hungarian Forint                
IDR - Indonesian Rupiah                    
ILS - Israeli New Shekel                        
JPY - Japanese Yen                        
KRW - South Korean won                        
MXN - Mexican Peso                        
NOK - Norwegian Krone                        
NZD - New Zealand Dollar                        
PHP - Philppine Peso                        
PLN - Poland ztoly                        
RUB - Russian Ruble                        
SEK - Swedish Krona                        
SGD - Singapore Dollar                        
TWD - Taiwan New Dollar                        
USD - U.S. Dollar                        

 

 

 



Serious News for Serious Traders! Try StreetInsider.com Premium Free!

You May Also Be Interested In





Related Categories

SEC Filings