# EDGAR Filing Document

**Accession Number:** 0001552947
**File Stem:** 0001752724-23-052257
**Filing Date:** 2023-3
**Character Count:** 109411
**Document Hash:** d40d686c6ec4fa31aa400e2f10186af9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-052257.hdr.sgml**: 20230313

**ACCESSION NUMBER**: 0001752724-23-052257

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230313

**DATE AS OF CHANGE**: 20230313

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Two Roads Shared Trust
- **CENTRAL INDEX KEY:** 0001552947
- **IRS NUMBER:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22718
- **FILM NUMBER:** 23726154

**BUSINESS ADDRESS:**
- **STREET 1:** 225 PICTORIA DRIVE
- **STREET 2:** SUITE 450
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45246
- **BUSINESS PHONE:** 402-895-1600

**MAIL ADDRESS:**
- **STREET 1:** 17605 WRIGHT STREET
- **STREET 2:** SUITE 200
- **CITY:** OMAHA
- **STATE:** NE
- **ZIP:** 68130

## Series and Classes Contracts Data

### Superfund Managed Futures Strategy Fund (Series ID: S000040923)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000126910 | Superfund Managed Futures Strategy Fund Class A | SUPRX           |
| C000126964 | Superfund Managed Futures Strategy Fund Class I | SUPIX           |

## Nport-Ex

---

| | | | | |
|:---|:---|:---|:---|:---|
| **SUPERFUND MANAGED FUTURES STRATEGY FUND** | **SUPERFUND MANAGED FUTURES STRATEGY FUND** | **SUPERFUND MANAGED FUTURES STRATEGY FUND** | **SUPERFUND MANAGED FUTURES STRATEGY FUND** | **SUPERFUND MANAGED FUTURES STRATEGY FUND** |
| **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** |
| **January 31, 2023** | **January 31, 2023** | **January 31, 2023** | **January 31, 2023** | **January 31, 2023** |
| **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** | | | |
| **Number of Contracts^** | **Open Long Futures Contracts** | **Expiration** | **Notional Amount** | **Fair Value / Unrealized Appreciation (Depreciation)** |
| 5 | CBOT 10 Year US Treasury Note<sup>+</sup> | 03/22/2023 | &nbsp;&nbsp;&nbsp; $572580 | &nbsp;&nbsp;&nbsp; $4044 |
| 8 | CBOT Corn Future<sup>+</sup> | 03/14/2023 | &nbsp;&nbsp;&nbsp; 271900 | &nbsp;&nbsp;&nbsp; 2692 |
| 1 | CBOT Oats Future<sup>+</sup> | 03/14/2023 | &nbsp;&nbsp;&nbsp; 19700 | &nbsp;&nbsp;&nbsp; 1338 |
| 1 | CBOT Rough Rice Future<sup>+</sup> | 03/14/2023 | &nbsp;&nbsp;&nbsp; 35650 | &nbsp;&nbsp;&nbsp; (805) |
| 10 | CBOT Soybean Future<sup>+</sup> | 03/14/2023 | &nbsp;&nbsp;&nbsp; 769000 | &nbsp;&nbsp;&nbsp; 16857 |
| 6 | CBOT Soybean Meal Future<sup>+</sup> | 03/14/2023 | &nbsp;&nbsp;&nbsp; 290520 | &nbsp;&nbsp;&nbsp; 11625 |
| 2 | CBOT Soybean Oil Future<sup>+</sup> | 03/14/2023 | &nbsp;&nbsp;&nbsp; 74796 | &nbsp;&nbsp;&nbsp; (3900) |
| 5 | CBOT US Long Bond Future<sup>+</sup> | 03/22/2023 | &nbsp;&nbsp;&nbsp; 649375 | &nbsp;&nbsp;&nbsp; (312) |
| 1 | CME Australian Dollar Currency Future<sup>+</sup> | 03/13/2023 | &nbsp;&nbsp;&nbsp; 70645 | &nbsp;&nbsp;&nbsp; 1535 |
| 4 | CME E-mini Russell 2000 Index Futures | 03/17/2023 | &nbsp;&nbsp;&nbsp; 387880 | &nbsp;&nbsp;&nbsp; 8148 |
| 1 | CME E-Mini Standard & Poor's MidCap 400 Index | 03/17/2023 | &nbsp;&nbsp;&nbsp; 266290 | &nbsp;&nbsp;&nbsp; 5380 |
| 1 | CME Euro Foreign Exchange Currency Future<sup>+</sup> | 03/13/2023 | &nbsp;&nbsp;&nbsp; 136156 | &nbsp;&nbsp;&nbsp; (188) |
| 6 | CME Euro FX/British Pound Cross Rate Currency<sup>+</sup> | 03/13/2023 | &nbsp;&nbsp;&nbsp; 662400 | &nbsp;&nbsp;&nbsp; 2600 |
| 2 | CME Feeder Cattle Future<sup>+</sup> | 03/30/2023 | &nbsp;&nbsp;&nbsp; 186150 | &nbsp;&nbsp;&nbsp; 2845 |
| 4 | CME Live Cattle Future<sup>+</sup> | 04/28/2023 | &nbsp;&nbsp;&nbsp; 260840 | &nbsp;&nbsp;&nbsp; 570 |
| 10 | CME Live Cattle Future<sup>+</sup> | 06/30/2023 | &nbsp;&nbsp;&nbsp; 636600 | &nbsp;&nbsp;&nbsp; 4630 |
| 12 | CME New Zealand Dollar Currency Future<sup>+</sup> | 03/13/2023 | &nbsp;&nbsp;&nbsp; 775680 | &nbsp;&nbsp;&nbsp; 6912 |
| 1 | CME Nikkei 225 Index Future | 03/09/2023 | &nbsp;&nbsp;&nbsp; 137625 | &nbsp;&nbsp;&nbsp; 6196 |
| 5 | Cocoa Future<sup>+</sup> | 03/16/2023 | &nbsp;&nbsp;&nbsp; 101250 | &nbsp;&nbsp;&nbsp; 431 |
| 1 | COMEX Gold 100 Troy Ounces Future<sup>+</sup> | 04/26/2023 | &nbsp;&nbsp;&nbsp; 194530 | &nbsp;&nbsp;&nbsp; (220) |
| 3 | Eurex 10 Year Euro BUND Future<sup>+</sup> | 03/08/2023 | &nbsp;&nbsp;&nbsp; 410460 | &nbsp;&nbsp;&nbsp; (3739) |
| 1 | Eurex DAX Index Future | 03/17/2023 | &nbsp;&nbsp;&nbsp; 379350 | &nbsp;&nbsp;&nbsp; 2690 |
| 19 | Eurex EURO STOXX 50 Future | 03/17/2023 | &nbsp;&nbsp;&nbsp; 792490 | &nbsp;&nbsp;&nbsp; 16113 |
| 2 | Euronext Amsterdam Index Future | 02/17/2023 | &nbsp;&nbsp;&nbsp; 297932 | &nbsp;&nbsp;&nbsp; (2984) |
| 11 | Euronext CAC 40 Index Future | 02/17/2023 | &nbsp;&nbsp;&nbsp; 779955 | &nbsp;&nbsp;&nbsp; (2051) |
| 8 | FTSE 100 Index Future | 03/17/2023 | &nbsp;&nbsp;&nbsp; 619960 | &nbsp;&nbsp;&nbsp; (5021) |
| 2 | FTSE/MIB Index Future | 03/17/2023 | &nbsp;&nbsp;&nbsp; 266670 | &nbsp;&nbsp;&nbsp; 10896 |
| 9 | HKG Hang Seng China Enterprises Index Future | 02/27/2023 | &nbsp;&nbsp;&nbsp; 3354300 | &nbsp;&nbsp;&nbsp; (5861) |
| 2 | HKG Hang Seng Index Future | 02/27/2023 | &nbsp;&nbsp;&nbsp; 2190200 | &nbsp;&nbsp;&nbsp; (3629) |
| 3 | ICE Brent Crude Oil Future<sup>+</sup> | 02/28/2023 | &nbsp;&nbsp;&nbsp; 256380 | &nbsp;&nbsp;&nbsp; 10 |
| 1 | ICE Brent Crude Oil Future<sup>+</sup> | 03/31/2023 | &nbsp;&nbsp;&nbsp; 85170 | &nbsp;&nbsp;&nbsp; (740) |
| 1 | ICE Gas Oil Future<sup>+</sup> | 02/10/2023 | &nbsp;&nbsp;&nbsp; 91525 | &nbsp;&nbsp;&nbsp; (10400) |
| 3 | ICE Gas Oil Future<sup>+</sup> | 03/10/2023 | &nbsp;&nbsp;&nbsp; 269925 | &nbsp;&nbsp;&nbsp; (4925) |
| 2 | LME Copper Future<sup>+</sup> | 03/13/2023 | &nbsp;&nbsp;&nbsp; 460890 | &nbsp;&nbsp;&nbsp; 30578 |
| 2 | LME Lead Future<sup>+</sup> | 03/13/2023 | &nbsp;&nbsp;&nbsp; 106638 | &nbsp;&nbsp;&nbsp; (6063) |
| 10 | LME Primary Aluminum Future<sup>+</sup> | 03/13/2023 | &nbsp;&nbsp;&nbsp; 657125 | &nbsp;&nbsp;&nbsp; 36044 |
| 65 | MDE Kuala Lumpur Composite Index Future | 02/28/2023 | &nbsp;&nbsp;&nbsp; 48409875 | &nbsp;&nbsp;&nbsp; (12403) |
| 6 | MEFF Madrid IBEX 35 Index Future | 02/17/2023 | &nbsp;&nbsp;&nbsp; 542478 | &nbsp;&nbsp;&nbsp; 6736 |
| 3 | Montreal Exchange 10 Year Canadian Bond Future<sup>+</sup> | 03/22/2023 | &nbsp;&nbsp;&nbsp; 378780 | &nbsp;&nbsp;&nbsp; (2767) |
| 1 | Montreal Exchange S&P/TSX 60 Index Future | 03/16/2023 | &nbsp;&nbsp;&nbsp; 250780 | &nbsp;&nbsp;&nbsp; 3797 |
| 20 | NYBOT CSC Number 11 World Sugar Future<sup>+</sup> | 02/28/2023 | &nbsp;&nbsp;&nbsp; 487424 | &nbsp;&nbsp;&nbsp; 36926 |
| 3 | NYMEX Brent Crude Oil Last Day Future Contract<sup>+</sup> | 02/28/2023 | &nbsp;&nbsp;&nbsp; 256380 | &nbsp;&nbsp;&nbsp; 2020 |
| 7 | NYMEX Light Sweet Crude Oil Future<sup>+</sup> | 02/21/2023 | &nbsp;&nbsp;&nbsp; 552090 | &nbsp;&nbsp;&nbsp; (16855) |
| 3 | NYMEX Light Sweet Crude Oil Future<sup>+</sup> | 03/21/2023 | &nbsp;&nbsp;&nbsp; 237510 | &nbsp;&nbsp;&nbsp; (8620) |
| 2 | NYMEX NY Harbor ULSD Futures<sup>+</sup> | 02/28/2023 | &nbsp;&nbsp;&nbsp; 264163 | &nbsp;&nbsp;&nbsp; (441) |
| 2 | NYMEX NY Harbor ULSD Futures<sup>+</sup> | 03/31/2023 | &nbsp;&nbsp;&nbsp; 255209 | &nbsp;&nbsp;&nbsp; (10210) |
| 1 | NYMEX Platinum Future<sup>+</sup> | 04/26/2023 | &nbsp;&nbsp;&nbsp; 51055 | &nbsp;&nbsp;&nbsp; (3935) |
| 3 | NYMEX Reformulated Gasoline Blendstock for Oxygen<sup>+</sup> | 02/28/2023 | &nbsp;&nbsp;&nbsp; 323417 | &nbsp;&nbsp;&nbsp; (8539) |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **SUPERFUND MANAGED FUTURES STRATEGY FUND** | **SUPERFUND MANAGED FUTURES STRATEGY FUND** | **SUPERFUND MANAGED FUTURES STRATEGY FUND** | **SUPERFUND MANAGED FUTURES STRATEGY FUND** | **SUPERFUND MANAGED FUTURES STRATEGY FUND** |
| **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2023** | **January 31, 2023** | **January 31, 2023** | **January 31, 2023** | **January 31, 2023** |
| **OPEN FUTURES CONTRACTS (Continued)** | **OPEN FUTURES CONTRACTS (Continued)** | | | |
| **Number of Contracts^** | **Open Long Futures Contracts** | **Expiration** | **Notional Amount** | **Fair Value / Unrealized Appreciation (Depreciation)** |
| 15 | OML Stockholm OMXS30 Index Future | 02/17/2023 | &nbsp;&nbsp;&nbsp; $3301500 | &nbsp;&nbsp;&nbsp;$(3004) |
| 2 | OSE Gold Future<sup>+</sup> | 10/26/2023 | &nbsp;&nbsp;&nbsp; 15992000 | &nbsp;&nbsp;&nbsp;929 |
| 2 | OSE Gold Future<sup>+</sup> | 12/25/2023 | &nbsp;&nbsp;&nbsp; 15988000 | &nbsp;&nbsp;&nbsp;589 |
| 2 | OSE Nikkei 225 mini Future | 03/09/2023 | &nbsp;&nbsp;&nbsp; 5460000 | &nbsp;&nbsp;&nbsp;(77) |
| 1 | OSE Platinum Future<sup>+</sup> | 10/26/2023 | &nbsp;&nbsp;&nbsp; 2086000 | &nbsp;&nbsp;&nbsp;(1125) |
| 7 | OSE Rubber Future<sup>+</sup> | 06/26/2023 | &nbsp;&nbsp;&nbsp; 8071000 | &nbsp;&nbsp;&nbsp;2607 |
| 4 | Robusta Coffee Future 10-Tonne<sup>+</sup> | 03/27/2023 | &nbsp;&nbsp;&nbsp; 84280 | &nbsp;&nbsp;&nbsp;9680 |
| 8 | SAFEX FTSE/JSE Top 40 Index Future | 03/16/2023 | &nbsp;&nbsp;&nbsp; 5905120 | &nbsp;&nbsp;&nbsp;7565 |
| 2 | SFE 10 Year Australian Bond Future<sup>+</sup> | 03/15/2023 | &nbsp;&nbsp;&nbsp; 192890 | &nbsp;&nbsp;&nbsp;(643) |
| 7 | SFE 3 Year Australian Bond Future<sup>+</sup> | 03/15/2023 | &nbsp;&nbsp;&nbsp; 677670 | &nbsp;&nbsp;&nbsp;(1391) |
| 7 | SFE S&P ASX Share Price Index 200 Future | 03/16/2023 | &nbsp;&nbsp;&nbsp; 1299375 | &nbsp;&nbsp;&nbsp;21190 |
| 25 | SGX FTSE China A50 Futures Contract | 02/27/2023 | &nbsp;&nbsp;&nbsp; 349275 | &nbsp;&nbsp;&nbsp;(8855) |
| 1 | SGX FTSE Taiwan Index Futures | 02/23/2023 | &nbsp;&nbsp;&nbsp; 53490 | &nbsp;&nbsp;&nbsp;(1220) |
| 8 | SGX MSCI Singapore Index Future | 02/27/2023 | &nbsp;&nbsp;&nbsp; 243600 | &nbsp;&nbsp;&nbsp;(351) |
| 1 | SGX Nikkei 225 Stock Index Future | 03/09/2023 | &nbsp;&nbsp;&nbsp; 13660000 | &nbsp;&nbsp;&nbsp;(1083) |
| 4 | TSE TOPIX (Tokyo Price Index) Future | 03/09/2023 | &nbsp;&nbsp;&nbsp; 79020000 | &nbsp;&nbsp;&nbsp;(459) |
| 2 | WCE Canola Future<sup>+</sup> | 03/14/2023 | &nbsp;&nbsp;&nbsp; 33276 | &nbsp;&nbsp;&nbsp;(319) |
| 5 | White Sugar Future<sup>+</sup> | 02/13/2023 | &nbsp;&nbsp;&nbsp; 145175 | &nbsp;&nbsp;&nbsp;9625 |
|  | **Net Unrealized Appreciation on Long Futures Contracts** | **Net Unrealized Appreciation on Long Futures Contracts** |  | &nbsp;&nbsp; $140663 |
| **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** |  |  |  |
| **Number of Contracts^** | **Open Short Futures Contracts** | **Expiration** | **Notional Amount** | **Fair Value / Unrealized Appreciation (Depreciation)** |
| 4 | CBOE Volatility Index Future | 02/15/2023 | &nbsp;&nbsp;&nbsp; $78103 | &nbsp;&nbsp;&nbsp; $5757 |
| 21 | CBOT 2 Year US Treasury Note Future<sup>+</sup> | 03/31/2023 | &nbsp;&nbsp;&nbsp; 4318608 | &nbsp;&nbsp;&nbsp; (2121) |
| 17 | CBOT 5 Year US Treasury Note<sup>+</sup> | 03/31/2023 | &nbsp;&nbsp;&nbsp; 1857114 | &nbsp;&nbsp;&nbsp; (7143) |
| 5 | CBOT Wheat Future<sup>+</sup> | 03/14/2023 | &nbsp;&nbsp;&nbsp; 190313 | &nbsp;&nbsp;&nbsp; 3113 |
| 7 | CME Canadian Dollar Currency Future<sup>+</sup> | 03/14/2023 | &nbsp;&nbsp;&nbsp; 526225 | &nbsp;&nbsp;&nbsp; (11584) |
| 1 | CME E-Mini NASDAQ 100 Index Future | 03/17/2023 | &nbsp;&nbsp;&nbsp; 243040 | &nbsp;&nbsp;&nbsp; (9325) |
| 3 | CME Japanese Yen Currency Future<sup>+</sup> | 03/13/2023 | &nbsp;&nbsp;&nbsp; 289631 | &nbsp;&nbsp;&nbsp; (2369) |
| 4 | CME Lean Hogs Future<sup>+</sup> | 04/17/2023 | &nbsp;&nbsp;&nbsp; 138280 | &nbsp;&nbsp;&nbsp; 700 |
| 23 | CME Mexican Peso Currency Future<sup>+</sup> | 03/13/2023 | &nbsp;&nbsp;&nbsp; 606165 | &nbsp;&nbsp;&nbsp; 100 |
| 2 | CME Random Length Lumber Future CME<sup>+</sup> | 03/15/2023 | &nbsp;&nbsp;&nbsp; 115302 | &nbsp;&nbsp;&nbsp; (30624) |
| 3 | CME Swiss Franc Currency Future<sup>+</sup> | 03/13/2023 | &nbsp;&nbsp;&nbsp; 411300 | &nbsp;&nbsp;&nbsp; (5306) |
| 3 | E-mini Dow Jones Industrial Average Index Futures | 03/17/2023 | &nbsp;&nbsp;&nbsp; 512340 | &nbsp;&nbsp;&nbsp; (9705) |
| 39 | Eurex 2 Year Euro SCHATZ Future<sup>+</sup> | 03/08/2023 | &nbsp;&nbsp;&nbsp; 4124055 | &nbsp;&nbsp;&nbsp; 9579 |
| 3 | Eurex 30 Year Euro BUXL Future<sup>+</sup> | 03/08/2023 | &nbsp;&nbsp;&nbsp; 432000 | &nbsp;&nbsp;&nbsp; 11434 |
| 10 | Eurex 5 Year Euro BOBL Future<sup>+</sup> | 03/08/2023 | &nbsp;&nbsp;&nbsp; 1173000 | &nbsp;&nbsp;&nbsp; (2929) |
| 4 | Euronext Maize Future<sup>+</sup> | 03/06/2023 | &nbsp;&nbsp;&nbsp; 55850 | &nbsp;&nbsp;&nbsp; (884) |
| 21 | Euronext Milling Wheat Future<sup>+</sup> | 03/10/2023 | &nbsp;&nbsp;&nbsp; 302138 | &nbsp;&nbsp;&nbsp; 4598 |
| 4 | Euronext Rapeseed Future<sup>+</sup> | 04/28/2023 | &nbsp;&nbsp;&nbsp; 109000 | &nbsp;&nbsp;&nbsp; (2505) |
| 5 | French Government Bond Futures<sup>+</sup> | 03/08/2023 | &nbsp;&nbsp;&nbsp; 657600 | &nbsp;&nbsp;&nbsp; 2841 |
| 12 | FVSA index - Mini-Futures on VSTOXX | 02/15/2023 | &nbsp;&nbsp;&nbsp; 22080 | &nbsp;&nbsp;&nbsp; 1171 |
| 2 | LME Copper Future<sup>+</sup> | 03/13/2023 | &nbsp;&nbsp;&nbsp; 460890 | &nbsp;&nbsp;&nbsp; (49665) |
| 1 | LME Lead Future<sup>+</sup> | 03/13/2023 | &nbsp;&nbsp;&nbsp; 53319 | &nbsp;&nbsp;&nbsp; 656 |
| 9 | LME Primary Aluminum Future<sup>+</sup> | 03/13/2023 | &nbsp;&nbsp;&nbsp; 591413 | &nbsp;&nbsp;&nbsp; (66187) |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **SUPERFUND MANAGED FUTURES STRATEGY FUND** | **SUPERFUND MANAGED FUTURES STRATEGY FUND** | **SUPERFUND MANAGED FUTURES STRATEGY FUND** | **SUPERFUND MANAGED FUTURES STRATEGY FUND** | **SUPERFUND MANAGED FUTURES STRATEGY FUND** |
| **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **January 31, 2023** | **January 31, 2023** | **January 31, 2023** | **January 31, 2023** | **January 31, 2023** |
| **OPEN FUTURES CONTRACTS (Continued)** | **OPEN FUTURES CONTRACTS (Continued)** | | | |
| **Number of Contracts^** | **Open Short Futures Contracts** | **Expiration** | **Notional Amount** | **Fair Value / Unrealized Appreciation (Depreciation)** |
| 1 | MGE Red Wheat Future<sup>+</sup> | 03/14/2023 | &nbsp;&nbsp;&nbsp;$46113 | &nbsp;&nbsp;&nbsp; $(425) |
| 14 | NYBOT CSC Cocoa Future<sup>+</sup> | 03/16/2023 | &nbsp;&nbsp;&nbsp; 361340 | &nbsp;&nbsp;&nbsp; (7310) |
| 7 | NYBOT CTN Number 2 Cotton Future<sup>+</sup> | 03/09/2023 | &nbsp;&nbsp;&nbsp; 301770 | &nbsp;&nbsp;&nbsp; (6820) |
| 1 | NYBOT FINEX United States Dollar Index Future<sup>+</sup> | 03/13/2023 | &nbsp;&nbsp;&nbsp; 101915 | &nbsp;&nbsp;&nbsp; 1670 |
| 1 | NYMEX Henry Hub Natural Gas Futures<sup>+</sup> | 02/24/2023 | &nbsp;&nbsp;&nbsp; 26840 | &nbsp;&nbsp;&nbsp; 8345 |
| 2 | NYMEX Henry Hub Natural Gas Futures<sup>+</sup> | 03/29/2023 | &nbsp;&nbsp;&nbsp; 54820 | &nbsp;&nbsp;&nbsp; 8060 |
| 1 | OSE Platinum Future<sup>+</sup> | 12/25/2023 | &nbsp;&nbsp;&nbsp; 2089000 | &nbsp;&nbsp;&nbsp; 134 |
| 43 | SGX Nifty 50 Index Futures | 02/23/2023 | &nbsp;&nbsp;&nbsp; 1526671 | &nbsp;&nbsp;&nbsp; 35114 |
|  | **Net Unrealized Depreciation on Short Futures Contracts** | **Net Unrealized Depreciation on Short Futures Contracts** |  | &nbsp;&nbsp; $(121630) |
|  | **Net Unrealized Appreciation on Futures Contracts** | **Net Unrealized Appreciation on Futures Contracts** |  | &nbsp;&nbsp; $19033 |
| + | All or a portion of this investment is a holding of the Superfund Managed Futures Strategy (Cayman) Fund, Ltd. | All or a portion of this investment is a holding of the Superfund Managed Futures Strategy (Cayman) Fund, Ltd. | 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. | All collateral for open futures contracts consists of cash included as deposits with the broker. |  |  |

---

---

| |
|:---|
| CSC - Canadian Securities Course |
| CTN - Customer Transaction Note |
| DAX - Deutscher Aktienindex |
| FTSE - Financial Times Stock Exchange |
| IBEX - Spanish Stock Index |
| ICE - Intercontinental Exchange Inc. |
| JSE - Johannesburg Stock Exchange |
| LME - London Metal Exchange |
| MDE - Mylaysia Derivatives Exchange |
| MEFF - Mercado Español de Futuros Financieros |
| MGE - Minneapolis Grain Exchange |
| NASDAQ - National Association of Securities Dealers Automated Quotations |
| NYBOT - The New York Board of Trade |
| NYMEX - The New York Mercantile Exchange |
| OMXS - Stockholm Index |
| OSE - Osaka Securities Exchange |
| RBOB - Reformulated Gasoline Blendstock for Oxygen Blending |
| S&P - Standard & Poor's |
| SAFEX - South Asian Federation of Stock Exchanges |
| SFE - Sydney Futures Exchange |
| SGX - Stock Exchange of Singapore |
| STOXX - Stock Index of Eurozone Stocks |
| TSE - Tokyo Stock Exchange |
| ULSD - Ultra Low Sulfur Diesel |
| VSTOXX - Volatility Derivatives on Eurex Exchange |
| WCE - Winnipeg Commodity Exchange |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **SUPERFUND MANAGED FUTURES STRATEGY FUND** | **SUPERFUND MANAGED FUTURES STRATEGY FUND** | **SUPERFUND MANAGED FUTURES STRATEGY FUND** | **SUPERFUND MANAGED FUTURES STRATEGY FUND** | **SUPERFUND MANAGED FUTURES STRATEGY FUND** | |
| **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | |
| **January 31, 2023** | **January 31, 2023** | **January 31, 2023** | **January 31, 2023** | **January 31, 2023** | |
| <br> Forward Foreign Currency Contracts | <br> Forward Foreign Currency Contracts | <br> Forward Foreign Currency Contracts |  |  |  |
| **Foreign Currency** | **Settlement Date** | **Counterparty** | **Currency Units to Receive/Deliver** | **In Exchange for** | **Unrealized Appreciation/(Depreciation)** |
| **To Buy:** |  |  |  |  |  |
| Brazilian Real | 03/15/2023 | StoneX Group, Inc. | &nbsp;&nbsp;&nbsp; 2700000 | &nbsp;&nbsp;&nbsp; $528111 | &nbsp;&nbsp;&nbsp; $8246 |
| British Pound | 03/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 246776 | &nbsp;&nbsp;&nbsp; 293 |
| Canadian Dollar | 03/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp; 75181 | &nbsp;&nbsp;&nbsp; 325 |
| Chilean Peso | 03/15/2023 | StoneX Group, Inc. | &nbsp;&nbsp;&nbsp; 120000000 | &nbsp;&nbsp;&nbsp; 149818 | &nbsp;&nbsp;&nbsp; 5467 |
| Columbian Peso | 03/15/2023 | StoneX Group, Inc. | &nbsp;&nbsp;&nbsp; 1200000002 | &nbsp;&nbsp;&nbsp; 255082 | &nbsp;&nbsp;&nbsp; 5939 |
| Czech Koruna | 03/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 6000000 | &nbsp;&nbsp;&nbsp; 273708 | &nbsp;&nbsp;&nbsp; 7125 |
| Danish Krone | 03/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 1200000 | &nbsp;&nbsp;&nbsp; 175874 | &nbsp;&nbsp;&nbsp; 1600 |
| Euro | 03/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 217968 | &nbsp;&nbsp;&nbsp; 2113 |
| Hungarian Forints | 03/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 40000000 | &nbsp;&nbsp;&nbsp; 109770 | &nbsp;&nbsp;&nbsp; 2132 |
| Indian Rupee | 03/15/2023 | StoneX Group, Inc. | &nbsp;&nbsp;&nbsp; 10000000 | &nbsp;&nbsp;&nbsp; 121950 | &nbsp;&nbsp;&nbsp; 44 |
| Indonesia Rupiah | 03/15/2023 | StoneX Group, Inc. | &nbsp;&nbsp;&nbsp; 4000000001 | &nbsp;&nbsp;&nbsp; 266432 | &nbsp;&nbsp;&nbsp; 6388 |
| Israeli Shekel | 03/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp; 290104 | &nbsp;&nbsp;&nbsp; (5737) |
| Mexican Peso | 03/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 7000000 | &nbsp;&nbsp;&nbsp; 369120 | &nbsp;&nbsp;&nbsp; 12650 |
| New Zealand Dollar | 03/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 258604 | &nbsp;&nbsp;&nbsp; 2095 |
| Norwegian Krone | 03/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 1200000 | &nbsp;&nbsp;&nbsp; 120456 | &nbsp;&nbsp;&nbsp; (2212) |
| Peruvian Sole | 03/15/2023 | StoneX Group, Inc. | &nbsp;&nbsp;&nbsp; 3600000 | &nbsp;&nbsp;&nbsp; 936811 | &nbsp;&nbsp;&nbsp; 2128 |
| Polish Zloty | 03/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 1600000 | &nbsp;&nbsp;&nbsp; 368392 | &nbsp;&nbsp;&nbsp; 423 |
| Singapore Dollar | 03/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 304716 | &nbsp;&nbsp;&nbsp; 2509 |
| Swedish Krona | 03/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 3600000 | &nbsp;&nbsp;&nbsp; 344960 | &nbsp;&nbsp;&nbsp; (7443) |
|  |  |  |  | &nbsp;&nbsp; **$5413833** | &nbsp;&nbsp; **$44085** |
| **To Sell:** |  |  |  |  |  |
| Brazilian Real | 03/15/2023 | StoneX Group, Inc. | &nbsp;&nbsp;&nbsp; 1500000 | &nbsp;&nbsp;&nbsp; $293400 | &nbsp;&nbsp;&nbsp; $(16014) |
| British Pound | 03/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 246776 | &nbsp;&nbsp;&nbsp; (7226) |
| Canadian Dollar | 03/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp; 75181 | &nbsp;&nbsp;&nbsp; (1935) |
| Columbian Peso | 03/15/2023 | StoneX Group, Inc. | &nbsp;&nbsp;&nbsp; 1200000000 | &nbsp;&nbsp;&nbsp; 255082 | &nbsp;&nbsp;&nbsp; (13330) |
| Danish Krone | 03/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 1200000 | &nbsp;&nbsp;&nbsp; 175874 | &nbsp;&nbsp;&nbsp; (5794) |
| Euro | 03/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 217968 | &nbsp;&nbsp;&nbsp; (7258) |
| Indian Rupee | 03/15/2023 | StoneX Group, Inc. | &nbsp;&nbsp;&nbsp; 10000000 | &nbsp;&nbsp;&nbsp; 121950 | &nbsp;&nbsp;&nbsp; (1960) |
| Indonesia Rupiah | 03/15/2023 | StoneX Group, Inc. | &nbsp;&nbsp;&nbsp; 4000000000 | &nbsp;&nbsp;&nbsp; 266432 | &nbsp;&nbsp;&nbsp; (10710) |
| Israeli Shekel | 03/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp; 290104 | &nbsp;&nbsp;&nbsp; (1462) |
| Mexican Peso | 03/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 4500000 | &nbsp;&nbsp;&nbsp; 237291 | &nbsp;&nbsp;&nbsp; (8276) |
| New Zealand Dollar | 03/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 258608 | &nbsp;&nbsp;&nbsp; (10088) |
| Norwegian Krone | 03/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 2400000 | &nbsp;&nbsp;&nbsp; 240912 | &nbsp;&nbsp;&nbsp; (3360) |
| Peruvian Sole | 03/15/2023 | StoneX Group, Inc. | &nbsp;&nbsp;&nbsp; 3600000 | &nbsp;&nbsp;&nbsp; 936811 | &nbsp;&nbsp;&nbsp; (15461) |
| South African Rand | 03/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp; 114577 | &nbsp;&nbsp;&nbsp; (597) |
| Swedish Krona | 03/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 3600000 | &nbsp;&nbsp;&nbsp; 344962 | &nbsp;&nbsp;&nbsp; (2587) |
|  |  |  |  | &nbsp;&nbsp; **$4075928** | &nbsp;&nbsp; **$(106058)** |
| **Net unrealized depreciation on forward foreign currency contracts** | **Net unrealized depreciation on forward foreign currency contracts** | **Net unrealized depreciation on forward foreign currency contracts** |  |  | &nbsp;&nbsp; **$(61973)** |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **SUPERFUND MANAGED FUTURES STRATEGY FUND** | **SUPERFUND MANAGED FUTURES STRATEGY FUND** | **SUPERFUND MANAGED FUTURES STRATEGY FUND** | **SUPERFUND MANAGED FUTURES STRATEGY FUND** | **SUPERFUND MANAGED FUTURES STRATEGY FUND** | | | | |
| **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | |
| **January 31, 2023** | **January 31, 2023** | **January 31, 2023** | **January 31, 2023** | **January 31, 2023** | | | | |
| <br> Forward Foreign Currency Contracts (Continued)<br> Cross Currency Contracts: | <br> Forward Foreign Currency Contracts (Continued)<br> Cross Currency Contracts: | <br> Forward Foreign Currency Contracts (Continued)<br> Cross Currency Contracts: | <br> Forward Foreign Currency Contracts (Continued)<br> Cross Currency Contracts: |  |  |  |  |  |
| **Foreign Currency** | **Settlement Date** | **Settlement Date** | **Counterparty** | **Local Currency Amount Purchased** | **Local Currency Amount Sell** | **U.S. Dollar Market Value Buy** | **U.S. Dollar Market Value Sell** | **Unrealized Appreciation /(Depreciation)** |
| **To Buy:** | **To Sell:** | **To Sell:** |  |  |  |  |  |  |
| Australian Dollar | Canadian Dollar | 3/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 186120 | &nbsp;&nbsp;&nbsp; 141394 | &nbsp;&nbsp;&nbsp; (139928) | &nbsp;&nbsp;&nbsp; $1466 |
| Australian Dollar | Japanese Yen | 3/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 18419200 | &nbsp;&nbsp;&nbsp; 141394 | &nbsp;&nbsp;&nbsp; (142304) | &nbsp;&nbsp;&nbsp; (910) |
| Australian Dollar | New Zealand Dollar | 3/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 324488 | &nbsp;&nbsp;&nbsp; 212092 | &nbsp;&nbsp;&nbsp; (209786) | &nbsp;&nbsp;&nbsp; 2306 |
| British Pound | Canadian Dollar | 3/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 332060 | &nbsp;&nbsp;&nbsp; 246777 | &nbsp;&nbsp;&nbsp; (249647) | &nbsp;&nbsp;&nbsp; (2870) |
| British Pound | Euro | 3/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 172024 | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 212258 | &nbsp;&nbsp;&nbsp; (217969) | &nbsp;&nbsp;&nbsp; (5711) |
| British Pound | Swiss Franc | 3/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 87854 | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp; 108402 | &nbsp;&nbsp;&nbsp; (109704) | &nbsp;&nbsp;&nbsp; (1302) |
| Canadian Dollar | British Pound | 3/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 323660 | &nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp; 243331 | &nbsp;&nbsp;&nbsp; (246776) | &nbsp;&nbsp;&nbsp; (3445) |
| Czech Koruna | Euro | 3/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 12000000 | &nbsp;&nbsp;&nbsp; 486993 | &nbsp;&nbsp;&nbsp; 547418 | &nbsp;&nbsp;&nbsp; (530746) | &nbsp;&nbsp;&nbsp; 16672 |
| Euro | British Pound | 3/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp; 529539 | &nbsp;&nbsp;&nbsp; 653905 | &nbsp;&nbsp;&nbsp; (653389) | &nbsp;&nbsp;&nbsp; 516 |
| Euro | Czech Koruna | 3/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 243803 | &nbsp;&nbsp;&nbsp; 6000000 | &nbsp;&nbsp;&nbsp; 265708 | &nbsp;&nbsp;&nbsp; (273710) | &nbsp;&nbsp;&nbsp; (8002) |
| Euro | Hungarian Forints | 3/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 91949 | &nbsp;&nbsp;&nbsp; 40000000 | &nbsp;&nbsp;&nbsp; 100210 | &nbsp;&nbsp;&nbsp; (109770) | &nbsp;&nbsp;&nbsp; (9560) |
| Euro | Japanese Yen | 3/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 43326790 | &nbsp;&nbsp;&nbsp; 326952 | &nbsp;&nbsp;&nbsp; (334738) | &nbsp;&nbsp;&nbsp; (7786) |
| Euro | Norwegian Krone | 3/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 349044 | &nbsp;&nbsp;&nbsp; 3600000 | &nbsp;&nbsp;&nbsp; 380403 | &nbsp;&nbsp;&nbsp; (361369) | &nbsp;&nbsp;&nbsp; 19034 |
| Euro | Swedish Krona | 3/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 382925 | &nbsp;&nbsp;&nbsp; 4200000 | &nbsp;&nbsp;&nbsp; 417328 | &nbsp;&nbsp;&nbsp; (402454) | &nbsp;&nbsp;&nbsp; 14874 |
| Hungarian Forints | Euro | 3/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 180000000 | &nbsp;&nbsp;&nbsp; 435890 | &nbsp;&nbsp;&nbsp; 493965 | &nbsp;&nbsp;&nbsp; (475051) | &nbsp;&nbsp;&nbsp; 18914 |
| Japanese Yen | Euro | 3/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 42192200 | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp; 325972 | &nbsp;&nbsp;&nbsp; (326952) | &nbsp;&nbsp;&nbsp; (980) |
| New Zealand Dollar | Australian Dollar | 3/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 107545 | &nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp; 69529 | &nbsp;&nbsp;&nbsp; (70697) | &nbsp;&nbsp;&nbsp; (1168) |
| Swedish Krona | Euro | 3/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp; 53902 | &nbsp;&nbsp;&nbsp; 57493 | &nbsp;&nbsp;&nbsp; (58744) | &nbsp;&nbsp;&nbsp; (1251) |
| Swiss Franc | British Pound | 3/15/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp; 359509 | &nbsp;&nbsp;&nbsp; 438816 | &nbsp;&nbsp;&nbsp; (443591) | &nbsp;&nbsp;&nbsp; (4775) |
| Euro | Hungarian Forints | 3/16/2023 | ADM Investor Services, Inc. | &nbsp;&nbsp;&nbsp; 91949 | &nbsp;&nbsp;&nbsp; 40000000 | &nbsp;&nbsp;&nbsp; 100216 | &nbsp;&nbsp;&nbsp; (109734) | &nbsp;&nbsp;&nbsp; (9518) |
|  |  |  |  | &nbsp;&nbsp;&nbsp; **238842953** | &nbsp;&nbsp;&nbsp; **159154491** | &nbsp;&nbsp;&nbsp; **$5483563** | &nbsp;&nbsp;&nbsp; **$5467059** | &nbsp;&nbsp;&nbsp; **$16504** |
| **Net unrealized depreciation on forward foreign currency contacts and forward foreign cross currency contracts** | **Net unrealized depreciation on forward foreign currency contacts and forward foreign cross currency contracts** | **Net unrealized depreciation on forward foreign currency contacts and forward foreign cross currency contracts** | **Net unrealized depreciation on forward foreign currency contacts and forward foreign cross currency contracts** |  |  |  |  | &nbsp;&nbsp;&nbsp;**$(45469)** |

---

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Two Roads Shared Trust

- **b. Investment Company Act file number:** 811-22718

- **c. CIK number of Registrant:** 0001552947

- **d. LEI of Registrant:** 549300REHU8QC2CK4V30

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 225 PICTORIA DRIVE

  - **City:** CINCINNATI

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 45246

  - **Telephone number:** 402-895-1600

**Item A.2. Information about the Series.**

- **a. Name of Series:** Superfund Managed Futures Strategy Fund

- **b. EDGAR series identifier (if any):** S000040923

- **c. LEI of Series:** 5493008U162MDADN7P55

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $26812696.84

**Total Liabilities:** $14908829.61

**Net Assets:** $11903867.23

**Amount of Assets Invested in Other Investment Companies:** $1857738.95

**Cash Not Reported:** $11926383.53

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000126964 | -2.36%               | -1.38%               | -3.71%               |
| Class ID C000126910 | -2.39%               | -1.39%               | -3.77%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $0.00                                      |
| Month 2  | $0.00                    | $0.00                                      |
| Month 3  | $200539.85               | $0.00                                      |

### Schedule of Portfolio Investments

| Name                                                | Title                   | Identifiers                             | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| EUREX DEUTSCHLAND                                   | EURO-BUXL 30Y BND Mar23 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07 | Short            | DIR              | CORP              | DE        |         -3 | NC      | $11434.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME LEAD FUTURE   Mar23 | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91 | Long             | DCO              | CORP              | GB        |          2 | NC      | $-6062.50     | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      88480 | NC      | $-189.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      88224 | NC      | $126.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |   14172700 | NC      | $-512.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     500000 | NC      | $-814.45      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     600000 | NC      | $2065.90      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     100000 | NC      | $-3694.21     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      45956 | NC      | $4800.45      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |    1200000 | NC      | $-951.03      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      53729 | NC      | $1156.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     300000 | NC      | $-3441.04     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      57389 | NC      | $1290.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     100000 | NC      | $-2471.49     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      99767 | NC      | $1039.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | FTSE 100 IDX FUT  Mar23 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34 | Long             | DE               | CORP              | GB        |          8 | NC      | $-5021.03     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      45993 | NC      | $4760.13      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      99626 | NC      | $1193.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       | 4000000000 | NC      | $-10710.23    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE                                      | NIKKEI 225 MINI   Mar23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DE               | CORP              | JP        |          2 | NC      | $-76.77       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |   20000000 | NC      | $-4778.98     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |    1200000 | NC      | $-1091.73     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     600000 | NC      | $-886.87      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      91703 | NC      | $395.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      57389 | NC      | $1290.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     100000 | NC      | $-63.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     108007 | NC      | $977.11       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |   14588490 | NC      | $-3724.96     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     101849 | NC      | $3614.19      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CORN FUTURE       Mar23 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DCO              | CORP              | US        |          8 | NC      | $2691.67      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | COCOA FUTURE      Mar23 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36 | Short            | DCO              | CORP              | US        |        -14 | NC      | $-7310.00     | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| CME GLOBEX                                          | LIVE CATTLE FUTR  Apr23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DCO              | CORP              | US        |          4 | NC      | $570.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     100000 | NC      | $-1797.87     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | US 10YR NOTE (CBT)Mar23 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |          5 | NC      | $4043.54      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      57815 | NC      | $864.88       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE                                      | PLATINUM (OSE)    Oct23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DCO              | CORP              | JP        |          1 | NC      | $-1124.90     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE LTD.                     | HANG SENG IDX FUT Feb23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DE               | CORP              | HK        |          2 | NC      | $-3628.62     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     100000 | NC      | $-852.56      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME LEAD FUTURE   Mar23 | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91 | Short            | DCO              | CORP              | GB        |         -1 | NC      | $656.25       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      57219 | NC      | $1460.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                         | GOLD 100 OZ FUTR  Apr23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DCO              | CORP              | US        |          1 | NC      | $-220.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME GLOBEX                                          | S&P MID 400 EMINI Mar23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DE               | CORP              | US        |          1 | NC      | $5380.00      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GLOBEX                                          | JPN YEN CURR FUT  Mar23 | CUSIP: N/A<br>LEI: N/A                  | Short            | DFE              | CORP              | US        |         -3 | NC      | $-2368.75     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED     | NIKKEI 225  (SGX) Mar23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DE               | CORP              | SG        |          1 | NC      | $-1082.88     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |    3000000 | NC      | $11078.60     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |   20000000 | NC      | $-4800.45     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     151103 | NC      | $1254.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     108455 | NC      | $579.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN FUTURE    Mar23 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DCO              | CORP              | US        |         10 | NC      | $16856.81     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                | RAPESEED  EURO    May23 | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58 | Short            | DCO              | CORP              | FR        |         -4 | NC      | $-2504.75     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      90015 | NC      | $-1364.42     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     100000 | NC      | $-1647.51     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      58349 | NC      | $330.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      88480 | NC      | $-189.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME COPPER FUTURE Mar23 | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91 | Long             | DCO              | CORP              | GB        |          2 | NC      | $30577.50     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     100000 | NC      | $-2471.49     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     100000 | NC      | $-2571.49     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | US LONG BOND(CBT) Mar23 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |          5 | NC      | $-312.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MEFF FINANCIAL DERIVATIVES                          | IBEX 35 INDX FUTR Feb23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DE               | CORP              | ES        |          6 | NC      | $6735.54      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NY Harb ULSD Fut  Apr23 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47 | Long             | DCO              | CORP              | US        |          2 | NC      | $-10210.20    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      57904 | NC      | $775.61       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-SCHATZ FUT   Mar23 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07 | Short            | DIR              | CORP              | DE        |        -39 | NC      | $9578.73      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     166100 | NC      | $-1487.55     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     300000 | NC      | $-1405.72     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     200000 | NC      | $-5710.88     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |    1000000 | NC      | $-2913.37     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                       | AUST 3YR BOND FUT Mar23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DIR              | CORP              | AU        |          7 | NC      | $-1390.59     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      91933 | NC      | $164.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |    9209600 | NC      | $-455.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     400000 | NC      | $-2880.76     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     600000 | NC      | $-2957.55     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME COPPER FUTURE Mar23 | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91 | Short            | DCO              | CORP              | GB        |         -2 | NC      | $-49665.00    | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-BUND FUTURE  Mar23 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07 | Long             | DIR              | CORP              | DE        |          3 | NC      | $-3739.29     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      93080 | NC      | $718.52       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE FUTURES EXCHANGE                               | CBOE VIX FUTURE   Feb23 | CUSIP: N/A<br>LEI: 254900O9GJPIWCP8RH13 | Short            | DE               | CORP              | US        |         -4 | NC      | $5757.20      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN MEAL FUTR Mar23 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DCO              | CORP              | US        |          6 | NC      | $11625.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PEN | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     206772 | NC      | $1408.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     108180 | NC      | $757.15       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     117465 | NC      | $-2478.04     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | US 2YR NOTE (CBT) Mar23 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27 | Short            | DIR              | CORP              | US        |        -21 | NC      | $-2121.05     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CZK | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     133292 | NC      | $3562.61      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | COTTON NO.2 FUTR  Mar23 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36 | Short            | DCO              | CORP              | US        |         -7 | NC      | $-6820.00     | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     400000 | NC      | $-1164.55     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | S&P/TSX 60 IX FUT Mar23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DE               | CORP              | CA        |          1 | NC      | $3796.75      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     800000 | NC      | $-2910.10     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED     | FTSE CHINA A50    Feb23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DE               | CORP              | SG        |         25 | NC      | $-8855.00     | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | Brent Fin Last Da Apr23 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47 | Long             | DCO              | CORP              | US        |          3 | NC      | $2020.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED     | SGX Nifty 50      Feb23 | CUSIP: N/A<br>LEI: N/A                  | Short            | DE               | CORP              | SG        |        -43 | NC      | $35114.00     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      47866 | NC      | $2718.74      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CME GLOBEX                                          | LEAN HOGS FUTURE  Apr23 | CUSIP: N/A<br>LEI: N/A                  | Short            | DCO              | CORP              | US        |         -4 | NC      | $700.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                       | SPI 200 FUTURES   Mar23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DE               | CORP              | AU        |          7 | NC      | $21189.79     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                  | Low Su Gasoil G   Feb23 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34 | Long             | DCO              | CORP              | GB        |          1 | NC      | $-10400.00    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |    6000000 | NC      | $-8001.81     | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      63923 | NC      | $728.49       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED     | MSCI SING IX ETS  Feb23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DE               | CORP              | SG        |          8 | NC      | $-350.96      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      53902 | NC      | $-1250.96     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                  | BRENT CRUDE FUTR  May23 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34 | Long             | DCO              | CORP              | GB        |          1 | NC      | $-740.00      | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     100000 | NC      | $-3558.33     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CME GLOBEX                                          | MEXICAN PESO FUT  Mar23 | CUSIP: N/A<br>LEI: N/A                  | Short            | DFE              | CORP              | US        |        -23 | NC      | $100.47       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MINNEAPOLIS GRAIN EXCHANGE                          | RED WHEAT FUT MGE Mar23 | CUSIP: N/A<br>LEI: 549300RGCVWZUN04IA69 | Short            | DCO              | CORP              | US        |         -1 | NC      | $-425.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | VSTOXX Future     Feb23 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07 | Short            | DE               | CORP              | DE        |        -12 | NC      | $1171.23      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED     | FTSE Taiwan Index Feb23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DE               | CORP              | SG        |          1 | NC      | $-1220.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     800000 | NC      | $-2620.01     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     100000 | NC      | $-1302.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |  600000000 | NC      | $-6665.05     | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                  | Low Su Gasoil G   Mar23 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34 | Long             | DCO              | CORP              | GB        |          3 | NC      | $-4925.00     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     600000 | NC      | $-2837.02     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SGD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     151103 | NC      | $1254.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     100000 | NC      | $-1935.02     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     600000 | NC      | $2.57         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - COP | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     124572 | NC      | $2969.62      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      58758 | NC      | $-1264.95     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     600000 | NC      | $-792.82      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - JPY | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     100000 | NC      | $-63.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     100000 | NC      | $-3564.21     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CME GLOBEX                                          | LIVE CATTLE FUTR  Jun23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DCO              | CORP              | US        |         10 | NC      | $4630.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |   10000000 | NC      | $-1959.88     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     500000 | NC      | $-116.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     600000 | NC      | $-545.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      48650 | NC      | $1864.33      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME PRI ALUM FUTR Mar23 | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91 | Short            | DCO              | CORP              | GB        |         -9 | NC      | $-66187.50    | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |  600000000 | NC      | $-6665.05     | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     600000 | NC      | $3393.66      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      89920 | NC      | $-1246.57     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ILS | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     147517 | NC      | $-2465.24     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     600000 | NC      | $-792.82      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Euro-OAT Future   Mar23 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07 | Short            | DIR              | CORP              | DE        |         -5 | NC      | $2841.01      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      58551 | NC      | $-1057.39     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | WTI CRUDE FUTURE  Mar23 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47 | Long             | DCO              | CORP              | US        |          7 | NC      | $-16855.00    | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     400000 | NC      | $-1683.66     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ILS | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     148324 | NC      | $-3271.79     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CZK | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     133292 | NC      | $3562.61      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | DAX INDEX FUTURE  Mar23 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07 | Long             | DE               | CORP              | DE        |          1 | NC      | $2689.69      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                              | US 5YR NOTE (CBT) Mar23 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27 | Short            | DIR              | CORP              | US        |        -17 | NC      | $-7143.30     | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     600000 | NC      | $-886.87      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                       | AUST 10Y BOND FUT MAR23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DIR              | CORP              | AU        |          2 | NC      | $-643.01      | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | ROUGH RICE (CBOT) Mar23 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DCO              | CORP              | US        |          1 | NC      | $-805.00      | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PEN | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     310158 | NC      | $2112.96      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - INR | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     121907 | NC      | $43.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      87820 | NC      | $624.58       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     100000 | NC      | $-2571.49     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     100000 | NC      | $-1167.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     300000 | NC      | $-3949.95     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN OIL FUTR  Mar23 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DCO              | CORP              | US        |          2 | NC      | $-3900.00     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |   20000000 | NC      | $-4760.13     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      64349 | NC      | $302.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     100000 | NC      | $-3668.33     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     300000 | NC      | $-3461.38     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      53910 | NC      | $975.29       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - HUF | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      48032 | NC      | $2537.81      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |   20000000 | NC      | $-4738.66     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      89534 | NC      | $-769.75      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | COCOA FUTURE - IC Mar23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DCO              | CORP              | GB        |          5 | NC      | $431.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                  | BRENT CRUDE FUTR  Apr23 | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34 | Long             | DCO              | CORP              | GB        |          3 | NC      | $10.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | CAN 10YR BOND FUT Mar23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DIR              | CORP              | CA        |          3 | NC      | $-2767.24     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      87910 | NC      | $513.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JSE EQUITY DERIVATIVES MARKET                       | FTSE/JSE TOP 40   Mar23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DE               | CORP              | ZA        |          8 | NC      | $7564.71      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      61262 | NC      | $-1033.82     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - COP | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     124572 | NC      | $2969.62      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BURSA MALAYSIA                                      | FTSE KLCI FUTURE  Feb23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DE               | CORP              | MY        |         65 | NC      | $-12402.65    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-BOBL FUTURE  Mar23 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07 | Short            | DIR              | CORP              | DE        |        -10 | NC      | $-2929.22     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      72176 | NC      | $2733.35      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE                                      | GOLD (OSE)        Dec23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DCO              | CORP              | JP        |          2 | NC      | $589.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GLOBEX                                          | NEW ZEALAND $ FUT Mar23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DFE              | CORP              | US        |         12 | NC      | $6912.27      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | WTI CRUDE FUTURE  Apr23 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47 | Long             | DCO              | CORP              | US        |          3 | NC      | $-8620.00     | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PEN | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     208877 | NC      | $-696.86      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE                                      | GOLD (OSE)        Oct23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DCO              | CORP              | JP        |          2 | NC      | $928.88       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |    1500000 | NC      | $-481.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | CANOLA FUTR (WCE) Mar23 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36 | Long             | DCO              | CORP              | US        |          2 | NC      | $-319.46      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      92166 | NC      | $-68.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      57676 | NC      | $1003.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PLN | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      92166 | NC      | $-68.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NATURAL GAS FUTR  Mar23 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47 | Short            | DCO              | CORP              | US        |         -1 | NC      | $8345.00      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |    2400000 | NC      | $13574.63     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE (FLOOR)                 | EURO/GBP FUTURE   Mar23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DFE              | CORP              | US        |          6 | NC      | $2600.47      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | DJIA MINI e-CBOT  Mar23 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27 | Short            | DE               | CORP              | US        |         -3 | NC      | $-9705.00     | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| CME GLOBEX                                          | EURO FX CURR FUT  Mar23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DFE              | CORP              | US        |          1 | NC      | $-187.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT EQF, EQUITIES AND INDICES DERIVATIVES      | AMSTERDAM IDX FUT Feb23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DE               | CORP              | NL        |          2 | NC      | $-2984.25     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE                                      | TOPIX INDX FUTR   Mar23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DE               | CORP              | JP        |          4 | NC      | $-458.79      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - IDR | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     260044 | NC      | $6387.79      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     107852 | NC      | $968.88       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS MATIF                                | MAIZE FUT         Mar23 | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58 | Short            | DCO              | CORP              | FR        |         -4 | NC      | $-884.28      | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | WHITE SUGAR (ICE) Mar23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DCO              | CORP              | GB        |          5 | NC      | $9625.00      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |    1000000 | NC      | $-3143.69     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     500000 | NC      | $-647.82      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PEN | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     208877 | NC      | $-696.86      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | PLATINUM FUTURE   Apr23 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47 | Long             | DCO              | CORP              | US        |          1 | NC      | $-3935.00     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NATURAL GAS FUTR  Apr23 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47 | Short            | DCO              | CORP              | US        |         -2 | NC      | $8060.00      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     165960 | NC      | $-1382.29     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     117630 | NC      | $-2642.81     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     600000 | NC      | $2081.93      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - DKK | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      87062 | NC      | $875.21       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      64039 | NC      | $612.49       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      58349 | NC      | $330.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | OAT FUTURE        Mar23 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DCO              | CORP              | US        |          1 | NC      | $1337.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     800000 | NC      | $-4202.86     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | COFF ROBUSTA 10tn Mar23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DCO              | CORP              | GB        |          4 | NC      | $9680.00      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CAD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      74856 | NC      | $325.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CME GLOBEX                                          | NIKKEI 225  (CME) Mar23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DE               | CORP              | US        |          1 | NC      | $6196.43      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NY Harb ULSD Fut  Mar23 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47 | Long             | DCO              | CORP              | US        |          2 | NC      | $-441.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME PRI ALUM FUTR Mar23 | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91 | Long             | DCO              | CORP              | GB        |         10 | NC      | $36043.75     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     107848 | NC      | $1136.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |    9209600 | NC      | $-455.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | WHEAT FUTURE(CBT) Mar23 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27 | Short            | DCO              | CORP              | US        |         -5 | NC      | $3112.52      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     600000 | NC      | $1712.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CME GLOBEX                                          | LUMBER FUTURE     Mar23 | CUSIP: N/A<br>LEI: N/A                  | Short            | DCO              | CORP              | US        |         -2 | NC      | $-30624.00    | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CHF | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      90040 | NC      | $-1394.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS MONEP                                | CAC40 10 EURO FUT Feb23 | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58 | Long             | DE               | CORP              | FR        |         11 | NC      | $-2050.88     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | SUGAR #11 (WORLD) Mar23 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36 | Long             | DCO              | CORP              | US        |         20 | NC      | $36926.40     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE (FLOOR)                 | NASDAQ 100 E-MINI Mar23 | CUSIP: N/A<br>LEI: N/A                  | Short            | DE               | CORP              | US        |         -1 | NC      | $-9325.00     | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| ITALIAN DERIVATIVES MARKET                          | FTSE/MIB IDX FUT  Mar23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DE               | CORP              | IT        |          2 | NC      | $10896.32     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NOK | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      61406 | NC      | $-1178.02     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE                                      | RSS3 RUBBER (OSE) Jun23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DCO              | CORP              | JP        |          7 | NC      | $2607.05      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     123108 | NC      | $280.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CME GLOBEX                                          | CHF CURRENCY FUT  Mar23 | CUSIP: N/A<br>LEI: N/A                  | Short            | DFE              | CORP              | US        |         -3 | NC      | $-5306.25     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NZD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      64200 | NC      | $451.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS MATIF                                | MILL WHEAT EURO   Mar23 | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58 | Short            | DCO              | CORP              | FR        |        -21 | NC      | $4598.48      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GLOBEX                                          | C$ CURRENCY FUT   Mar23 | CUSIP: N/A<br>LEI: N/A                  | Short            | DFE              | CORP              | US        |         -7 | NC      | $-11584.00    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - DKK | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      87213 | NC      | $724.52       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CZK | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     486993 | NC      | $16672.15     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - GBP | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     123375 | NC      | $13.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |   14565600 | NC      | $-3548.12     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MXN | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     254621 | NC      | $9035.47      | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      57781 | NC      | $898.29       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE                                      | PLATINUM (OSE)    Dec23 | CUSIP: N/A<br>LEI: N/A                  | Short            | DCO              | CORP              | JP        |         -1 | NC      | $134.47       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CLP | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      72176 | NC      | $2733.35      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CME GLOBEX                                          | E-MINI RUSS 2000  MAR23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DE               | CORP              | US        |          4 | NC      | $8148.00      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |     300000 | NC      | $-3754.55     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | GASOLINE RBOB FUT Mar23 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47 | Long             | DCO              | CORP              | US        |          3 | NC      | $-8538.60     | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | DOLLAR INDEX      Mar23 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36 | Short            | DFE              | CORP              | US        |         -1 | NC      | $1670.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ STOCKHOLM AB - SWEDISH EQ DERIVATIVES        | OMXS30 IND FUTURE Feb23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DE               | CORP              | SE        |         15 | NC      | $-3004.08     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      88625 | NC      | $-368.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE LTD.                     | HSCEI Futures     Feb23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DE               | CORP              | HK        |          9 | NC      | $-5860.63     | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CME GLOBEX                                          | CATTLE FEEDER FUT Mar23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DCO              | CORP              | US        |          2 | NC      | $2845.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GLOBEX                                          | AUDUSD Crncy Fut  Mar23 | CUSIP: N/A<br>LEI: N/A                  | Long             | DFE              | CORP              | US        |          1 | NC      | $1535.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - AUD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |      93040 | NC      | $748.59       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO STOXX 50     Mar23 | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07 | Long             | DE               | CORP              | DE        |         19 | NC      | $16112.86     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD | CUSIP: N/A<br>LEI: N/A                  | N/A              | DFE              | CORP              | N/A       |    2500000 | NC      | $-2219.54     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** Two Roads Shared Trust

**Signature:** Laura Szalyga

**Name of Signer:** Laura Szalyga

**Title:** Treasurer