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0.0044984919 N/A DCO US N 1 New York Mercantile Exchange N/A Long NATURAL GAS FUTURE SEP 2023 / NATURAL GAS FUTURE SEP 2023 / 2023-08-30 125916.10 USD 7483.90 N N N NATURAL GAS FUTURE OCT 2022 / N/A 999999999 10 NC USD 49128.80 0.0295307940 N/A DCO US N 1 New York Mercantile Exchange N/A Long NATURAL GAS FUTURE OCT 2022 / NATURAL GAS FUTURE OCT 2022 / 2022-09-29 250271.20 USD 49128.80 N N N NATURAL GAS FUTURE OCT 2023 / N/A 999999999 5 NC USD 9033.90 0.0054301803 N/A DCO US N 1 New York Mercantile Exchange N/A Long NATURAL GAS FUTURE OCT 2023 / NATURAL GAS FUTURE OCT 2023 / 2023-09-28 125916.10 USD 9033.90 N N N NATURAL GAS FUTURE NOV 2022 / N/A 999999999 33 NC USD 150147.04 0.0902517732 N/A DCO US N 1 New York Mercantile Exchange N/A Long NATURAL GAS FUTURE NOV 2022 / NATURAL GAS FUTURE NOV 2022 / 2022-10-28 857342.96 USD 150147.04 N N N NATURAL GAS FUTURE NOV 2023 / N/A 999999999 5 NC USD 12183.90 0.0073236114 N/A DCO US N 1 New York Mercantile Exchange N/A Long NATURAL GAS FUTURE NOV 2023 / NATURAL GAS FUTURE NOV 2023 / 2023-10-28 125916.10 USD 12183.90 N N N NATURAL GAS FUTURE DEC 2023 / N/A 999999999 5 NC USD 20433.90 0.0122825978 N/A DCO US N 1 New York Mercantile Exchange N/A Long NATURAL GAS FUTURE DEC 2023 / NATURAL GAS FUTURE DEC 2023 / 2023-11-29 125916.10 USD 20433.90 N N N NORWEGIAN KRONE / N/A 999999999 -86.56 OU Currency -10.05 -0.0000060409 Short STIV NO N 1 N N N NEW ZEALAND $ FUT SEPT 21 / N/A 999999999 30 NC USD -65196.60 -0.0391889761 N/A DFE US N 1 Chicago Mercantile Exchange N/A Long NEW ZEALAND $ FUT SEPT 21 / NEW ZEALAND $ FUT SEPT 21 / 2021-09-14 2160096.60 USD -65196.60 N N N NEW ZEALAND DOLLAR / N/A 999999999 -25.41 OU Currency -17.76 -0.0000106753 Short STIV NZ N 1 N N N SD N Crop Corn Op Aug21C 610 N/A 999999999 100 NC USD 123125 0.0740091152 N/A DCO US N 1 Manual N/A Call Purchased EXCHANGE N/A CORN FUTURE DEC 21 N/A 999999999 100 NC USD 123125 0.000740091152 DCO Long CORN CORN 2021-07-23 3050000 USD 5000 610.000000000000 USD 2021-07-23 XXXX -86607 N N N MEXICAN PESO FUT SEP 2021 / N/A 999999999 39 NC USD -7145.58 -0.0042951314 N/A DFE US N 1 Chicago Mercantile Exchange N/A Long MEXICAN PESO FUT SEP 2021 / MEXICAN PESO FUT SEP 2021 / 2021-09-14 976295.58 USD -7145.58 N N N LOW SU GASOIL G FUT SEP 2021 / N/A 999999999 40 NC USD 21903.20 0.0131657783 N/A DCO GB N 1 ICE Futures Europe Commodities N/A Long LOW SU GASOIL G FUT SEP 2021 / LOW SU GASOIL G FUT SEP 2021 / 2021-09-11 2377096.80 USD 21903.20 N N N SOYBEAN FUTURE AUG 2021 / N/A 999999999 10 NC USD -34173.20 -0.0205411435 N/A DCO US N 1 Chicago Board of Trade N/A Long SOYBEAN FUTURE AUG 2021 / SOYBEAN FUTURE AUG 2021 / 2021-08-14 749173.20 USD -34173.20 N N N SOYBEAN FUTURE NOV 2021 / N/A 999999999 98 NC USD 515916.11 0.3101116329 N/A DCO US N 1 Chicago Board of Trade N/A Long SOYBEAN FUTURE NOV 2021 / SOYBEAN FUTURE NOV 2021 / 2021-11-13 6339183.89 USD 515916.11 N N N SUGAR (WRLD) OPTN Aug21C 17.5 N/A 999999999 112 NC USD 77772.80 0.0467483948 N/A DCO US N 1 Manual N/A Call Purchased EXCHANGE N/A SUGAR #11 FUTURE OCT 2021 N/A 999999999 112 NC USD 77772.80 0.000467483948 DCO Long SUGAR #11 SUGAR #11 2021-07-15 2195200 USD 112000 17.500000000000 USD 2021-07-15 XXXX 47250.56 N N N SUGAR #11 FUTURE OCT 2021 / N/A 999999999 132 NC USD 24628.56 0.0148039629 N/A DCO US N 1 ICE Futures US Softs N/A Long SUGAR #11 FUTURE OCT 2021 / SUGAR #11 FUTURE OCT 2021 / 2021-10-01 2620229.04 USD 24628.56 N N N SILVER FUTURE SEPT 2021 / N/A 999999999 52 NC USD -490524.84 -0.2948492132 N/A DCO US N 1 Commodity Exchange, Inc. N/A Long SILVER FUTURE SEPT 2021 / SILVER FUTURE SEPT 2021 / 2021-09-29 7300964.84 USD -490524.84 N N N SOY MEAL AUG 2021 / N/A 999999999 35 NC USD -47294.95 -0.0284284865 N/A DCO US N 1 Chicago Board of Trade N/A Long SOY MEAL AUG 2021 / SOY MEAL AUG 2021 / 2021-08-14 1368544.95 USD -47294.95 N N N SOYBEAN MEAL FUTURE SEP 21 / N/A 999999999 75 NC USD -171627.75 -0.1031635973 N/A DCO US N 1 Chicago Board of Trade N/A Long SOYBEAN MEAL FUTURE SEP 21 / SOYBEAN MEAL FUTURE SEP 21 / 2021-09-15 3014127.75 USD -171627.75 N N N SOYBEAN MEAL FUTURE DEC 21 / N/A 999999999 35 NC USD -24484.95 -0.0147176405 N/A DCO US N 1 Chicago Board of Trade N/A Long SOYBEAN MEAL FUTURE DEC 21 / SOYBEAN MEAL FUTURE DEC 21 / 2021-12-15 1360434.95 USD -24484.95 N N N SOYBEAN FUT OPTN Aug21P 1300 N/A 999999999 100 NC USD 21250 0.0127731468 N/A DCO US N 1 Manual N/A Put Purchased EXCHANGE N/A SOYBEAN FUTURE AUG 2021 N/A 999999999 100 NC USD 21250 0.000127731468 DCO Long SOYBEAN SOYBEAN 2021-07-23 6500000 USD 5000 1300.000000000000 USD 2021-07-23 XXXX -119107 N N N Euro Curr 9am Jul21P 1.21 N/A 999999999 60 NC USD 177000 0.1063927990 N/A DFE US N 2 Manual N/A Put Purchased EXCHANGE N/A EUR /USD CURR FUT SEP 20 N/A 999999999 60 NC USD 177000 0.001063927990 DFE Long EUR /USD CURR FUT SEP 20 EUR /USD CURR FUT SEP 20 2021-07-09 9075000 USD 1 USD 1.210000000000 USD 2021-07-09 XXXX 150616.80 N N N EUR/USD FUTURE OPTIO UEAN1 JUL 9 @1.1975 / N/A 999999999 150 NC USD 18750 0.0112704236 N/A DFE XX N 2 Manual N/A Call Purchased EXCHANGE N/A EUR /USD CURR FUT SEP 20 N/A 999999999 150 NC USD 18750 0.000112704236 DFE Long EUR /USD CURR FUT SEP 20 EUR /USD CURR FUT SEP 20 2021-07-09 22500000 USD 1 USD 1.197500000000 USD 2021-07-09 XXXX -22833 N N N Euro Curr 9am Aug21P 1.19 N/A 999999999 50 NC USD 65000 0.0390708019 N/A DFE US N 2 Manual N/A Put Purchased EXCHANGE N/A EUR /USD CURR FUT SEP 20 N/A 999999999 50 NC USD 65000 0.000390708019 DFE Long EUR /USD CURR FUT SEP 20 EUR /USD CURR FUT SEP 20 2021-08-06 7437500 USD 1 USD 1.190000000000 USD 2021-08-06 XXXX 52389 N N N WHEAT FUTURE SEP 2021 / N/A 999999999 60 NC USD 11770.80 0.0070753015 N/A DCO US N 1 Chicago Board of Trade N/A Long WHEAT FUTURE SEP 2021 / WHEAT FUTURE SEP 2021 / 2021-09-15 2026729.20 USD 11770.80 N N N GASOLINE RBOB FUT AUG 21 / N/A 999999999 25 NC USD 234139.24 0.1407385825 N/A DCO US N 1 New York Mercantile Exchange N/A Long GASOLINE RBOB FUT AUG 21 / GASOLINE RBOB FUT AUG 21 / 2021-07-31 2119750.76 USD 234139.24 N N N GASOLINE RBOB FUT SEP 2021 / N/A 999999999 95 NC USD 189631.80 0.1139856384 N/A DCO US N 1 New York Mercantile Exchange N/A Long GASOLINE RBOB FUT SEP 2021 / GASOLINE RBOB FUT SEP 2021 / 2021-09-01 8681734.20 USD 189631.80 N N N 2021-07-22 INVESTMENT MANAGERS SERIES TRUST /s/ Terrance P. Gallagher Terrance P. Gallagher Assistant Vice President