ANFIELD UNIVERSAL FIXED INCOME FUND | |||||||
SCHEDULE OF INVESTMENTS (Unaudited) | |||||||
July 31, 2021 | |||||||
Shares | Fair Value | ||||||
CLOSED END FUNDS — 0.2% | |||||||
FIXED INCOME - 0.2% | |||||||
16,909 | BlackRock Floating Rate Income Strategies Fund, Inc. | $ 223,200 | |||||
TOTAL CLOSED END FUNDS (Cost $240,029) | 223,200 | ||||||
EXCHANGE-TRADED FUNDS — 0.3% | |||||||
FIXED INCOME - 0.3% | |||||||
16,900 | Invesco Senior Loan ETF | 372,307 | |||||
TOTAL EXCHANGE-TRADED FUNDS (Cost $420,719) | 372,307 | ||||||
OPEN END FUNDS — 15.7% | |||||||
FIXED INCOME - 15.7% | |||||||
796,087 | Fidelity Advisor Floating Rate High Income Fund | 7,491,176 | |||||
1,185,532 | Vanguard High-Yield Corporate Fund, Admiral Class | 7,113,193 | |||||
675,985 | Vanguard Short-Term Investment Grade Fund, Admiral Class | 7,429,075 | |||||
22,033,444 | |||||||
TOTAL OPEN END FUNDS (Cost $21,955,512) | 22,033,444 | ||||||
Shares | Spread | Coupon Rate (%) | Maturity | Fair Value | |||
PREFERRED STOCKS — 1.0% | |||||||
BANKING - 1.0% | |||||||
40,000 | Citigroup, Inc. - Series J(b) | US0003M + 4.040% | 1.7813 | 09/30/23 | 1,132,400 | ||
7,400 | Citigroup, Inc. - Series K(b) | US0003M + 4.130% | 1.7188 | 11/15/23 | 212,528 | ||
1,344,928 | |||||||
TOTAL PREFERRED STOCKS (Cost $1,342,770) | 1,344,928 | ||||||
Principal Amount ($) | Spread | Coupon Rate (%) | Maturity | Fair Value | |||
ASSET BACKED SECURITIES — 24.4% | |||||||
CLO — 21.1% | |||||||
1,000,000 | AMMC CLO XI Ltd.(a),(b) | US0003M + 1.900% | 2.0280 | 04/30/31 | 994,798 | ||
ANFIELD UNIVERSAL FIXED INCOME FUND | |||||||
SCHEDULE OF INVESTMENTS (Unaudited) (Continued) | |||||||
July 31, 2021 | |||||||
Principal Amount ($) | Spread | Coupon Rate (%) | Maturity | Fair Value | |||
ASSET BACKED SECURITIES — 24.4% (Continued) | |||||||
CLO — 21.1% (Continued) | |||||||
2,000,000 | Arch Street CLO Ltd.(a),(b) | US0003M + 6.300% | 6.4340 | 10/20/28 | $ 1,970,112 | ||
2,000,000 | Catamaran CLO 2013-1 Ltd.(a),(b) | US0003M + 7.150% | 7.2790 | 01/27/28 | 1,802,208 | ||
2,000,000 | Cathedral Lake CLO 2013 Ltd.(a),(b) | US0003M + 2.300% | 2.4260 | 10/15/29 | 1,995,082 | ||
500,500 | Crown Point CLO IV Ltd.(a),(b) | US0003M + 1.500% | 1.6340 | 04/20/31 | 499,488 | ||
1,000,000 | Denali Capital CLO XI Ltd.(a),(b) | US0003M + 5.610% | 5.7440 | 10/20/28 | 967,397 | ||
1,000,000 | Elevation CLO 2017-7 Ltd.(a),(b) | US0003M + 1.900% | 2.0260 | 07/15/30 | 993,802 | ||
1,000,000 | Fortress Credit BSL IV Ltd.(a),(b) | US0003M + 2.500% | 2.6250 | 10/26/29 | 1,004,120 | ||
1,000,000 | Halcyon Loan Advisors Funding 2015-1 Ltd.(a),(b) | US0003M + 2.000% | 2.1340 | 04/20/27 | 995,857 | ||
1,500,000 | Halcyon Loan Advisors Funding 2015-2 Ltd.(a),(b) | US0003M + 5.700% | 5.8250 | 07/25/27 | 1,031,840 | ||
2,131,438 | Halcyon Loan Advisors Funding 2015-3 Ltd.(a),(b) | US0003M + 5.950% | 6.0840 | 10/18/27 | 1,766,845 | ||
500,000 | KVK CLO 2018-1 Ltd.(a),(b) | US0003M + 1.650% | 1.8050 | 05/20/29 | 500,310 | ||
2,400,000 | Man GLG US CLO(a),(b) | US0003M + 1.970% | 2.1040 | 04/22/30 | 2,390,917 | ||
1,500,000 | Mountain View CLO IX Ltd.(a),(b) | US0003M + 3.120% | 3.2460 | 07/15/31 | 1,448,253 | ||
2,450,000 | Oaktree CLO 2014-1(a),(b) | US0003M + 6.300% | 6.4600 | 05/13/29 | 2,296,934 | ||
2,000,000 | Sound Point CLO II Ltd.(a),(b) | US0003M + 1.850% | 1.9750 | 01/26/31 | 1,976,990 | ||
520,000 | Steele Creek CLO 2014-1 Ltd.(a),(b) | US0003M + 1.500% | 1.6340 | 04/21/31 | 517,154 | ||
2,025,000 | Steele Creek CLO 2014-1 Ltd.(a),(b) | US0003M + 2.800% | 2.9340 | 04/21/31 | 1,942,222 | ||
1,350,000 | Webster Park CLO Ltd.(a),(b) | US0003M + 5.500% | 5.6340 | 07/20/30 | 1,333,232 | ||
1,800,000 | Zais CLO 1 Ltd.(a),(b) | US0003M + 2.600% | 2.7260 | 04/15/28 | 1,802,250 | ||
1,380,000 | Zais CLO 5 Ltd.(a),(b) | US0003M + 2.400% | 2.5260 | 10/15/28 | 1,383,961 | ||
29,613,772 | |||||||
COLLATERALIZED MORTGAGE OBLIGATIONS — 0.5% | |||||||
175,611 | Alternative Loan Trust 2004-35T2(c) | 6.0000 | 02/25/35 | 28,598 | |||
1,807 | Banc of America Funding 2004-D Trust(b) | 2.2240 | 06/25/34 | 1,813 | |||
6,019 | Banc of America Mortgage 2004-A Trust(b) | 2.4580 | 02/25/34 | 6,165 | |||
10,238,695 | BCAP, LLC Trust 2007-AA2(b),(c) | 0.4170 | 04/25/37 | 125,994 | |||
11,008 | Bear Stearns ARM Trust 2003-4(b) | 2.1870 | 07/25/33 | 11,493 | |||
12,905 | Bear Stearns Asset Backed Securities Trust 2003-AC5(d) | 5.5000 | 10/25/33 | 13,283 | |||
9,652 | Chase Mortgage Finance Trust Series 2007-A1(b) | 2.8570 | 02/25/37 | 9,917 | |||
33,616 | CHL Mortgage Pass-Through Trust 2004-7(b) | 2.3400 | 05/25/34 | 35,041 | |||
11,356 | Citigroup Global Markets Mortgage Securities VII, Inc.(a) | 6.0000 | 09/25/33 | 11,284 | |||
7,112 | Deutsche Mortgage Securities, Inc. Mortgage Loan Trust 2004-4(b) | US0001M + 0.450% | 0.5390 | 06/25/34 | 6,926 | ||
209,803 | GSR Mortgage Loan Trust 2004-2F(b),(c) | US0001M + 7.650% | 7.5610 | 01/25/34 | 18,347 | ||
12,743 | GSR Mortgage Loan Trust 2004-6F | 5.5000 | 05/25/34 | 12,748 | |||
ANFIELD UNIVERSAL FIXED INCOME FUND | |||||||
SCHEDULE OF INVESTMENTS (Unaudited) (Continued) | |||||||
July 31, 2021 | |||||||
Principal Amount ($) | Spread | Coupon Rate (%) | Maturity | Fair Value | |||
ASSET BACKED SECURITIES — 24.4% (Continued) | |||||||
COLLATERALIZED MORTGAGE OBLIGATIONS — 0.5% (Continued) | |||||||
47,998 | Impac CMB Trust Series 2004-4(b) | US0001M + 0.900% | 0.9890 | 09/25/34 | $ 46,329 | ||
7,514 | Impac CMB Trust Series 2004-5(b) | US0001M + 0.920% | 1.0090 | 10/25/34 | 7,564 | ||
45,914 | Impac CMB Trust Series 2004-6(b) | US0001M + 0.825% | 0.9140 | 10/25/34 | 45,507 | ||
41,645 | JP Morgan Mortgage Trust 2005-A1(b) | 2.7010 | 02/25/35 | 40,371 | |||
16,283 | MASTR Alternative Loan Trust 2003-7 | 6.5000 | 12/25/33 | 17,234 | |||
678,823 | MASTR Alternative Loan Trust 2007-HF1(c) | 7.0000 | 10/25/47 | 173,028 | |||
14,852 | Morgan Stanley Mortgage Loan Trust 2004-10AR(b) | 2.6430 | 11/25/34 | 14,774 | |||
8,780 | Morgan Stanley Mortgage Loan Trust 2004-7AR(b) | 2.5290 | 09/25/34 | 9,057 | |||
21,344 | RAMP Series 2004-SL3 Trust | 7.5000 | 12/25/31 | 20,919 | |||
14,532 | Structured Asset Securities Corporation(b) | 4.0290 | 09/25/26 | 14,793 | |||
78,197 | Wilshire Funding Corporation(b) | 7.2500 | 08/25/27 | 78,207 | |||
749,392 | |||||||
HOME EQUITY — 1.8% | |||||||
56,456 | Aames Mortgage Trust 2001 1 Mortgage Pass Through Certs Series 01 1(d) | 8.0880 | 06/25/31 | 61,002 | |||
28,320 | AFC Trust Series 2000-1(b) | US0001M + 0.730% | 0.8190 | 03/25/30 | 28,146 | ||
1,336 | Ameriquest Mortgage Securities Asset-Backed Pass-Through Ctfs Series 2003-11(d) | 5.0710 | 12/25/33 | 1,564 | |||
94,535 | Asset Backed Securities Corporation Home Equity Loan Trust Series 2003-HE6(b) | US0001M + 2.475% | 2.5640 | 11/25/33 | 95,876 | ||
135,000 | Bear Stearns Asset Backed Securities I Trust 2004-BO1(b) | US0001M + 6.000% | 6.0910 | 10/25/34 | 144,304 | ||
408,579 | Bear Stearns Asset Backed Securities I Trust 2004-FR3(b) | US0001M + 2.100% | 2.1890 | 09/25/34 | 415,292 | ||
178,833 | Bear Stearns Asset Backed Securities I Trust 2004-HE7(b) | US0001M + 2.700% | 2.7890 | 08/25/34 | 180,936 | ||
15,591 | Bear Stearns Asset Backed Securities Trust 2003-ABF1(b) | US0001M + 0.740% | 0.8290 | 01/25/34 | 14,837 | ||
155,469 | CDC Mortgage Capital Trust 2004-HE1(b) | US0001M + 1.800% | 1.8920 | 06/25/34 | 166,907 | ||
190,473 | CDC Mortgage Capital Trust 2004-HE3(b) | US0001M + 1.800% | 1.8920 | 11/25/34 | 187,812 | ||
52,865 | Credit Suisse First Boston Mortgage Securities Corporation(d) | 6.9900 | 02/25/31 | 55,687 | |||
24,845 | GSAA Trust(d) | 5.2950 | 11/25/34 | 25,217 | |||
45,034 | Home Equity Asset Trust(b) | US0001M + 2.150% | 2.2390 | 03/25/34 | 45,701 | ||
363,225 | Home Equity Asset Trust 2004-4(b) | US0001M + 1.950% | 2.0390 | 10/25/34 | 365,326 | ||
7,725 | Meritage Mortgage Loan Trust 2003-1(b) | US0001M + 2.325% | 2.4140 | 11/25/33 | 7,973 | ||
28,884 | Meritage Mortgage Loan Trust 2003-1(b) | US0001M + 2.700% | 2.7890 | 11/25/33 | 29,624 | ||
19,638 | Merrill Lynch Mortgage Investors Trust Series 2003-OPT1(b) | US0001M + 2.175% | 2.2660 | 07/25/34 | 19,124 | ||
54,205 | New Century Home Equity Loan Trust(a),(b) | US0001M + 1.125% | 1.2140 | 10/25/33 | 53,466 | ||
6,613 | New Century Home Equity Loan Trust Series 2003-B(b) | US0001M + 2.475% | 2.5640 | 11/25/33 | 6,625 | ||
2,739 | NovaStar Mortgage Funding Trust Series 2003-4(b) | US0001M + 1.065% | 1.1540 | 02/25/34 | 2,741 | ||
ANFIELD UNIVERSAL FIXED INCOME FUND | |||||||
SCHEDULE OF INVESTMENTS (Unaudited) (Continued) | |||||||
July 31, 2021 | |||||||
Principal Amount ($) | Spread | Coupon Rate (%) | Maturity | Fair Value | |||
ASSET BACKED SECURITIES — 24.4% (Continued) | |||||||
HOME EQUITY — 1.8% (Continued) | |||||||
1,843 | NovaStar Mortgage Funding Trust Series 2004-1(b) | US0001M + 1.575% | 1.6640 | 06/25/34 | $ 1,843 | ||
172,480 | NovaStar Mortgage Funding Trust Series 2004-2(b) | US0001M + 2.250% | 2.3390 | 09/25/34 | 177,851 | ||
15,128 | Option One Mortgage Loan Trust 2003-5(b) | US0001M + 0.640% | 0.7290 | 08/25/33 | 14,979 | ||
76,674 | RASC Series 2003-KS4 Trust(d) | 4.6100 | 06/25/33 | 78,454 | |||
25,536 | Saxon Asset Securities Trust 2003-3(b) | US0001M + 2.400% | 2.4890 | 12/25/33 | 25,604 | ||
5,200 | Securitized Asset Backed Receivables, LLC Trust 2004-OP1(b) | US0001M + 1.650% | 1.7390 | 02/25/34 | 5,553 | ||
260,479 | Securitized Asset Backed Receivables, LLC Trust 2004-OP1(b) | US0001M + 2.025% | 2.1140 | 02/25/34 | 261,424 | ||
33,323 | Security National Mortgage Loan Trust 2007-1(a),(b) | US0001M + 0.350% | 0.4390 | 04/25/37 | 33,337 | ||
114,759 | Terwin Mortgage Trust Series TMTS 2003-2HE(b) | US0001M + 3.225% | 3.3140 | 07/25/34 | 115,261 | ||
2,622,466 | |||||||
MANUFACTURED HOUSING — 0.0%(e) | |||||||
12,988 | Conseco Finance Corporation(b) | 7.2200 | 03/15/28 | 13,472 | |||
RESIDENTIAL MORTGAGE — 1.0% | |||||||
9,509 | Bear Stearns Asset Backed Securities Trust 2003-SD3(b) | US0001M + 2.850% | 2.9390 | 10/25/33 | 9,506 | ||
3,265 | Bravo Mortgage Asset Trust(a),(b) | US0001M + 0.240% | 0.3290 | 07/25/36 | 3,267 | ||
22,353 | Carrington Mortgage Loan Trust Series 2004-NC2(b) | US0001M + 1.800% | 1.8890 | 08/25/34 | 27,049 | ||
25,531 | Countrywide Asset-Backed Certificates(a),(b) | US0001M + 3.375% | 3.4670 | 03/25/32 | 29,318 | ||
122,919 | Countrywide Asset-Backed Certificates(b) | US0001M + 0.500% | 0.5890 | 08/25/34 | 121,225 | ||
117,403 | Credit-Based Asset Servicing and Securitization, LLC(b) | US0001M + 2.775% | 2.8640 | 03/25/34 | 123,156 | ||
142,562 | Credit-Based Asset Servicing and Securitization, LLC(b) | US0001M + 1.725% | 1.8140 | 07/25/35 | 143,483 | ||
36,366 | CWABS, Inc. Asset-Backed Certificates Trust 2004-6(b) | US0001M + 0.900% | 0.9890 | 11/25/34 | 35,733 | ||
25,192 | CWABS, Inc. Asset-Backed Certificates Trust 2004-6 Series 2A3(b) | US0001M + 1.200% | 1.2890 | 11/25/34 | 25,153 | ||
17,897 | Equity One Mortgage Pass-Through Trust 2002-5(d) | 5.8030 | 11/25/32 | 18,556 | |||
193,853 | Finance America Mortgage Loan Trust 2004-2(b) | US0001M + 0.975% | 1.0640 | 08/25/34 | 190,831 | ||
12,604 | Finance America Mortgage Loan Trust 2004-2(b) | US0001M + 2.100% | 2.1890 | 08/25/34 | 12,435 | ||
22,224 | First Franklin Mortgage Loan Trust 2002-FF1(b) | US0001M + 1.125% | 0.8500 | 04/25/32 | 22,305 | ||
43,647 | Long Beach Mortgage Loan Trust 2003-2(b) | US0001M + 2.850% | 2.9390 | 06/25/33 | 45,172 | ||
5,846 | Long Beach Mortgage Loan Trust 2004-1(b) | US0001M + 0.825% | 0.9140 | 02/25/34 | 5,849 | ||
92,288 | Morgan Stanley A.B.S Capital I, Inc. Trust 2004-NC7(b) | US0001M + 1.725% | 1.8160 | 07/25/34 | 91,815 | ||
215,578 | RAMP Series 2002-RS3 Trust(b) | US0001M + 0.650% | 1.0640 | 06/25/32 | 195,411 | ||
109,279 | Structured Asset Securities Corporation 2005-WF1(b) | US0001M + 1.905% | 1.9960 | 02/25/35 | 109,959 | ||
143,305 | Structured Asset Securities Corporation 2005-WF1(b) | US0001M + 2.055% | 2.1440 | 02/25/35 | 138,045 | ||
ANFIELD UNIVERSAL FIXED INCOME FUND | |||||||
SCHEDULE OF INVESTMENTS (Unaudited) (Continued) | |||||||
July 31, 2021 | |||||||
Principal Amount ($) | Spread | Coupon Rate (%) | Maturity | Fair Value | |||
ASSET BACKED SECURITIES — 24.4% (Continued) | |||||||
RESIDENTIAL MORTGAGE — 1.0% (Continued) | |||||||
$ 1,348,268 | |||||||
TOTAL ASSET BACKED SECURITIES (Cost $34,875,438) | 34,347,370 | ||||||
Principal Amount ($) | Spread | Coupon Rate (%) | Maturity | Fair Value | |||
COLLATERALIZED MORTGAGE OBLIGATIONS — 12.0% | |||||||
558,384 | Fannie Mae Interest Strip(c) | 4.5000 | 07/25/37 | 74,880 | |||
414,578 | Fannie Mae Interest Strip(b),(c) | 5.5000 | 05/25/39 | 74,876 | |||
458,240 | Fannie Mae Interest Strip(b),(c) | 6.0000 | 05/25/39 | 89,345 | |||
198,600 | Fannie Mae Interest Strip(b),(c) | 4.5000 | 11/25/39 | 34,567 | |||
745,808 | Fannie Mae Interest Strip(b),(c) | 4.5000 | 10/25/40 | 135,143 | |||
515,931 | Fannie Mae Interest Strip(b),(c) | 4.5000 | 11/25/40 | 81,546 | |||
2,047,160 | Fannie Mae Interest Strip(c) | 5.0000 | 12/25/40 | 387,306 | |||
350,359 | Fannie Mae Interest Strip(c) | 3.5000 | 11/25/41 | 32,836 | |||
231,015 | Fannie Mae Interest Strip(b),(c) | 4.0000 | 11/25/41 | 34,174 | |||
267,883 | Fannie Mae Interest Strip(b),(c) | 4.0000 | 07/25/42 | 39,540 | |||
576,637 | Fannie Mae Interest Strip(b),(c) | 4.5000 | 07/25/42 | 113,712 | |||
292,051 | Fannie Mae Interest Strip(b),(c) | 4.5000 | 07/25/42 | 51,609 | |||
1,534,964 | Fannie Mae Interest Strip(c) | 3.5000 | 12/25/42 | 275,621 | |||
588,524 | Fannie Mae Interest Strip(c) | 3.0000 | 11/25/43 | 71,802 | |||
84,111 | Fannie Mae REMICS(c) | 3.0000 | 08/25/30 | 759 | |||
792,799 | Fannie Mae REMICS(b),(c) | US0001M + 6.630% | 6.5410 | 11/25/36 | 170,739 | ||
373,946 | Fannie Mae REMICS(b),(c) | US0001M + 6.120% | 6.0310 | 05/25/37 | 74,174 | ||
278,552 | Fannie Mae REMICS(b),(c) | US0001M + 6.450% | 6.3610 | 09/25/37 | 53,932 | ||
271,729 | Fannie Mae REMICS(b),(c) | US0001M + 6.450% | 6.3610 | 12/25/37 | 61,646 | ||
353,566 | Fannie Mae REMICS(c) | 5.0000 | 11/25/38 | 29,746 | |||
830,093 | Fannie Mae REMICS(c) | 6.0000 | 12/25/39 | 126,392 | |||
790,553 | Fannie Mae REMICS(b),((c) | 5.0000 | 01/25/40 | 140,172 | |||
1,520,267 | Fannie Mae REMICS(b),(c) | US0001M + 6.600% | 6.5110 | 10/25/40 | 244,667 | ||
1,516,129 | Fannie Mae REMICS(c) | 4.0000 | 04/25/41 | 50,296 | |||
845,660 | Fannie Mae REMICS(c) | 4.0000 | 10/25/41 | 35,637 | |||
3,598,887 | Fannie Mae REMICS(b),(c) | US0001M + 6.000% | 5.9110 | 11/25/41 | 425,109 | ||
222,669 | Fannie Mae REMICS(b),(c) | US0001M + 6.000% | 6.0000 | 08/25/42 | 43,463 | ||
ANFIELD UNIVERSAL FIXED INCOME FUND | |||||||
SCHEDULE OF INVESTMENTS (Unaudited) (Continued) | |||||||
July 31, 2021 | |||||||
Principal Amount ($) | Spread | Coupon Rate (%) | Maturity | Fair Value | |||
COLLATERALIZED MORTGAGE OBLIGATIONS — 12.0% (Continued) | |||||||
878,272 | Fannie Mae REMICS(c) | 4.5000 | 02/25/43 | $ 92,924 | |||
263,710 | Fannie Mae REMICS(b),(c) | US0001M + 6.150% | 6.0610 | 02/25/43 | 46,093 | ||
438,687 | Fannie Mae REMICS(c) | 4.5000 | 09/25/43 | 31,357 | |||
2,130,658 | Fannie Mae REMICS(b),(c) | US0001M + 6.000% | 5.9110 | 10/25/43 | 370,819 | ||
308,004 | Fannie Mae REMICS(c) | 3.5000 | 05/25/44 | 2,949 | |||
157,537 | Fannie Mae REMICS(c) | 4.0000 | 05/25/44 | 226 | |||
852,821 | Fannie Mae REMICS(c) | 3.5000 | 12/25/44 | 31,803 | |||
247,255 | Fannie Mae REMICS(b),(c) | US0001M + 6.150% | 4.5980 | 04/25/45 | 46,721 | ||
11,774,362 | Fannie Mae REMICS(b),(c) | US0001M + 6.200% | 0.0300 | 06/25/45 | 19,429 | ||
3,793,945 | Fannie Mae REMICS(c) | 6.0000 | 06/25/45 | 945,872 | |||
651,135 | Fannie Mae REMICS(c) | 3.5000 | 11/25/45 | 19,644 | |||
308,975 | Fannie Mae REMICS(c) | 3.5000 | 02/25/46 | 5,514 | |||
266,383 | Fannie Mae REMICS(c) | 4.0000 | 05/25/47 | 3,152 | |||
161,409 | Fannie Mae REMICS(c) | 3.5000 | 10/25/47 | 13,397 | |||
493,575 | Fannie Mae REMICS(c) | 4.0000 | 10/25/47 | 23,841 | |||
375,072 | Fannie Mae REMICS(c) | 3.5000 | 12/25/47 | 25,803 | |||
625,282 | Fannie Mae REMICS(c) | 3.5000 | 12/25/47 | 42,087 | |||
628,975 | Fannie Mae REMICS(c) | 4.5000 | 12/25/47 | 77,835 | |||
2,009,512 | Fannie Mae REMICS(c) | 4.0000 | 03/25/48 | 283,414 | |||
489,461 | Fannie Mae REMICS(c) | 4.0000 | 05/25/48 | 42,998 | |||
524,690 | Fannie Mae REMICS(c) | 4.0000 | 05/25/48 | 45,265 | |||
965,403 | Fannie Mae REMICS(c) | 4.5000 | 10/25/48 | 88,510 | |||
1,294,313 | Fannie Mae REMICS(c) | 3.5000 | 08/25/49 | 77,814 | |||
33,327 | Freddie Mac REMICS(b) | US0001M + 20.930% | 20.6880 | 02/15/32 | 48,090 | ||
1,912,565 | Freddie Mac REMICS(c) | 6.5000 | 05/15/32 | 327,354 | |||
189,027 | Freddie Mac REMICS(c) | 3.5000 | 04/15/33 | 6,427 | |||
312,056 | Freddie Mac REMICS(c) | 6.0000 | 10/15/37 | 41,125 | |||
636,316 | Freddie Mac REMICS(c) | 4.0000 | 11/15/39 | 36,682 | |||
970,238 | Freddie Mac REMICS(b),(c) | US0001M + 6.650% | 6.5570 | 05/15/40 | 24,221 | ||
6,462,642 | Freddie Mac REMICS(b),(c) | US0001M + 6.100% | 0.1000 | 09/15/40 | 19,528 | ||
82,365 | Freddie Mac REMICS(b) | US0001M + 14.910% | 14.6310 | 12/15/40 | 133,428 | ||
533,461 | Freddie Mac REMICS(c) | 3.0000 | 06/15/41 | 16,136 | |||
87,130 | Freddie Mac REMICS(c) | 4.0000 | 12/15/41 | 666 | |||
ANFIELD UNIVERSAL FIXED INCOME FUND | |||||||
SCHEDULE OF INVESTMENTS (Unaudited) (Continued) | |||||||
July 31, 2021 | |||||||
Principal Amount ($) | Spread | Coupon Rate (%) | Maturity | Fair Value | |||
COLLATERALIZED MORTGAGE OBLIGATIONS — 12.0% (Continued) | |||||||
289,791 | Freddie Mac REMICS(b),(c) | US0001M + 6.050% | 5.9570 | 07/15/42 | $ 65,295 | ||
386,793 | Freddie Mac REMICS(b),(c) | US0001M + 6.550% | 6.4570 | 08/15/42 | 81,038 | ||
207,191 | Freddie Mac REMICS(c) | 3.5000 | 03/15/43 | 5,359 | |||
21,434 | Freddie Mac REMICS(c) | 3.5000 | 03/15/43 | 5 | |||
875,922 | Freddie Mac REMICS(c) | 4.0000 | 04/15/43 | 112,829 | |||
52,941 | Freddie Mac REMICS(c) | 3.5000 | 06/15/43 | 184 | |||
445,801 | Freddie Mac REMICS(c) | 3.5000 | 07/15/43 | 13,012 | |||
189,729 | Freddie Mac REMICS(c) | 4.0000 | 08/15/43 | 281 | |||
637,983 | Freddie Mac REMICS(c) | 3.5000 | 10/15/43 | 8,180 | |||
28,886 | Freddie Mac REMICS(c) | 4.0000 | 01/15/44 | 7 | |||
121,218 | Freddie Mac REMICS(c) | 3.5000 | 02/15/44 | 2,357 | |||
16,691,971 | Freddie Mac REMICS(b),(c) | 0.2080 | 08/15/44 | 164,529 | |||
779,149 | Freddie Mac REMICS(c) | 4.5000 | 12/15/44 | 13,039 | |||
529,135 | Freddie Mac REMICS(b),(c) | US0001M + 6.100% | 6.0270 | 12/15/44 | 98,782 | ||
488,592 | Freddie Mac REMICS(c) | 4.0000 | 03/15/45 | 59,378 | |||
511,558 | Freddie Mac REMICS(b),(c) | US0001M + 5.600% | 5.5070 | 05/15/45 | 84,184 | ||
208,996 | Freddie Mac REMICS(c) | 3.5000 | 04/15/46 | 14,322 | |||
1,346,486 | Freddie Mac REMICS(b),(c) | US0001M + 6.000% | 5.9070 | 05/15/46 | 248,308 | ||
72,491 | Freddie Mac REMICS(c) | 4.5000 | 07/15/46 | 771 | |||
1,213,032 | Freddie Mac REMICS(c) | 4.0000 | 12/15/46 | 154,599 | |||
442,450 | Freddie Mac REMICS(c) | 4.0000 | 05/15/48 | 41,244 | |||
1,910,378 | Freddie Mac REMICS(c) | 4.5000 | 09/15/48 | 357,277 | |||
523,082 | Freddie Mac REMICS(b),(c) | US0001M + 5.900% | 5.8070 | 01/15/54 | 98,977 | ||
110,140 | Freddie Mac Strips(c) | 6.5000 | 04/01/29 | 17,892 | |||
892,381 | Freddie Mac Strips(c) | 5.0000 | 06/15/38 | 147,440 | |||
315,003 | Freddie Mac Strips(b),(c) | 4.5000 | 12/15/39 | 42,864 | |||
307,574 | Freddie Mac Strips(b),(c) | 4.5000 | 12/15/40 | 46,256 | |||
470,375 | Freddie Mac Strips(b),(c) | 4.5000 | 01/15/43 | 82,687 | |||
930,891 | Freddie Mac Strips(c) | 5.0000 | 12/15/43 | 150,148 | |||
160,529 | Government National Mortgage Association(c) | 3.5000 | 09/20/23 | 2,596 | |||
104,304 | Government National Mortgage Association(c) | 4.0000 | 12/16/26 | 6,316 | |||
4,436,326 | Government National Mortgage Association(b),(c) | US0001M + 6.850% | 6.7660 | 07/20/34 | 756,533 | ||
12,014,699 | Government National Mortgage Association(b),(c) | US0001M + 6.700% | 0.1500 | 09/16/34 | 66,975 | ||
1,242,942 | Government National Mortgage Association(b),(c) | US0001M + 6.800% | 6.7090 | 05/16/37 | 304,175 | ||
ANFIELD UNIVERSAL FIXED INCOME FUND | |||||||
SCHEDULE OF INVESTMENTS (Unaudited) (Continued) | |||||||
July 31, 2021 | |||||||
Principal Amount ($) | Spread | Coupon Rate (%) | Maturity | Fair Value | |||
COLLATERALIZED MORTGAGE OBLIGATIONS — 12.0% (Continued) | |||||||
7,374,283 | Government National Mortgage Association(b),(c) | US0001M + 6.690% | 6.6060 | 10/20/37 | $ 1,444,550 | ||
2,173,418 | Government National Mortgage Association(b),(c) | US0001M + 6.150% | 6.0590 | 07/16/38 | 358,297 | ||
1,330,951 | Government National Mortgage Association(c) | 5.5000 | 02/20/39 | 271,450 | |||
12,347 | Government National Mortgage Association(c) | 5.0000 | 03/20/39 | 1 | |||
1,175,045 | Government National Mortgage Association(b),(c) | US0001M + 6.100% | 6.0160 | 03/20/39 | 94,694 | ||
850,445 | Government National Mortgage Association(b),(c) | US0001M + 6.500% | 6.4090 | 08/16/39 | 42,516 | ||
663,683 | Government National Mortgage Association(c) | 3.5000 | 10/20/39 | 37,679 | |||
3,866,421 | Government National Mortgage Association(b),(c) | US0001M + 6.550% | 6.4660 | 10/20/39 | 864,904 | ||
1,955,684 | Government National Mortgage Association(b),(c) | US0001M + 6.600% | 6.5160 | 12/20/39 | 84,395 | ||
1,126,383 | Government National Mortgage Association(b),(c) | US0001M + 6.400% | 6.3090 | 01/16/40 | 213,520 | ||
1,416,129 | Government National Mortgage Association(c) | 5.0000 | 04/20/40 | 224,083 | |||
2,013,267 | Government National Mortgage Association(b),(c) | 0.5000 | 06/20/40 | 25,737 | |||
79,431 | Government National Mortgage Association(b),(c) | US0001M + 6.750% | 6.6660 | 09/20/40 | 819 | ||
330,402 | Government National Mortgage Association(c) | 5.0000 | 10/16/40 | 37,593 | |||
3,278,632 | Government National Mortgage Association(b),(c) | US0001M + 6.050% | 5.9590 | 12/16/40 | 623,476 | ||
163,619 | Government National Mortgage Association(c) | 4.0000 | 12/20/40 | 2,693 | |||
563,634 | Government National Mortgage Association(c) | 4.0000 | 03/16/41 | 55,551 | |||
414,677 | Government National Mortgage Association(c) | 6.0000 | 04/20/41 | 69,825 | |||
728,710 | Government National Mortgage Association(c) | 3.0000 | 06/20/41 | 15,215 | |||
1,994,336 | Government National Mortgage Association(c) | 3.0000 | 08/20/41 | 102,140 | |||
444,649 | Government National Mortgage Association(b),(c) | US0001M + 6.750% | 6.6590 | 03/16/42 | 79,891 | ||
399,989 | Government National Mortgage Association(c) | 5.0000 | 07/20/42 | 37,986 | |||
611,846 | Government National Mortgage Association(b),(c) | US0001M + 6.000% | 5.9160 | 08/20/42 | 111,713 | ||
430,016 | Government National Mortgage Association(b),(c) | US0001M + 6.200% | 6.1160 | 12/20/42 | 73,879 | ||
116,512 | Government National Mortgage Association(c) | 3.5000 | 01/20/43 | 19,215 | |||
383,653 | Government National Mortgage Association(c) | 5.0000 | 01/20/43 | 43,114 | |||
2,433,356 | Government National Mortgage Association(b),(c) | US0001M + 6.750% | 6.6660 | 03/20/43 | 260,776 | ||
436,339 | Government National Mortgage Association(c) | 3.5000 | 05/20/43 | 68,927 | |||
1,019,756 | Government National Mortgage Association(b),(c) | 1.0000 | 07/20/43 | 22,292 | |||
71,181 | Government National Mortgage Association(c) | 3.0000 | 07/20/43 | 1,294 | |||
124,891 | Government National Mortgage Association(b),(c) | US0001M + 6.150% | 6.0660 | 07/20/43 | 24,383 | ||
629,889 | Government National Mortgage Association(b),(c) | US0001M + 6.150% | 6.0660 | 07/20/43 | 106,766 | ||
1,106,059 | Government National Mortgage Association(b),(c) | US0001M + 6.100% | 6.0090 | 08/16/43 | 183,837 | ||
15,834,609 | Government National Mortgage Association(b),(c) | 0.2610 | 10/20/43 | 135,741 | |||
ANFIELD UNIVERSAL FIXED INCOME FUND | |||||||
SCHEDULE OF INVESTMENTS (Unaudited) (Continued) | |||||||
July 31, 2021 | |||||||
Principal Amount ($) | Spread | Coupon Rate (%) | Maturity | Fair Value | |||
COLLATERALIZED MORTGAGE OBLIGATIONS — 12.0% (Continued) | |||||||
518,703 | Government National Mortgage Association(b),(c) | US0001M + 6.100% | 6.0160 | 10/20/43 | $ 56,508 | ||
259,414 | Government National Mortgage Association(b),(c) | US0001M + 6.100% | 6.0160 | 11/20/43 | 49,040 | ||
108,156 | Government National Mortgage Association(c) | 3.5000 | 03/20/44 | 959 | |||
78,368 | Government National Mortgage Association(c) | 3.5000 | 04/20/44 | 1,112 | |||
544,867 | Government National Mortgage Association(b),(c) | US0001M + 5.600% | 5.5090 | 06/16/44 | 104,188 | ||
173,463 | Government National Mortgage Association(b),(c) | US0001M + 5.600% | 5.5160 | 09/20/44 | 28,801 | ||
133,611 | Government National Mortgage Association(c) | 3.0000 | 12/20/44 | 1,839 | |||
506,137 | Government National Mortgage Association(c) | 4.0000 | 07/20/45 | 37,656 | |||
1,356,025 | Government National Mortgage Association(c) | 4.5000 | 08/20/45 | 178,353 | |||
738,391 | Government National Mortgage Association(c) | 4.5000 | 10/16/45 | 88,887 | |||
3,678,090 | Government National Mortgage Association(b),(c) | US0001M + 31.250% | 1.0000 | 10/20/45 | 196,765 | ||
481,740 | Government National Mortgage Association(b),(c) | US0001M + 6.750% | 6.6660 | 12/20/45 | 114,022 | ||
898,594 | Government National Mortgage Association(c) | 4.5000 | 03/20/46 | 51,337 | |||
215,785 | Government National Mortgage Association(c) | 3.0000 | 04/20/46 | 7,516 | |||
489,768 | Government National Mortgage Association(c) | 3.5000 | 04/20/46 | 70,663 | |||
203,573 | Government National Mortgage Association(c) | 4.5000 | 04/20/46 | 17,789 | |||
321,418 | Government National Mortgage Association(c) | 4.0000 | 06/20/46 | 48,279 | |||
814,850 | Government National Mortgage Association(c) | 3.5000 | 09/20/46 | 81,317 | |||
492,412 | Government National Mortgage Association(c) | 5.0000 | 11/20/46 | 40,561 | |||
477,848 | Government National Mortgage Association(c) | 3.5000 | 03/20/47 | 29,173 | |||
47,991 | Government National Mortgage Association(c) | 3.5000 | 07/20/47 | 1,753 | |||
1,106,966 | Government National Mortgage Association(c) | 4.0000 | 11/20/47 | 78,005 | |||
238,611 | Government National Mortgage Association(c) | 5.0000 | 12/20/47 | 44,926 | |||
1,606,808 | Government National Mortgage Association(b),(c) | US0001M + 6.200% | 6.1160 | 12/20/47 | 313,290 | ||
703,912 | Government National Mortgage Association(c) | 3.5000 | 01/20/48 | 53,276 | |||
404,465 | Government National Mortgage Association(c) | 5.5000 | 09/20/48 | 56,208 | |||
575,007 | Government National Mortgage Association(c) | 5.5000 | 10/20/48 | 100,117 | |||
643,566 | Government National Mortgage Association(b),(c) | US0001M + 6.050% | 5.9660 | 02/20/49 | 67,618 | ||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $30,200,712) | 16,851,562 | ||||||
| |||||||
ANFIELD UNIVERSAL FIXED INCOME FUND | |||||||
SCHEDULE OF INVESTMENTS (Unaudited) (Continued) | |||||||
July 31, 2021 | |||||||
Principal Amount ($) | Spread | Coupon Rate (%) | Maturity | Fair Value | |||
CORPORATE BONDS — 38.4% | |||||||
ASSET MANAGEMENT — 1.6% | |||||||
660,000 | FS KKR Capital Corporation | 4.1250 | 02/01/25 | $ 702,285 | |||
444,000 | Icahn Enterprises, L.P. / Icahn Enterprises | 4.7500 | 09/15/24 | 463,301 | |||
1,000,000 | Pershing Square Holdings Ltd.(a) | 5.5000 | 07/15/22 | 1,038,082 | |||
2,203,668 | |||||||
AUTOMOTIVE — 7.0% | |||||||
450,000 | Ford Motor Credit Company, LLC | 3.0870 | 01/09/23 | 459,070 | |||
250,000 | Ford Motor Credit Company, LLC | 3.0960 | 05/04/23 | 255,346 | |||
150,000 | Ford Motor Credit Company, LLC | 3.3700 | 11/17/23 | 155,625 | |||
740,000 | Ford Motor Credit Company, LLC | 3.8100 | 01/09/24 | 773,309 | |||
1,655,000 | Ford Motor Credit Company, LLC | 5.5840 | 03/18/24 | 1,805,688 | |||
400,000 | Ford Motor Credit Company, LLC | 4.6870 | 06/09/25 | 435,000 | |||
1,400,000 | Ford Motor Credit Company, LLC | 5.1250 | 06/16/25 | 1,543,500 | |||
1,435,000 | Ford Motor Credit Company, LLC | 3.3750 | 11/13/25 | 1,499,925 | |||
2,500,000 | General Motors Financial Company, Inc. | 4.2000 | 11/06/21 | 2,525,168 | |||
500,000 | General Motors Financial Company, Inc. | 3.1500 | 06/30/22 | 511,192 | |||
9,963,823 | |||||||
BANKING — 5.4% | |||||||
3,704,000 | CIT Group, Inc. Class A(b) | US0003M + 3.972% | 5.8000 | 06/15/22 | 3,808,638 | ||
2,308,000 | Citigroup, Inc.(b) | US0003M + 4.068% | 5.9500 | 01/30/23 | 2,426,850 | ||
1,420,000 | JPMorgan Chase & Company(b) | US0003M + 3.800% | 3.9760 | 12/29/49 | 1,426,948 | ||
7,662,436 | |||||||
BEVERAGES — 0.4% | |||||||
500,000 | Molson Coors Beverage Company | 3.5000 | 05/01/22 | 511,904 | |||
BIOTECH & PHARMA — 1.1% | |||||||
1,543,000 | Teva Pharmaceutical Finance Company BV Series 2 | 3.6500 | 11/10/21 | 1,548,169 | |||
CABLE & SATELLITE — 0.6% | |||||||
765,000 | CSC Holdings, LLC | 5.8750 | 09/15/22 | 801,207 | |||
COMMERCIAL SUPPORT SERVICES — 0.4% | |||||||
590,000 | Aramark Services, Inc.(a) | 6.3750 | 05/01/25 | 623,276 | |||
ANFIELD UNIVERSAL FIXED INCOME FUND | |||||||
SCHEDULE OF INVESTMENTS (Unaudited) (Continued) | |||||||
July 31, 2021 | |||||||
Principal Amount ($) | Spread | Coupon Rate (%) | Maturity | Fair Value | |||
CORPORATE BONDS — 38.4% (Continued) | |||||||
CONTAINERS & PACKAGING — 0.4% | |||||||
600,000 | Ball Corporation | 5.0000 | 03/15/22 | $ 615,507 | |||
DIVERSIFIED INDUSTRIALS — 1.4% | |||||||
2,000,000 | General Electric Company Series D(b) | US0003M + 3.330% | 3.4490 | 09/15/21 | 1,966,783 | ||
ELECTRIC UTILITIES — 1.8% | |||||||
300,000 | FirstEnergy Corporation | 3.6000 | 07/15/22 | 303,841 | |||
2,150,000 | FirstEnergy Corporation | 4.2500 | 03/15/23 | 2,263,630 | |||
2,567,471 | |||||||
ENTERTAINMENT CONTENT — 0.1% | |||||||
120,000 | ViacomCBS, Inc.(b) | US0003M + 3.895% | 5.8750 | 02/28/22 | 122,525 | ||
FORESTRY, PAPER & WOOD PRODUCTS — 0.6% | |||||||
775,000 | Carter Holt Harvey Ltd. | 9.5000 | 12/01/24 | 828,374 | |||
INSTITUTIONAL FINANCIAL SERVICES — 3.1% | |||||||
2,167,000 | Bank of New York Mellon Corporation (The)(b) | US0003M + 3.420% | 3.5540 | 09/20/21 | 2,175,548 | ||
2,025,000 | Bank of New York Mellon Corporation (The) Series H(b) | H15T5Y + 3.352% | 3.7000 | 03/20/26 | 2,126,149 | ||
4,301,697 | |||||||
INTERNET MEDIA & SERVICES — 0.2% | |||||||
279,000 | Netflix, Inc. | 5.5000 | 02/15/22 | 286,673 | |||
LEISURE FACILITIES & SERVICES — 0.3% | |||||||
355,000 | Carnival Corporation | 7.2000 | 10/01/23 | 385,430 | |||
OIL & GAS PRODUCERS — 0.6% | |||||||
300,000 | DCP Midstream Operating, L.P.(a),(b) | US0003M + 3.850% | 5.8500 | 05/21/43 | 278,993 | ||
500,000 | Energy Transfer Operating, L.P. | 4.2000 | 09/15/23 | 533,937 | |||
812,930 | |||||||
REAL ESTATE INVESTMENT TRUSTS — 3.5% | |||||||
150,000 | American Tower Trust #1(a) | 3.0700 | 03/15/23 | 150,808 | |||
500,000 | MGM Growth Properties Operating Partnership, L.P.(a) | 4.6250 | 06/15/25 | 532,733 | |||
1,000,000 | SBA Communications Corporation | 4.8750 | 09/01/24 | 1,017,850 | |||
1,115,000 | SBA Tower Trust Series 2013-1-2 CLASS 20132C(a) | 3.7220 | 04/11/23 | 1,129,109 | |||
ANFIELD UNIVERSAL FIXED INCOME FUND | |||||||
SCHEDULE OF INVESTMENTS (Unaudited) (Continued) | |||||||
July 31, 2021 | |||||||
Principal Amount ($) | Spread | Coupon Rate (%) | Maturity | Fair Value | |||
CORPORATE BONDS — 38.4% (Continued) | |||||||
REAL ESTATE INVESTMENT TRUSTS — 3.5% (Continued) | |||||||
2,042,000 | Service Properties Trust | 4.6500 | 03/15/24 | $ 2,084,289 | |||
4,914,789 | |||||||
RETAIL - DISCRETIONARY — 1.1% | |||||||
1,438,000 | Penske Automotive Group, Inc. | 3.5000 | 09/01/25 | 1,487,431 | |||
SOFTWARE — 0.2% | |||||||
230,000 | NortonLifeLock, Inc. | 3.9500 | 06/15/22 | 234,260 | |||
SPECIALTY FINANCE — 0.3% | |||||||
500,000 | ILFC E-Capital Trust I(a),(b) | US0003M + 1.550% | 3.6600 | 09/27/21 | 411,990 | ||
TELECOMMUNICATIONS — 2.9% | |||||||
1,707,000 | Sprint Corporation | 7.2500 | 09/15/21 | 1,720,426 | |||
261,438 | Sprint Spectrum Company, LLC / Sprint Spectrum Series 2016-1(a) | 3.3600 | 09/20/21 | 262,516 | |||
1,540,000 | Telecom Italia SpA(a) | 5.3030 | 05/30/24 | 1,671,909 | |||
500,000 | T-Mobile USA, Inc. | 4.0000 | 04/15/22 | 509,220 | |||
4,164,071 | |||||||
TOBACCO & CANNABIS — 0.3% | |||||||
500,000 | Imperial Brands Finance plc(a) | 3.5000 | 02/11/23 | 516,940 | |||
TRANSPORTATION & LOGISTICS — 5.1% | |||||||
1,665,879 | American Airlines 2015-2 Class B Pass Through | 4.4000 | 09/22/23 | 1,631,340 | |||
1,000,000 | American Airlines Group, Inc.(a) | 5.0000 | 06/01/22 | 998,750 | |||
911,275 | American Airlines Pass Through Trust Series 2013-2 Class A | 4.9500 | 01/15/23 | 930,285 | |||
878,909 | Continental Airlines Pass Through Trust Series 2007-1 Class A | 5.9830 | 04/19/22 | 895,848 | |||
1,350,000 | Delta Air Lines, Inc. | 2.9000 | 10/28/24 | 1,369,310 | |||
1,111,985 | UAL Pass Through Trust Series 2017-1 Class A | 6.6360 | 07/02/22 | 1,152,828 | |||
113,997 | United Airlines Pass Through Trust Series 2014-1 Class B | 4.7500 | 04/11/22 | 115,725 | |||
7,094,086 | |||||||
TOTAL CORPORATE BONDS (Cost $53,532,194) | 54,025,440 | ||||||
ANFIELD UNIVERSAL FIXED INCOME FUND | |||||||
SCHEDULE OF INVESTMENTS (Unaudited) (Continued) | |||||||
July 31, 2021 | |||||||
Principal Amount ($) | Spread | Coupon Rate (%) | Maturity | Fair Value | |||
TERM LOANS — 4.1% | |||||||
COMMERCIAL SUPPORT SERVICES — 2.2% | |||||||
2,992,500 | Aramark Services, Inc.(b) | US0001M + 2.500% | 1.8950 | 04/01/28 | $ 2,982,221 | ||
LEISURE FACILITIES & SERVICES — 0.5% | |||||||
719,048 | Cedar Fair, L.P.(b) | US0003M + 1.750% | 1.8650 | 04/13/24 | 704,893 | ||
TRANSPORTATION & LOGISTICS — 1.4% | |||||||
1,997,500 | United Airlines, Inc.(b) | US0001M + 3.750% | 4.5000 | 04/14/28 | 2,003,622 | ||
TOTAL TERM LOANS (Cost $5,697,401) | 5,690,736 | ||||||
TOTAL INVESTMENTS - 96.1% (Cost $148,264,775) | $ 134,888,987 | ||||||
OTHER ASSETS IN EXCESS OF LIABILITIES- 3.9% | 5,488,834 | ||||||
NET ASSETS - 100.0% | $ 140,377,821 | ||||||
OPEN FUTURES CONTRACTS | |||||||
Number of Contracts | Open Long Futures Contracts | Expiration | Notional Amount(f) | Unrealized Appreciation | |||
150 | CBOT 10 Year US Treasury Note | 09/21/2021 | $ 20,167,950 | $ 388,731 | |||
100 | CBOT US Long Bond Future | 09/21/2021 | 16,471,900 | 826,275 | |||
TOTAL FUTURES CONTRACTS | $ 1,215,006 | ||||||
CLO | - Collateralized Loan Obligation |
ETF | - Exchange-Traded Fund |
LLC | - Limited Liability Company |
LP | - Limited Partnership |
LTD | - Limited Company |
PLC | - Public Limited Company |
REMIC | - Real Estate Mortgage Investment Conduit |
H15T5Y | US Treasury Yield Curve Rate T Note Constant Maturity 5 Year |
US0001M | ICE LIBOR USD 1 Month |
US0003M | ICE LIBOR USD 3 Month |
(a) | Security exempt from registration under Rule 144A or Section 4(2) of the Securities Act of 1933. The security may be resold in transactions exempt from registration, normally to qualified institutional buyers. As of July 31, 2021, the total market value of 144A securities is 37,359,550 or 26.6% of net assets. |
(b) | Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. |
(c) | Interest only securities. |
(d) | Step bond. Coupon rate is fixed rate that changes on a specified date. The rate shown is the current rate at July 31, 2021. |
(e) | Percentage rounds to less than 0.1%. |
(f) | The amounts shown are the underlying reference notional amounts to stock exchange indices and equities upon which the fair value of the futures contracts held by the Fund are based. Notional values do not represent the current fair value of, and are not necessarily indicative of the future cash flows of the Fund's futures contracts. Further, the underlying price changes in relation to the variables specified by the notional values affects the fair value of these derivative financial instruments. The notional values as set forth within this schedule do not purport to represent economic value at risk to the Fund. |