GNR 2013-20 IM

0001752724-21-213960.txt : 20210929 0001752724-21-213960.hdr.sgml : 20210929 20210929125658 ACCESSION NUMBER: 0001752724-21-213960 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210731 FILED AS OF DATE: 20210929 PERIOD START: 20211031 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: 211290636 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

0001552947 S000040050 Anfield Universal Fixed Income Fund

C000124329 Anfield Universal Fixed Income Fund Class A AFLEX

C000124331 Anfield Universal Fixed Income Fund Class C AFLKX

C000124332 Anfield Universal Fixed Income Fund Class I AFLIX

NPORT-P 1 primary_doc.xml NPORT-P false 0001552947 XXXXXXXX S000040050 C000124329 C000124331 C000124332 Two Roads Shared Trust 811-22718 0001552947 549300REHU8QC2CK4V30 225 PICTORIA DRIVE SUITE 450 CINCINNATI 45246 402-895-1600 Anfield Universal Fixed Income Fund S000040050 549300B6SKTUZX6YVF49 2021-10-31 2021-07-31 N 141300578.27 922757.61 140377820.66 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3454327.71000000 USD N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2013-20 IM 38378F4B3 1416128.62640000 PA USD 224083.10000000 0.159628564502 Long ABS-O USGA US N 2 2040-04-20 Fixed 5.00000000 N N N N N N CDC Mortgage Capital Trust N/A CDCMC 2004-HE1 M2 12506YCM9 155468.51000000 PA USD 166907.29000000 0.118898618895 Long ABS-O CORP US N 2 2034-06-25 Floating 1.88925100 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2017-34 IA 38380C5A7 160529.41250000 PA USD 2596.18000000 0.001849423212 Long ABS-O USGA US N 2 2023-09-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2013-5 BI 38378FPP9 116511.60680000 PA USD 19215.21000000 0.013688209369 Long ABS-O USGA US N 2 2043-01-20 Fixed 3.50000000 N N N N N N GS Mortgage Securities Corp CU46ESEFJB81SUVBJO28 GSAA 2005-1 M1 36242DSU8 24845.49000000 PA USD 25217.01000000 0.017963671099 Long ABS-O CORP US N 2 2034-11-25 Fixed 5.29500000 N N N N N N General Motors Financial Company Inc 5493008B6JBRUJ90QL97 GM 4.2 11/06/21 37045XCP9 2500000.00000000 PA USD 2525167.68000000 1.798836645367 Long DBT CORP US N 2 2021-11-06 Fixed 4.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2019-22 EI 38381REC9 1019755.72550000 PA USD 22292.37000000 0.015880265055 Long ABS-O USGA US N 2 2043-07-20 Floating 1.00000100 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 GNR 2017-112 KI 38380TZU3 1356024.69770000 PA USD 178353.05000000 0.127052157642 Long ABS-O USGA US N 2 2045-08-20 Fixed 4.50000000 N N N N N N Cwalt Incorporation 549300NHEJTDVQUV3M53 CWALT 2004-35T2 A4 12667FQ81 175611.02000000 PA USD 28598.18000000 0.020372292336 Long ABS-O CORP US N 2 2035-02-25 Fixed 6.00000000 N N N N N N Imperial Brands Finance Plc 2138008L3B3MCG1DFS50 IMBLN 3 1/2 02/11/23 453140AB1 500000.00000000 PA USD 516939.48000000 0.368248685988 Long DBT CORP GB Y 2 2023-02-11 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2008-60 SH 38375DAJ7 2173418.48000000 PA USD 358296.51000000 0.255237264915 Long ABS-O USGA US N 2 2038-07-16 Floating 6.05886800 N N N N N N Credit Suisse First Boston Mortgage Securities Corp N/A CSFB 2001-HE8 A1 22540AB49 52865.35000000 PA USD 55686.88000000 0.039669286599 Long ABS-O CORP US N 2 2031-02-25 Fixed 6.99000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2015-16 IN 3136ANBL0 438687.21000000 PA USD 31357.49000000 0.022337923364 Long ABS-O USGSE US N 2 2043-09-25 Fixed 4.50000000 N N N N N N Aramark N/A ARMK TL B 1L USD 03852JAS0 2992500.00000000 PA USD 2982220.76000000 2.124424461057 Long LON CORP US N 2 2028-04-01 Variable 1.89513000 N N N N N N General Electric Company 3C7474T6CDKPR9K6YT90 GE FLOAT PERP 369604BQ5 2000000.00000000 PA USD 1966782.58000000 1.401063622980 Long DBT CORP US N 2 2169-06-15 Floating 3.44887900 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FHS 202 IO 31282YCR8 110140.02050000 PA USD 17892.15000000 0.012745710052 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6.50000000 N N N N N N United Air Lines, Inc. K1OQBWM7XEOO08LDNP29 UAL 4 3/4 04/11/22 90932PAB4 113996.84000000 PA USD 115724.96000000 0.082438208155 Long ABS-O CORP US N 2 2022-04-11 Fixed 4.75000000 N N N N N N Bear Stearns Asset Backed Securities I Trust N/A BSABS 2004-BO1 M9B 073879JV1 135000.00000000 PA USD 144303.96000000 0.102796837364 Long ABS-O CORP US N 2 2034-10-25 Floating 6.08924900 N N N N N N SBA Tower Trust N/A SBATOW 3.722 04/11/23 78403DAF7 1115000.00000000 PA USD 1129108.76000000 0.804335581426 Long ABS-O CORP US Y 2 2023-04-11 Fixed 3.72200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2018-154 IT 38381AWW2 575007.37180000 PA USD 100116.83000000 0.071319550003 Long ABS-O USGA US N 2 2048-10-20 Fixed 5.50000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 FHR 4699 NI 3137F1PV4 1213031.80070000 PA USD 154598.84000000 0.110130531499 Long ABS-O USGSE US N 2 2046-12-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2009-117 SC 38376PXG0 850444.97200000 PA USD 42516.04000000 0.030286864263 Long ABS-O USGA US N 2 2039-08-16 Floating 6.40887100 N N N N N N United Air Lines, Inc. K1OQBWM7XEOO08LDNP29 UAL 6.636 07/02/22 909287AA2 1111984.85310000 PA USD 1152828.06000000 0.821232338969 Long ABS-O CORP US N 2 2022-07-02 Fixed 6.63600000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FHR 4076 SW 3137ASGB4 289790.98000000 PA USD 65294.98000000 0.046513743904 Long ABS-O USGSE US N 2 2042-07-15 Floating 5.95687000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2017-78 KI 3136AX6Z3 161408.91000000 PA USD 13397.10000000 0.009543601643 Long ABS-O USGSE US N 2 2047-10-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNS 406 15 3136FG2V8 2047160.10070000 PA USD 387306.09000000 0.275902623490 Long ABS-MBS USGSE US N 2 2040-12-25 Fixed 5.00000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FHR 4827 BI 3137FHM91 1910377.84000000 PA USD 357276.76000000 0.254510832494 Long ABS-O USGSE US N 2 2048-09-15 Fixed 4.50000000 N N N N N N Vanguard Fixed Inc 549300F3N7VQKU6I4K64 VANG-H/Y CO-ADM 922031760 1185532.18700000 NS USD 7113193.12000000 5.067177340805 Long EC RF US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2018-74 MI 3136B3JA9 965402.76000000 PA USD 88509.57000000 0.063050964592 Long ABS-O USGSE US N 2 2048-10-25 Fixed 4.50000000 N N N N N N Steele Creek CLO 2014-1 Ltd./LLC N/A STCR 2014-1RA D 85816WAJ3 2025000.00000000 PA USD 1942222.05000000 1.383567604104 Long ABS-CBDO CORP KY Y 2 2031-04-21 Floating 2.93424800 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2017-64 IP 3136AXXF7 308975.06000000 PA USD 5514.00000000 0.003927970938 Long ABS-O USGSE US N 2 2046-02-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2010-166 SA 38377RUF0 3278632.28990000 PA USD 623475.54000000 0.444141059512 Long ABS-O USGA US N 2 2040-12-16 Floating 5.95887100 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2007-112 SA 31396X4C5 271729.17200000 PA USD 61645.78000000 0.043914187946 Long ABS-O USGSE US N 2 2037-12-25 Floating 6.36075000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNS 384 2 3136FER20 558384.12570000 PA USD 74880.41000000 0.053342051933 Long ABS-MBS USGSE US N 2 2037-07-25 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2019-44 IC 3136B5VE2 1294313.32000000 PA USD 77813.99000000 0.055431826505 Long ABS-O USGSE US N 2 2049-08-25 Fixed 3.50000000 N N N N N N Securitized Asset Backed Receivables Llc Trust N/A SABR 2004-OP1 M2 81375WAC0 5199.54000000 PA USD 5552.96000000 0.003955724610 Long ABS-O CORP US N 2 2034-02-25 Floating 1.73925000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2009-101 MI 31398F6Z9 830093.45440000 PA USD 126391.94000000 0.090036972654 Long ABS-O USGSE US N 2 2039-12-25 Fixed 6.00000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 BK Float PERP 064058AD2 2167000.00000000 PA USD 2175547.86000000 1.549780335505 Long DBT CORP US N 2 2168-12-20 Floating 3.55450000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2013-82 IG 38378TDR8 436339.31940000 PA USD 68926.52000000 0.049100719526 Long ABS-O USGA US N 2 2043-05-20 Fixed 3.50000000 N N N N N N Citigroup Mortgage Loan Trust N/A CBASS 2004-CB3 B1 17307GES3 117403.37000000 PA USD 123155.64000000 0.087731551480 Long ABS-O CORP US N 2 2034-03-25 Floating 2.86425000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FHR 4197 IG 3137B1TF9 875922.44000000 PA USD 112829.23000000 0.080375396533 Long ABS-O USGSE US N 2 2043-04-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2019-11 MI 38381BSL9 492412.19000000 PA USD 40560.53000000 0.028893830812 Long ABS-O USGA US N 2 2046-11-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2017-88 IB 38380FRE8 1330951.45000000 PA USD 271449.94000000 0.193370960400 Long ABS-O USGA US N 2 2039-02-20 Fixed 5.50000000 N N N N N N T-Mobile US, Inc. 549300ZTTY7CXOLJ6539 S 7 1/4 09/15/21 85207UAE5 1707000.00000000 PA USD 1720425.56000000 1.225567936523 Long DBT CORP US N 2 2021-09-15 Fixed 7.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2015-44 AI 38379LFV3 1994336.10000000 PA USD 102139.52000000 0.072760440018 Long ABS-O USGA US N 2 2041-08-20 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FHR 4583 ST 3137BPDJ5 1346486.02000000 PA USD 248307.64000000 0.176885236451 Long ABS-O USGSE US N 2 2046-05-15 Floating 5.90686900 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 GNR 2018-1 IP 38380UA45 703912.23180000 PA USD 53276.16000000 0.037951978275 Long ABS-O USGA US N 2 2048-01-20 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FHR 4480 IN 3137BKD31 488591.89080000 PA USD 59378.18000000 0.042298833049 Long ABS-O USGSE US N 2 2045-03-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2006-109 SG 31396LQX1 792798.93000000 PA USD 170738.68000000 0.121627960312 Long ABS-O USGSE US N 2 2036-11-25 Floating 6.54075000 N N N N N N American Tower Trust I 5493004YGM0MQZJOEJ36 AMETOW 3.07 03/15/23 03027WAJ1 150000.00000000 PA USD 150808.13000000 0.107430169018 Long ABS-O CORP US Y 2 2023-03-15 Fixed 3.07000000 N N N N N N MASTR Alternative Loan Trust N/A MALT 2003-7 6A1 576434HH0 16282.52000000 PA USD 17234.39000000 0.012277146004 Long ABS-O CORP US N 2 2033-12-25 Fixed 6.50000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 FHR 4680 QI 3137BYB33 121217.66080000 PA USD 2357.21000000 0.001679189767 Long ABS-O USGSE US N 2 2044-02-15 Fixed 3.50000000 N N N N N N GSR Mtg Loan Trust N/A GSR 2004-2F 7A2 36229RLM9 209802.50000000 PA USD 18346.58000000 0.013069429282 Long ABS-O CORP US N 2 2034-01-25 Floating 7.56074900 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2015-179 GS 38379TCB3 481740.47250000 PA USD 114022.09000000 0.081225146154 Long ABS-O USGA US N 2 2045-12-20 Floating 6.66636800 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2013-20 KI 38378F6S4 383652.65200000 PA USD 43114.00000000 0.030712828990 Long ABS-O USGA US N 2 2043-01-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNS 409 80 3136FLDH6 198600.03700000 PA USD 34567.39000000 0.024624538148 Long ABS-MBS USGSE US N 2 2039-11-25 Floating 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2018-34 CI 3136B1G65 489460.69000000 PA USD 42998.49000000 0.030630543912 Long ABS-O USGSE US N 2 2048-05-25 Fixed 4.00000000 N N N N N N Continental Airlines Inc 2007-1 K1OQBWM7XEOO08LDNP29 UAL 5.983 04/19/22 21079NAA9 878908.84000000 PA USD 895848.14000000 0.638169288986 Long ABS-O CORP US N 2 2022-04-19 Fixed 5.98300000 N N N N N N CWABS Inc. N/A CWL 2004-6 2A4 126673BB7 36366.45000000 PA USD 35732.50000000 0.025454519689 Long ABS-O CORP US N 2 2034-11-25 Floating 0.98925100 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNS 413 177 31395QPJ3 292050.65000000 PA USD 51609.49000000 0.036764703823 Long ABS-MBS USGSE US N 2 2042-07-25 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FHS 256 50 3128HU3T6 892380.97000000 PA USD 147440.09000000 0.105030901111 Long ABS-MBS USGSE US N 2 2038-06-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2010-29 SA 38376XSS3 3866420.79670000 PA USD 864903.64000000 0.616125564518 Long ABS-O USGA US N 2 2039-10-20 Floating 6.46637000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FHR 3772 SA 3137A4JG3 82365.33870000 PA USD 133427.90000000 0.095049131958 Long ABS-O USGSE US N 2 2040-12-15 Floating 14.63060900 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US LONG BOND(CBT) Sep21 N/A 100.00000000 NC USD 826275.00000000 0.588607941137 Long DIR CORP US N 1 INTERACTIVE BROKERS N/A Long N/A CBOT US Long Bond Future 2021-09-21 15645625.00000000 USD 826275.00000000 N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 F 3.087 01/09/23 345397A29 450000.00000000 PA USD 459069.75000000 0.327024417277 Long DBT CORP US N 2 2023-01-09 Fixed 3.08700000 N N N N N N GS Mortgage Securities Corp CU46ESEFJB81SUVBJO28 GSR 2004-6F 2A6 36228F2M7 12742.81000000 PA USD 12747.71000000 0.009081000075 Long ABS-O CORP US N 2 2034-05-25 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2014-151 DI 38379GSQ1 108156.20260000 PA USD 958.61000000 0.000682878531 Long ABS-O USGA US N 2 2044-03-20 Fixed 3.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 GNR 2017-141 ID 38380HKZ4 47991.31570000 PA USD 1753.42000000 0.001249071962 Long ABS-O USGA US N 2 2047-07-20 Fixed 3.50000000 N N N N N N Catamaran CLO 2013-1 Ltd 549300MB476AHX5W1918 CRMN 2013-1A FR 14889GAJ0 2000000.00000000 PA USD 1802208.00000000 1.283826740952 Long ABS-CBDO CORP KY Y 2 2028-01-27 Floating 7.27888000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2011-151 NS 38378ADF5 79430.84790000 PA USD 819.02000000 0.000583439745 Long ABS-O USGA US N 2 2040-09-20 Floating 6.66636800 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FHR 4781 LI 3137F43L4 189729.46090000 PA USD 281.44000000 0.000200487511 Long ABS-O USGSE US N 2 2043-08-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2016-116 QI 38380ALU9 133610.75000000 PA USD 1838.87000000 0.001309943402 Long ABS-O USGA US N 2 2044-12-20 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FHS 303 181 31325UBL9 315002.59050000 PA USD 42864.21000000 0.030534887775 Long ABS-MBS USGSE US N 2 2039-12-15 Floating 4.50000000 N N N N N N CWABS Inc. N/A CWL 2004-3 3A4 1266714R4 122919.41000000 PA USD 121225.19000000 0.086356369852 Long ABS-O CORP US N 2 2034-08-25 Floating 0.58925200 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2016-81 IO 38379YNN4 321417.74700000 PA USD 48278.68000000 0.034391957200 Long ABS-O USGA US N 2 2046-06-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2012-98 HS 38375GA76 611846.13600000 PA USD 111712.76000000 0.079580064339 Long ABS-O USGA US N 2 2042-08-20 Floating 5.91637000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FHR 4767 CI 3137FEQY9 28886.33000000 PA USD 6.92000000 0.000004929553 Long ABS-O USGSE US N 2 2044-01-15 Fixed 4.00000000 N N N N N N CWMBS Inc N/A CWHL 2004-7 3A1 12669FXK4 33616.15000000 PA USD 35040.91000000 0.024961856392 Long ABS-O CORP US N 2 2034-05-25 Floating 2.34049300 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2016-116 IJ 38380AJQ1 814850.07960000 PA USD 81317.31000000 0.057927462912 Long ABS-O USGA US N 2 2046-09-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2014-133 BS 38379GQY6 173462.59500000 PA USD 28801.49000000 0.020517122907 Long ABS-O USGA US N 2 2044-09-20 Floating 5.51637000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNS 418 147 31395Q2K5 458239.98000000 PA USD 89344.69000000 0.063645873386 Long ABS-MBS USGSE US N 2 2039-05-25 Floating 6.00000100 N N N N N N Home Equity Asset Trust 1V8Y6QCX6YMJ2OELII46 HEAT 2004-4 M6 437084DE3 363225.40180000 PA USD 365326.99000000 0.260245520469 Long ABS-O CORP US N 2 2034-10-25 Floating 2.03924900 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2017-48 QI 3136AW7H4 651134.80000000 PA USD 19644.22000000 0.013993820325 Long ABS-O USGSE US N 2 2045-11-25 Fixed 3.50000000 N N N N N N United Airlines N/A UAL TL B 1L USD 90932RAJ3 1997500.00000000 PA USD 2003622.34000000 1.427306913998 Long LON CORP US N 2 2028-04-14 Variable 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2013-75 GI 38378J3Z3 728710.38340000 PA USD 15215.11000000 0.010838685148 Long ABS-O USGA US N 2 2041-06-20 Fixed 3.00000000 N N N N N N Green Tree Financial Corporation N/A GT 1997-1 M1 393505SK9 12988.47000000 PA USD 13472.12000000 0.009597043134 Long ABS-O CORP US N 2 2028-03-15 Floating 7.22000200 N N N N N N Cedar Fair N/A FUN TL B 1LD 15018LAJ0 719047.62000000 PA USD 704893.17000000 0.502139986705 Long LON CORP US N 2 2024-04-13 Variable 1.86450100 N N N N N N MGM Growth Properties Operating Partnership LP/ MGP Escrow Co Issuer Inc. 549300U6G4UOCMLQK204 MGMGPO 4 5/8 06/15/25 55303XAK1 500000.00000000 PA USD 532732.50000000 0.379499052980 Long DBT CORP US Y 2 2025-06-15 Fixed 4.62500000 N N N N N N Option One Mortgage Acceptance Corp. N/A OOMLT 2003-5 A2 68400XBS8 15127.62000000 PA USD 14979.41000000 0.010670781131 Long ABS-O CORP US N 2 2033-08-25 Floating 0.72924800 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2018-22 BI 3136B1NU4 157536.91000000 PA USD 225.58000000 0.000160694901 Long ABS-O USGSE US N 2 2044-05-25 Fixed 4.00000000 N N N N N N Residential Asset Securities Corp. N/A RASC 2003-KS4 MI1 76110WRV0 76674.45410000 PA USD 78454.14000000 0.055887845837 Long ABS-O CORP US N 2 2033-06-25 Floating 4.61000200 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2011-149 MS 3136A3FF3 3598886.82730000 PA USD 425109.15000000 0.302832134023 Long ABS-O USGSE US N 2 2041-11-25 Floating 5.91075000 N N N N N N Finance America Mt N/A FINA 2004-2 M6 317350BJ4 12603.52000000 PA USD 12434.80000000 0.008858094492 Long ABS-O CORP US N 2 2034-08-25 Floating 2.18925000 N N N N N N Novastar Mortgage Funding Trust N/A NHEL 2003-4 M1 66987XDK8 2739.25000000 PA USD 2740.83000000 0.001952466555 Long ABS-O CORP US N 2 2034-02-25 Floating 1.15425000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2017-60 SA 38376UED7 7374283.15010000 PA USD 1444550.54000000 1.029044711770 Long ABS-O USGA US N 2 2037-10-20 Floating 6.60637100 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 NFLX 5 1/2 02/15/22 64110LAJ5 279000.00000000 PA USD 286672.50000000 0.204214952655 Long DBT CORP US N 2 2022-02-15 Fixed 5.50000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 F 3.81 01/09/24 345397YG2 740000.00000000 PA USD 773309.10000000 0.550876980682 Long DBT CORP US N 2 2024-01-09 Fixed 3.81000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 GNR 2018-18 BI 38380KW43 1106966.14000000 PA USD 78004.92000000 0.055567838019 Long ABS-O USGA US N 2 2047-11-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2016-100 GI 3136AUJ44 308003.68080000 PA USD 2948.52000000 0.002100417278 Long ABS-O USGSE US N 2 2044-05-25 Fixed 3.50000000 N N N N N N Long Beach Mortgage Loan Trust N/A LBMLT 2003-2 M2 542514DV3 43647.35000000 PA USD 45172.48000000 0.032179214485 Long ABS-O CORP US N 2 2033-06-25 Floating 2.93924900 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FHR 4765 SI 3137FEQC7 16691970.90080000 PA USD 164529.42000000 0.117204711703 Long ABS-O USGSE US N 2 2044-08-15 Floating 0.20830700 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 GNR 2017-179 WI 38380UMS9 238610.79410000 PA USD 44925.62000000 0.032003360494 Long ABS-O USGA US N 2 2047-12-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2014-8 IO 3136AJEG7 84111.21000000 PA USD 758.96000000 0.000540655209 Long ABS-O USGSE US N 2 2030-08-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2015-142 DI 38379QWK7 163618.58400000 PA USD 2693.33000000 0.001918629301 Long ABS-O USGA US N 2 2040-12-20 Fixed 4.00000000 N N N N N N Halcyon Loan Advisors Funding 2015-1 Ltd. 5493006GMMSBMRMTK635 HLA 2015-2A E 40538LAA8 1500000.00000000 PA USD 1031839.50000000 0.735044535631 Long ABS-CBDO CORP KY Y 2 2027-07-25 Floating 5.82525000 N N N N N N Morgan Stanley ML N/A MSM 2004-10AR 4A 61748HFJ5 14852.06000000 PA USD 14773.96000000 0.010524426102 Long ABS-O CORP US N 2 2034-11-25 Floating 2.64277100 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2011-68 EI 38377VX50 414676.57960000 PA USD 69824.90000000 0.049740692419 Long ABS-O USGA US N 2 2041-04-20 Fixed 6.00000000 N N N N N N Home Equity Asset Trust 1V8Y6QCX6YMJ2OELII46 HEAT 2003-7 M2 437084AF3 45033.90000000 PA USD 45701.35000000 0.032555962035 Long ABS-O CORP US N 2 2034-03-25 Floating 2.23925000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2017-101 ID 38380FR57 203573.48530000 PA USD 17789.00000000 0.012672229784 Long ABS-O USGA US N 2 2046-04-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2019-18 CS 38381B4F8 643566.14000000 PA USD 67618.34000000 0.048168820175 Long ABS-O USGA US N 2 2049-02-20 Floating 5.96637000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FHR 3940 PS 3137AGZD5 970237.81000000 PA USD 24221.40000000 0.017254435128 Long ABS-O USGSE US N 2 2040-05-15 Floating 6.55687100 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2013-122 SB 38378WAU7 1106059.12000000 PA USD 183837.20000000 0.130958864538 Long ABS-O USGA US N 2 2043-08-16 Floating 6.00887200 N N N N N N Structured Asset Securities Corp. N/A SASC 2005-WF1 M8 86359BW64 143305.38000000 PA USD 138044.63000000 0.098337920727 Long ABS-O CORP US N 2 2035-02-25 Floating 2.14425000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2013-189 PS 38378PMH8 629889.45220000 PA USD 106766.14000000 0.076056274059 Long ABS-O USGA US N 2 2043-07-20 Floating 6.06637100 N N N N N N Ecp Clo 2015-7 Ltd/Llc N/A GLGU 2018-1A BR 26829CBB2 2400000.00000000 PA USD 2390918.40000000 1.703202392485 Long ABS-CBDO CORP KY Y 2 2030-04-22 Floating 2.10425000 N N N N N N Salomon Brothers Mtg Secs VII Inc N/A SBM7 2003-1 A2 79549AYQ6 11356.13000000 PA USD 11284.38000000 0.008038577566 Long ABS-O CORP US Y 2 2033-09-25 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FHR 4667 LI 3137BWKJ2 637982.68000000 PA USD 8179.51000000 0.005826782294 Long ABS-O USGSE US N 2 2043-10-15 Fixed 3.50000000 N N N N N N Finance America Mt N/A FINA 2004-2 M3 317350BF2 193853.20270000 PA USD 190832.19000000 0.135941838320 Long ABS-O CORP US N 2 2034-08-25 Floating 1.06425000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2009-61 AS 38376FHU9 1175044.50000000 PA USD 94694.25000000 0.067456703313 Long ABS-O USGA US N 2 2039-03-20 Floating 6.01637000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2016-46 IO 38379WBY7 489768.00030000 PA USD 70662.89000000 0.050337645696 Long ABS-O USGA US N 2 2046-04-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNS 418 141 31395Q2D1 414578.19000000 PA USD 74876.38000000 0.053339181109 Long ABS-MBS USGSE US N 2 2039-05-25 Floating 5.50000100 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2013-144 AS 38378UB63 2433356.29030000 PA USD 260775.74000000 0.185767052639 Long ABS-O USGA US N 2 2043-03-20 Floating 6.66636800 N N N N N N Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC N/A SPRNTS 3.36 09/20/21 85208NAA8 261437.50000000 PA USD 262515.93000000 0.187006700036 Long ABS-O CORP US Y 2 2021-09-20 Fixed 3.36000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 GNR 2017-179 KS 38380ULB7 1606808.01000000 PA USD 313289.64000000 0.223176024906 Long ABS-O USGA US N 2 2047-12-20 Floating 6.11637100 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FHR 4792 AI 3137F5AG4 442449.59050000 PA USD 41243.78000000 0.029380553000 Long ABS-O USGSE US N 2 2048-05-15 Fixed 4.00000000 N N N N N N Penske Automotive Group, Inc. 549300W7UTQ0M4C7LB15 PAG 3 1/2 09/01/25 70959WAJ2 1438000.00000000 PA USD 1487431.25000000 1.059591353539 Long DBT CORP US N 2 2025-09-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNS 419 C3 31395Q5Q9 588524.33000000 PA USD 71801.79000000 0.051148956197 Long ABS-MBS USGSE US N 2 2043-11-25 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FHR 4015 MI 3137ANDC6 636316.27440000 PA USD 36681.66000000 0.026130666388 Long ABS-O USGSE US N 2 2039-11-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2017-59 IC 38376MQ75 12347.25600000 PA USD 0.89000000 0.000000634003 Long ABS-O USGA US N 2 2039-03-20 Fixed 5.00000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 FHR 4681 LI 3137BYGY0 207190.60000000 PA USD 5358.57000000 0.003817248319 Long ABS-O USGSE US N 2 2043-03-15 Fixed 3.50000000 N N N N N N Zais Clo 5 Limited 5493001XJXUE8BZ0Q137 ZAIS5 2016-2A A2 98875LAC3 1380000.00000000 PA USD 1383960.60000000 0.985882665433 Long ABS-CBDO CORP KY Y 2 2028-10-15 Floating 2.52613100 N N N N N N Bear Stearns Asset Backed Securities I Trust N/A BSABS 2004-FR3 M3 073879KS6 408579.48000000 PA USD 415293.05000000 0.295839505163 Long ABS-O CORP US N 2 2034-09-25 Floating 2.18925000 N N N N N N Blackrock Flt Rate UZXE8UOGW61VMG5WLP57 BLACKROCK-FLO RT 09255X100 16909.10620000 NS USD 223200.20000000 0.158999618992 Long EC RF US N 1 N N N FS KKR Capital Corp 549300TYRSI1T21B1360 FSK 4 1/8 02/01/25 302635AE7 660000.00000000 PA USD 702285.20000000 0.500282164730 Long DBT CORP US N 2 2025-02-01 Fixed 4.12500000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FHR 4473 AS 3137BJAS2 511558.30050000 PA USD 84183.72000000 0.059969388044 Long ABS-O USGSE US N 2 2045-05-15 Floating 5.50687000 N N N N N N MASTR Alternative Loan Trust N/A MALT 2007-HF1 4AX 55291YAP2 678822.68930000 PA USD 173027.49000000 0.123258424433 Long ABS-O CORP US N 2 2047-10-25 Fixed 7.00000000 N N N N N N JP Morgan Mortgage Trust N/A JPMMT 2005-A1 3A5 466247NJ8 41645.15000000 PA USD 40370.50000000 0.028758460425 Long ABS-O CORP US N 2 2035-02-25 Floating 2.70064100 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 AAL 4.4 09/22/23 02377BAC0 1665878.70000000 PA USD 1631341.20000000 1.162107512661 Long ABS-O CORP US N 2 2023-09-22 Fixed 4.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2018-16 MI 3136B1BT0 2009512.23000000 PA USD 283413.77000000 0.201893553174 Long ABS-O USGSE US N 2 2048-03-25 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2014-94 JI 38379CZP4 12014699.30980000 PA USD 66974.74000000 0.047710343190 Long ABS-O USGA US N 2 2034-09-16 Fixed 0.15000000 N N N N N N Morgan Stanley ABS Capital I Inc. Trust 2004-NC1 549300RLSHIMYD3FZB52 MSAC 2004-NC7 M4 61744CFS0 92287.86000000 PA USD 91814.59000000 0.065405339367 Long ABS-O CORP US N 2 2034-07-25 Floating 1.81424900 N N N N N N Ball Corporation 0BGI85ALH27ZJP15DY16 BLL 5 03/15/22 058498AR7 600000.00000000 PA USD 615507.00000000 0.438464564491 Long DBT CORP US N 2 2022-03-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2017-50 BI 3136AXAW5 1516129.38000000 PA USD 50295.62000000 0.035828751125 Long ABS-O USGSE US N 2 2041-04-25 Fixed 4.00000000 N N N N N N AFC Mortgage Loan N/A AFC 2000-1 1A 00105HEG7 28320.28000000 PA USD 28145.56000000 0.020049862483 Long ABS-O CORP US N 2 2030-03-25 Floating 0.81924800 N N N N N N General Motors Financial Company Inc 5493008B6JBRUJ90QL97 GM 3.15 06/30/22 37045XBY1 500000.00000000 PA USD 511192.06000000 0.364154435221 Long DBT CORP US N 2 2022-06-30 Fixed 3.15000000 N N N N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 ARMK 6 3/8 05/01/25 038522AR9 590000.00000000 PA USD 623276.00000000 0.443998914550 Long DBT CORP US Y 2 2025-05-01 Fixed 6.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2017-40 MI 3136AWNV5 852821.11000000 PA USD 31803.06000000 0.022655331056 Long ABS-O USGSE US N 2 2044-12-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2018-35 KI 3136B1E59 524689.50000000 PA USD 45264.96000000 0.032245093838 Long ABS-O USGSE US N 2 2048-05-25 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FHR 4650 KI 3137BUT32 87129.52000000 PA USD 666.13000000 0.000474526529 Long ABS-O USGSE US N 2 2041-12-15 Fixed 4.00000000 N N N N N N New Century Home Equity Loan Trust 2005-1 N/A NCHET 2003-A M1 64352VDS7 54205.08000000 PA USD 53466.20000000 0.038087355786 Long ABS-O CORP US Y 2 2033-10-25 Floating 1.21425100 N N N N N N Bear Stearns Asset Backed Securities Trust N/A BSABS 2003-ABF1 A 07384YLE4 15590.59000000 PA USD 14837.29000000 0.010569540067 Long ABS-O CORP US N 2 2034-01-25 Floating 0.82924900 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FHS 324 C24 31325VBU7 930890.88000000 PA USD 150147.81000000 0.106959781320 Long ABS-MBS USGSE US N 2 2043-12-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2018-66 CI 3136B26R8 266382.80000000 PA USD 3152.16000000 0.002245482929 Long ABS-O USGSE US N 2 2047-05-25 Fixed 4.00000000 N N N N N N Webster Pk Clo Limited N/A WPARK 2015-1A DR 948210AE9 1350000.00000000 PA USD 1333231.65000000 0.949745225942 Long ABS-CBDO CORP KY Y 2 2030-07-20 Floating 5.63424800 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 GNR 2017-114 CI 38380TYV2 477848.10520000 PA USD 29173.49000000 0.020782122035 Long ABS-O USGA US N 2 2047-03-20 Fixed 3.50000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 F 3 3/8 11/13/25 345397B28 1435000.00000000 PA USD 1499924.57000000 1.068491135528 Long DBT CORP US N 2 2025-11-13 Fixed 3.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2013-10 SJ 3136ACEL1 263709.72630000 PA USD 46092.95000000 0.032834923482 Long ABS-O USGSE US N 2 2043-02-25 Floating 6.06075100 N N N N N N Residential Asset Mortgage Products, Inc. N/A RAMP 2004-SL3 A3 76112BBR0 21344.35000000 PA USD 20919.42000000 0.014902225936 Long ABS-O CORP US N 2 2031-12-25 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2007-39 AI 31396VSJ8 373946.28000000 PA USD 74173.52000000 0.052838489478 Long ABS-O USGSE US N 2 2037-05-25 Floating 6.03074900 N N N N N N Novastar Mortgage Funding Trust N/A NHEL 2004-1 M5 66987XEE1 1842.51000000 PA USD 1842.94000000 0.001312842720 Long ABS-O CORP US N 2 2034-06-25 Floating 1.66425100 N N N N N N Structured Asset Securities Corp. N/A SASC 1995-2B 2A 863572GE7 14532.16000000 PA USD 14792.52000000 0.010537647564 Long ABS-O CORP US N 2 2026-09-25 Floating 4.02904800 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FHR 4419 EI 3137BFQ20 312056.24080000 PA USD 41124.55000000 0.029295617930 Long ABS-O USGSE US N 2 2037-10-15 Fixed 6.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 10YR NOTE (CBT)Sep21 N/A 150.00000000 NC USD 388731.25000000 0.276917855094 Long DIR CORP US N 1 INTERACTIVE BROKERS N/A Long N/A CBOT 10 Year US Treasury Note 2021-09-21 19779218.75000000 USD 388731.25000000 N N N Saxon Asset Securities Trust N/A SAST 2003-3 M2 805564PF2 25536.49000000 PA USD 25603.83000000 0.018239227450 Long ABS-O CORP US N 2 2033-12-25 Floating 2.48924900 N N N N N N New Century Home Equity Loan Trust 2005-1 N/A NCHET 2003-B M2 64352VET4 6612.91000000 PA USD 6624.50000000 0.004719050323 Long ABS-O CORP US N 2 2033-11-25 Floating 2.56425100 N N N N N N Vanguard Fixed Inc N/A VANG-ST IN G-ADM 922031836 675985.01400000 NS USD 7429075.30000000 5.292200195922 Long EC RF US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2014-68 IB 3136ALRF0 878271.93000000 PA USD 92923.63000000 0.066195378702 Long ABS-O USGSE US N 2 2043-02-25 Fixed 4.50000000 N N N N N N FORTRESS CREDIT BSL LIMITED N/A FCBSL 2017-1A C 34961LAE9 1000000.00000000 PA USD 1004120.00000000 0.715298182632 Long ABS-CBDO USGSE KY N 2 2029-10-26 Floating 2.62525000 N N N N N N Equity One, Inc. N/A EQABS 2002-5 M1 294751BP6 17896.64000000 PA USD 18555.83000000 0.013218491292 Long ABS-O CORP US N 2 2032-11-25 Fixed 5.80300000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 C 6 7/8 PERP 172967341 7400.00000000 NS USD 212528.00000000 0.151397135958 Long EP CORP US N 1 N N N Ginnie Mae 549300M8ZYFG0OCMTT87 GNR 2017-130 LI 38380GDT8 738390.76110000 PA USD 88887.33000000 0.063320066932 Long ABS-O USGA US N 2 2045-10-16 Fixed 4.50000000 N N N N N N Invesco Exchange Traded Fund Trust II O540V2L4S174Y60FMD36 INVESCO SENIOR LOAN ETF 46138G508 16900.00000000 NS USD 372307.00000000 0.265217823050 Long EC RF US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2010-150 SP 31397QBA5 1520267.11930000 PA USD 244667.38000000 0.174292049021 Long ABS-O USGSE US N 2 2040-10-25 Floating 6.51075100 N N N N N N Merrill Lynch Mortgage Investors, Inc. N/A MLMI 2003-OPT1 M2 5899295L8 19638.46000000 PA USD 19123.73000000 0.013623042379 Long ABS-O CORP US N 2 2034-07-25 Floating 2.26424900 N N N N N N Meritage Mortgage Loan Trust N/A MMLT 2003-1 M2 59001FAD3 7724.81000000 PA USD 7972.59000000 0.005679380091 Long ABS-O CORP US N 2 2033-11-25 Floating 2.41425000 N N N N N N BRAVO Mortgage Asset Trust 2006-1 N/A BMAT 2006-1A A2 105667AB5 3264.50000000 PA USD 3266.93000000 0.002327240859 Long ABS-O CORP US Y 2 2036-07-25 Floating 0.32924900 N N N N N N CROWN POINT CLO LTD N/A CRNPT 2018-4A B 22845XAE0 500500.00000000 PA USD 499487.99000000 0.355816885923 Long ABS-CBDO USGSE KY N 2 2031-04-20 Floating 1.63424900 N N N N N N ILFC E-Capital Trust I N/A AER Float 12/21/65 44965TAA5 500000.00000000 PA USD 411990.00000000 0.293486533743 Long DBT CORP US Y 2 2065-12-21 Floating 3.66000100 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 FHR 4689 HI 3137F1CM8 52941.38000000 PA USD 183.63000000 0.000130811262 Long ABS-O USGSE US N 2 2043-06-15 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNS 413 155 31395QNL0 576637.34000000 PA USD 113711.54000000 0.081003921748 Long ABS-MBS USGSE US N 2 2042-07-25 Fixed 4.50000000 N N N N N N Fidelity Adv Ii EIVUM2R16VT371T5KS40 FID-FLO RATE HI 315916783 796086.69100000 NS USD 7491175.76000000 5.336438281189 Long EC RF US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2015-40 LT 3136AN4R5 11774361.92220000 PA USD 19428.87000000 0.013840412900 Long ABS-O USGSE US N 2 2045-06-25 Floating 0.02999900 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CREDIT CO LLC 345397XZ1 250000.00000000 PA USD 255346.25000000 0.181899283518 Long DBT CORP US N 2 2023-05-04 Fixed 3.09600000 N N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 DAL 2.9 10/28/24 247361ZU5 1350000.00000000 PA USD 1369309.64000000 0.975445860009 Long DBT CORP US N 2 2024-10-28 Fixed 2.90000000 N N N N N N Pershing Square Holdings, Ltd. U7LC4KOKCTZ0YWGI2G56 PSHNA 5 1/2 07/15/22 71531QAA9 1000000.00000000 PA USD 1038081.31000000 0.739490971664 Long DBT CORP GG Y 2 2022-07-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2014-127 IB 38379EJ37 78368.13810000 PA USD 1111.85000000 0.000792041075 Long ABS-O USGA US N 2 2044-04-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2013-103 DS 38378VAL9 124891.34030000 PA USD 24382.61000000 0.017369275206 Long ABS-O USGA US N 2 2043-07-20 Floating 6.06637100 N N N N N N Nortonlifelock Inc YF6ZV0M6AU4FY94MK914 SYMC 3.95 06/15/22 871503AK4 230000.00000000 PA USD 234259.60000000 0.166877929076 Long DBT CORP US N 2 2022-06-15 Fixed 3.95000000 N N N N N N Credit Suisse First Boston Mortgage Securities Corp N/A WIFC 1997-WFC1 M3 22540ACY2 78196.65000000 PA USD 78207.40000000 0.055712077329 Long ABS-O CORP US N 2 2027-08-25 Fixed 7.25000000 N N N N N N Elevation CLO 2017-7 LTD 635400AGFHDDI7RPPD20 AWPT 2017-7A C 28622JAC1 1000000.00000000 PA USD 993802.00000000 0.707948018659 Long ABS-CBDO CORP KY Y 2 2030-07-15 Floating 2.02613000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 F 5.584 03/18/24 345397ZQ9 1655000.00000000 PA USD 1805687.75000000 1.286305586958 Long DBT CORP US N 2 2024-03-18 Fixed 5.58400000 N N N N N N Molson Coors Beverage Company 54930073LBBH6ZCBE225 TAP 3 1/2 05/01/22 60871RAC4 500000.00000000 PA USD 511904.17000000 0.364661716212 Long DBT CORP US N 2 2022-05-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2009-113 XI 31398GVZ9 790553.23000000 PA USD 140171.89000000 0.099853302566 Long ABS-O USGSE US N 2 2040-01-25 Floating 5.00000000 N N N N N N Carter Holt Harvey Ltd. N/A CARTER 9 1/2 12/01/24 146230AB3 775000.00000000 PA USD 828374.25000000 0.590103369681 Long DBT CORP NZ N 2 2024-12-01 Fixed 9.50000000 N N N N N N First Franklin Mortgage Loan Trust 2005-FF4 N/A FFML 2002-FF1 1A2 32027NAP6 22223.73000000 PA USD 22304.69000000 0.015889041370 Long ABS-O CORP US N 2 2032-04-25 Floating 0.85025200 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 FE 4 1/4 03/15/23 337932AF4 2150000.00000000 PA USD 2263629.76000000 1.612526643708 Long DBT CORP US N 2 2023-03-15 Fixed 4.25000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 F 5 1/8 06/16/25 345397A60 1400000.00000000 PA USD 1543500.00000000 1.099532670291 Long DBT CORP US N 2 2025-06-16 Fixed 5.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2017-99 DI 3136AY2Y8 625282.49040000 PA USD 42086.95000000 0.029981196318 Long ABS-O USGSE US N 2 2047-12-25 Fixed 3.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 GNR 2017-160 TI 38380HYT3 2013266.52090000 PA USD 25737.40000000 0.018334377809 Long ABS-O USGA US N 2 2040-06-20 Floating 0.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2012-149 GI 38378GX86 399989.41230000 PA USD 37985.95000000 0.027059794646 Long ABS-O USGA US N 2 2042-07-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2017-99 DI 38380F5B8 506137.00200000 PA USD 37656.09000000 0.026824814506 Long ABS-O USGA US N 2 2045-07-20 Fixed 4.00000000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 CCL 7.2 10/01/23 143658AF9 355000.00000000 PA USD 385430.48000000 0.274566507862 Long DBT CORP PA N 2 2023-10-01 Fixed 7.20000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 C 5.95 PERP 172967GD7 2308000.00000000 PA USD 2426850.46000000 1.728799071384 Long DBT CORP US N 2 2167-07-30 Fixed 5.95000000 N N N N N N Security National Mortgage Loan Tst N/A SNMLT 2007-1A 2A 81441XAD6 33322.88000000 PA USD 33336.86000000 0.023747953803 Long ABS-O CORP US Y 2 2037-04-25 Floating 0.43925000 N N N N N N Teva Pharmaceutical Finance Company B.V. 549300Q840R30TDKVK53 TEVA 3.65 11/10/21 88165FAF9 1543000.00000000 PA USD 1548169.05000000 1.102858729905 Long DBT CORP CW N 2 2021-11-10 Fixed 3.65000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 F 4.687 06/09/25 345397ZJ5 400000.00000000 PA USD 435000.00000000 0.309878012035 Long DBT CORP US N 2 2025-06-09 Fixed 4.68700000 N N N N N N CDC Mortgage Capital Trust N/A CDCMC 2004-HE3 M2 12506YDG1 190473.41000000 PA USD 187811.70000000 0.133790152259 Long ABS-O CORP US N 2 2034-11-25 Floating 1.88925100 N N N N N N Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation 549300T0G4GS0SINS786 IEP 4 3/4 09/15/24 451102BW6 444000.00000000 PA USD 463301.21000000 0.330038753858 Long DBT CORP US N 2 2024-09-15 Fixed 4.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2015-34 HI 3136AN3F2 3793945.31630000 PA USD 945873.06000000 0.673805203381 Long ABS-O USGSE US N 2 2045-06-25 Fixed 6.00000000 N N N N N N Denali Capital Clo Xi Ltd/Llc 254900ENG873HFQYVK56 DEN11 2015-1A DR 24823EAG9 1000000.00000000 PA USD 967397.00000000 0.689138067147 Long ABS-CBDO CORP KY Y 2 2028-10-20 Floating 5.74425000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 C 7 1/8 PERP 172967358 40000.00000000 NS USD 1132400.00000000 0.806680139836 Long EP CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2018-37 CI 3136B16S8 493574.59020000 PA USD 23841.38000000 0.016983722847 Long ABS-O USGSE US N 2 2047-10-25 Fixed 4.00000000 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 AAL 4.95 01/15/23 02377UAB0 911274.84000000 PA USD 930284.58000000 0.662700543167 Long ABS-O CORP US Y 2 2023-01-15 Fixed 4.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNS 408 9 3136FG5X1 745808.03000000 PA USD 135142.62000000 0.096270635464 Long ABS-MBS USGSE US N 2 2040-10-25 Floating 4.50000000 N N N N N N CIT Group, Inc. N8O96ZZJQRFYQUJY7K79 CIT 5.8 PERP 125581GU6 3704000.00000000 PA USD 3808638.00000000 2.713133728742 Long DBT CORP US N 2 2165-12-15 Fixed 5.80000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FHR 4493 HI 3137BKL99 533460.54000000 PA USD 16136.11000000 0.011494771698 Long ABS-O USGSE US N 2 2041-06-15 Fixed 3.00000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 BK 3.7 PERP 064058AJ9 2025000.00000000 PA USD 2126148.75000000 1.514590225153 Long DBT CORP US N 2 2170-03-20 Fixed 3.70000000 N N N N N N Cathedral Lake CLO 549300V711IFCX6W8E15 CATLK 2013-1A BR 14918JAS9 2000000.00000000 PA USD 1995082.00000000 1.421223089673 Long ABS-CBDO CORP KY Y 2 2029-10-15 Floating 2.42613000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2011-157 AI 38378ATU5 104303.92500000 PA USD 6316.29000000 0.004499492847 Long ABS-O USGA US N 2 2026-12-16 Fixed 4.00000000 N N N N N N Sound Point CLO II Ltd / LLC 549300Q00FJ0WHHYC788 SNDPT 2013-1A A3R 83608GAS5 2000000.00000000 PA USD 1976990.00000000 1.408335013825 Long ABS-CBDO CORP KY Y 2 2031-01-26 Floating 1.97525200 N N N N N N Bcap Llc Tr 07-Aa2 N/A BCAP 2007-AA2 21IO 05530NBF3 10238694.73960000 PA USD 125993.28000000 0.089752981922 Long ABS-O CORP US N 2 2037-04-25 Floating 0.41746700 N N N N N N Impac CMB Trust N/A IMM 2004-4 1M3 45254NHX8 47998.44000000 PA USD 46328.78000000 0.033002920106 Long ABS-O CORP US N 2 2034-09-25 Floating 0.98925100 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2012-108 PS 38378HPT7 444648.76800000 PA USD 79890.84000000 0.056911298112 Long ABS-O USGA US N 2 2042-03-16 Floating 6.65887000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FHR 4669 TI 3137BW5Y6 6462642.15060000 PA USD 19528.17000000 0.013911150570 Long ABS-O USGSE US N 2 2040-09-15 Floating 0.10000100 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2014-91 SB 38379CPE0 544866.72750000 PA USD 104187.51000000 0.074219352822 Long ABS-O USGA US N 2 2044-06-16 Floating 5.50887100 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNS 417 C24 31395QE71 1534964.49070000 PA USD 275621.46000000 0.196342597929 Long ABS-MBS USGSE US N 2 2042-12-25 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FHR 4843 IP 3137FJP29 72490.96080000 PA USD 771.23000000 0.000549395906 Long ABS-O USGSE US N 2 2046-07-15 Fixed 4.50000000 N N N N N N Meritage Mortgage Loan Trust N/A MMLT 2003-1 M3 59001FAE1 28884.35000000 PA USD 29624.21000000 0.021103198397 Long ABS-O CORP US N 2 2033-11-25 Floating 2.78925100 N N N N N N Bear Stearns Asset Backed Securities Trust N/A BSABS 2003-SD3 M2 07384YND4 9508.59000000 PA USD 9505.59000000 0.006771432948 Long ABS-O CORP US N 2 2033-10-25 Floating 2.93924900 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2017-47 AI 3136AWWP8 845660.06000000 PA USD 35637.30000000 0.025386702708 Long ABS-O USGSE US N 2 2041-10-25 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FHR 4416 DS 3137BFM32 529134.92000000 PA USD 98782.29000000 0.070368872757 Long ABS-O USGSE US N 2 2044-12-15 Floating 6.00687000 N N N N N N HALCYON LOAN ADVISORS FUNDING LTD 549300SL5F4XH94OUB49 HLA 2015-1A CR 40538HAU3 1000000.00000000 PA USD 995857.00000000 0.709411925130 Long ABS-CBDO CORP KY Y 2 2027-04-20 Floating 2.13424900 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNS 409 C13 3136FLFG6 350358.72000000 PA USD 32836.41000000 0.023391451616 Long ABS-MBS USGSE US N 2 2041-11-25 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FHR 2433 SA 3133TVPR1 33326.70000000 PA USD 48090.39000000 0.034257826324 Long ABS-O USGSE US N 2 2032-02-15 Floating 20.68786100 N N N N N N Viacom Inc X0ST5BPF0CZG9FE5OV61 VIAC 5 7/8 02/28/57 92553PBD3 120000.00000000 PA USD 122524.80000000 0.087282164250 Long DBT CORP US N 2 2057-02-28 Fixed 5.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2018-120 JI 38380YVE2 404464.81360000 PA USD 56208.27000000 0.040040705672 Long ABS-O USGA US N 2 2048-09-20 Fixed 5.50000000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 FE 3.60 07/15/22 337932AG2 300000.00000000 PA USD 303841.01000000 0.216445168169 Long DBT CORP US N 2 2022-07-15 Fixed 3.60000000 N N N N N N Novastar Mortgage Funding Trust N/A NHEL 2004-2 M5 66987XEX9 172480.31300000 PA USD 177850.52000000 0.126694173740 Long ABS-O CORP US N 2 2034-09-25 Floating 2.33925100 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2012-69 QI 38378EQG1 563634.29130000 PA USD 55551.46000000 0.039572818368 Long ABS-O USGA US N 2 2041-03-16 Fixed 4.00000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPM FLOAT PERP 46625HKK5 1420000.00000000 PA USD 1426948.05000000 1.016505344855 Long DBT CORP US N 2 2049-12-29 Floating 3.97563100 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNS 409 64 3136FLCR5 231014.99000000 PA USD 34174.05000000 0.024344337188 Long ABS-MBS USGSE US N 2 2041-11-25 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2007-92 SK 31396XNB6 278551.70000000 PA USD 53931.73000000 0.038418982248 Long ABS-O USGSE US N 2 2037-09-25 Floating 6.36075000 N N N N N N Aames Mortgage Trust 1997-D 549300XS7IY9BNXQ6U11 AMT 2001-1 M2 00253CGQ4 56455.65000000 PA USD 61001.76000000 0.043455411768 Long ABS-O CORP US N 2 2031-06-25 Fixed 8.08800000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FHS 303 141 31325UAC0 470375.13000000 PA USD 82687.30000000 0.058903393435 Long ABS-MBS USGSE US N 2 2043-01-15 Floating 4.50000000 N N N N N N Merrill Lynch Mortgage Investors, Inc. N/A CBASS 2004-CB6 M2 59020UJD8 142562.21000000 PA USD 143482.73000000 0.102211823296 Long ABS-O CORP US N 2 2035-07-25 Floating 1.81424900 N N N N N N Oaktree CLO Ltd. 549300WKJOWIWEB9HY39 OAKCL 2014-1A DR 673899AG5 2450000.01000000 PA USD 2296933.81000000 1.636251224873 Long ABS-CBDO CORP KY Y 2 2029-05-13 Floating 6.46025000 N N N N N N SBA Communications Corporation 5299001HX8ZN8Y8QIT49 SBAC 4 7/8 09/01/24 78388JAV8 1000000.00000000 PA USD 1017850.00000000 0.725078930000 Long DBT CORP US N 2 2024-09-01 Fixed 4.87500000 N N N N N N Long Beach Mortgage Loan Trust N/A LBMLT 2004-1 M2 542514EV2 5845.57000000 PA USD 5849.40000000 0.004166897571 Long ABS-O CORP US N 2 2034-02-25 Floating 0.91424900 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 F 3.37 11/17/23 345397A78 150000.00000000 PA USD 155625.00000000 0.110861530167 Long DBT CORP US N 2 2023-11-17 Fixed 3.37000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2016-54 PI 38379WMH2 215784.90840000 PA USD 7515.87000000 0.005354029550 Long ABS-O USGA US N 2 2046-04-20 Fixed 3.00000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 TMUS 4 04/15/22 87264AAR6 500000.00000000 PA USD 509220.00000000 0.362749612157 Long DBT CORP US N 2 2022-04-15 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FHR 4291 MS 3137B7AC3 523081.89000000 PA USD 98976.67000000 0.070507341925 Long ABS-O USGSE US N 2 2054-01-15 Floating 5.80686800 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2012-149 CS 38378GR91 430015.63830000 PA USD 73879.22000000 0.052628840975 Long ABS-O USGA US N 2 2042-12-20 Floating 6.11637100 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FHR 4591 QI 3137BQQ91 208995.53030000 PA USD 14321.65000000 0.010202217082 Long ABS-O USGSE US N 2 2046-04-15 Fixed 3.50000000 N N N N N N Arch Str Clo Ltd 5493005A489KGIV6GS45 ARCHS 2016-2A ER 03940BAG7 2000000.00000000 PA USD 1970112.00000000 1.403435379419 Long ABS-CBDO CORP KY Y 2 2028-10-20 Floating 6.43425100 N N N N N N Banc America Mortgage Securitites Inc 549300IE5TDZLY0T0V30 BOAMS 2004-A 2A4 05948XT43 6018.86000000 PA USD 6165.28000000 0.004391918873 Long ABS-O CORP US N 2 2034-02-25 Floating 2.45783900 N N N N N N Cablevision Systems Corporation N/A CVC 5 7/8 09/15/22 12686CBB4 765000.00000000 PA USD 801207.45000000 0.570750739848 Long DBT CORP US N 2 2022-09-15 Fixed 5.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2016-62 MI 38379W4H2 71180.61600000 PA USD 1294.11000000 0.000921876400 Long ABS-O USGA US N 2 2043-07-20 Fixed 3.00000000 N N N N N N Bear Stearns Asset Backed Securities I Trust N/A BSABS 2004-HE7 M4 073879EX2 178832.57000000 PA USD 180935.80000000 0.128892013816 Long ABS-O CORP US N 2 2034-08-25 Floating 2.78925100 N N N N N N Mountain View Clo Ix Limited 549300URXZ1TS31FK720 MVW 2015-9A CR 62432BAU7 1500000.00000000 PA USD 1448253.00000000 1.031682208194 Long ABS-CBDO CORP KY Y 2 2031-07-15 Floating 3.24613100 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNS 409 83 3136FLDL7 515930.70070000 PA USD 81545.75000000 0.058090195172 Long ABS-MBS USGSE US N 2 2040-11-25 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2009-31 PI 31397ND85 353565.54700000 PA USD 29746.14000000 0.021190056848 Long ABS-O USGSE US N 2 2038-11-25 Fixed 5.00000000 N N N N N N Asset Backed Secs Corp Home Equity Loan N/A ABSHE 2003-HE6 M2 04541GGC0 94534.83000000 PA USD 95875.55000000 0.068298218015 Long ABS-O CORP US N 2 2033-11-25 Floating 2.56425100 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FHR 4795 WI 3137F5S34 779148.79000000 PA USD 13039.37000000 0.009288767939 Long ABS-O USGSE US N 2 2044-12-15 Fixed 4.50000000 N N N N N N Deutsche Mortgage Securities Inc Mortgage Loan Trust 529900RSBMUF46QF5O69 DMSI 2004-4 7AR2 251563FE7 7111.88000000 PA USD 6925.99000000 0.004933820718 Long ABS-O CORP US N 2 2034-06-25 Floating 0.53925100 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2012-84 KI 3136A7R95 222668.71350000 PA USD 43462.64000000 0.030961187312 Long ABS-O USGSE US N 2 2042-08-25 Floating 6.00000100 N N N N N N Ameriquest Mortgage Securities N/A AMSI 2003-11 AF6 03072SLU7 1335.54000000 PA USD 1563.99000000 0.001114128993 Long ABS-O CORP US N 2 2033-12-25 Floating 5.07071200 N N N N N N Zais CLO 1 Limited 549300WI0XKEGSMH8O21 ZAIS1 2014-1A BR 98886MAS3 1800000.00000000 PA USD 1802250.00000000 1.283856660209 Long ABS-CBDO CORP KY Y 2 2028-04-15 Floating 2.72612900 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNS 413 126 31395QMF4 267882.57820000 PA USD 39539.65000000 0.028166593422 Long ABS-MBS USGSE US N 2 2042-07-25 Floating 4.00000000 N N N N N N Carrington Mtg Ln N/A CARR 2004-NC2 M2 144531AR1 22353.42970000 PA USD 27049.38000000 0.019268984140 Long ABS-O CORP US N 2 2034-08-25 Floating 1.88925100 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2019-10 JI 38381BLX0 898594.23500000 PA USD 51336.51000000 0.036570242904 Long ABS-O USGA US N 2 2046-03-20 Fixed 4.50000000 N N N N N N Service Properties Trust 529900IS770AG1K9QG27 SVC 4.65 03/15/24 44106MAS1 2042000.00000000 PA USD 2084289.82000000 1.484771461902 Long DBT CORP US N 2 2024-03-15 Fixed 4.65000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2007-26 SD 38375KAK8 1242941.88800000 PA USD 304175.22000000 0.216683247089 Long ABS-O USGA US N 2 2037-05-16 Floating 6.70887000 N N N N N N Structured Asset Securities Corp. N/A SASC 2005-WF1 M7 86359BW56 109279.16000000 PA USD 109958.71000000 0.078330543588 Long ABS-O CORP US N 2 2035-02-25 Floating 1.99424900 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FHR 4558 DI 3137BNC44 445801.23000000 PA USD 13011.87000000 0.009269177950 Long ABS-O USGSE US N 2 2043-07-15 Fixed 3.50000000 N N N N N N Morgan Stanley ML N/A MSM 2004-7AR 2A6 61748HCK5 8779.68000000 PA USD 9057.00000000 0.006451873919 Long ABS-O CORP US N 2 2034-09-25 Floating 2.52864700 N N N N N N Steele Creek CLO 2014-1 Ltd./LLC N/A STCR 2014-1RA B 85816WAE4 520000.00000000 PA USD 517154.04000000 0.368401530646 Long ABS-CBDO CORP KY Y 2 2031-04-21 Floating 1.63424900 N N N N N N Terwin Mtg Tst N/A TMTS 2003-2HE M2 881561AT1 114759.45000000 PA USD 115261.30000000 0.082107913812 Long ABS-O CORP US N 2 2034-07-25 Floating 3.31425000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FHR 4091 ES 3137ATDJ8 386792.50000000 PA USD 81037.90000000 0.057728421497 Long ABS-O USGSE US N 2 2042-08-15 Floating 6.45687000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2018-31 IO 3136B1YP3 628975.00000000 PA USD 77835.03000000 0.055446814627 Long ABS-O USGSE US N 2 2047-12-25 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2013-181 SA 38378YFA2 259414.18200000 PA USD 49040.44000000 0.034934607026 Long ABS-O USGA US N 2 2043-11-20 Floating 6.01637000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2015-22 BS 3136ANEX1 247254.53780000 PA USD 46721.46000000 0.033282650906 Long ABS-O USGSE US N 2 2045-04-25 Fixed 4.59787000 N N N N N N DCP Midstream, LLC VQOHU6HCVU6YY1KUKU03 DCP 5.85 05/21/43 23311RAH9 300000.00000000 PA USD 278992.50000000 0.198744002926 Long DBT CORP US Y 2 2043-05-21 Fixed 5.85000000 N N N N N N Banc of America Funding Corporation N/A BAFC 2004-D 1A1 05946XMY6 1807.09000000 PA USD 1813.20000000 0.001291657037 Long ABS-O CORP US N 2 2034-06-25 Floating 2.22373800 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FHR 4325 GI 3137B9U37 189027.40000000 PA USD 6427.16000000 0.004578472560 Long ABS-O USGSE US N 2 2033-04-15 Fixed 3.50000000 N N N N N N AMMC CLO XI, Limited 5493004OOK6VXHQ8DQ60 AMMC 2012-11A CR2 00176ABC8 1000000.00000000 PA USD 994798.00000000 0.708657532452 Long ABS-CBDO CORP KY Y 2 2031-04-30 Floating 2.08550200 N N N N N N Residential Asset Mortgage Products, Inc. N/A RAMP 2002-RS3 MII1 760985MD0 215578.31000000 PA USD 195411.97000000 0.139204305267 Long ABS-O CORP US N 2 2032-06-25 Floating 1.06425000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FHR 4663 JI 3137BWT95 21433.72000000 PA USD 4.50000000 0.000003205634 Long ABS-O USGSE US N 2 2043-03-15 Fixed 3.50000000 N N N N N N Energy Transfer LP 5493008K8W3OKZE54J59 ETP 4.2 09/15/23 29278NAC7 500000.00000000 PA USD 533937.43000000 0.380357400827 Long DBT CORP US N 2 2023-09-15 Fixed 4.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2013-90 AI 38378TXG0 663683.33840000 PA USD 37679.43000000 0.026841441064 Long ABS-O USGA US N 2 2039-10-20 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FHS 303 175 31325UBE5 307573.83000000 PA USD 46255.69000000 0.032950853477 Long ABS-MBS USGSE US N 2 2040-12-15 Floating 4.50000000 N N N N N N Telecom Italia S.p.A. 549300W384M3RI3VXU42 TITIM 5.303 05/30/24 87927YAA0 1540000.00000000 PA USD 1671909.47000000 1.191006857165 Long DBT CORP IT Y 2 2024-05-30 Fixed 5.30300000 N N N N N N Bear Stearns Arm Trust N/A BSARM 2003-4 3A1 07384MVR0 11008.40000000 PA USD 11493.47000000 0.008187525597 Long ABS-O CORP US N 2 2033-07-25 Floating 2.18668000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2013-103 JS 3136AGNX6 2130657.71600000 PA USD 370819.46000000 0.264158154227 Long ABS-O USGSE US N 2 2043-10-25 Floating 5.91075000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2010-98 YS 38377JMP5 1955684.16060000 PA USD 84395.01000000 0.060119903274 Long ABS-O USGA US N 2 2039-12-20 Floating 6.51637100 N N N N N N Impac CMB Trust N/A IMM 2004-6 M1 45254NJX6 45914.16000000 PA USD 45507.06000000 0.032417556980 Long ABS-O CORP US N 2 2034-10-25 Floating 0.91424900 N N N N N N CWABS Inc. N/A CWL 2003-SD2 M2 126671ZG4 25530.63390000 PA USD 29317.81000000 0.020884930298 Long ABS-O CORP US Y 2 2032-03-25 Floating 3.46425100 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2014-132 SL 38379EW73 518702.76230000 PA USD 56507.89000000 0.040254143948 Long ABS-O USGA US N 2 2043-10-20 Floating 6.01637000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 FHR 5112 IB 3137H0R91 1912565.14000000 PA USD 327354.27000000 0.233195150388 Long ABS-O USGSE US N 2 2032-05-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2017-60 SU 38376UFJ3 1126383.10800000 PA USD 213520.00000000 0.152103800298 Long ABS-O USGA US N 2 2040-01-16 Floating 6.30887000 N N N N N N Bear Stearns Asset Backed Securities Trust N/A BSABS 2003-AC5 A2 07384YMB9 12905.03000000 PA USD 13283.47000000 0.009462655808 Long ABS-O CORP US N 2 2033-10-25 Fixed 5.50000000 N N N N N N American Airlines Group Inc N/A AAL 5 06/01/22 02376RAC6 1000000.00000000 PA USD 998750.00000000 0.711472792001 Long DBT CORP US Y 2 2022-06-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2019-22 CI 38381RDY2 3678089.50150000 PA USD 196764.92000000 0.140168097121 Long ABS-O USGA US N 2 2045-10-20 Floating 1.00000100 N N N N N N Halcyon Loan Advisors Funding 2015-3 Limited 549300Q8TB5ELPAK8181 HLA 2015-3A D 40538NAA4 2131438.39000000 PA USD 1766845.20000000 1.258635581955 Long ABS-CBDO CORP KY Y 2 2027-10-18 Floating 6.08388100 N N N N N N Securitized Asset Backed Receivables Llc Trust N/A SABR 2004-OP1 M3 81375WAD8 260478.75000000 PA USD 261423.66000000 0.186228607034 Long ABS-O CORP US N 2 2034-02-25 Floating 2.11425100 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2019-22 HI 38381REQ8 330402.28690000 PA USD 37592.61000000 0.026779593687 Long ABS-O USGA US N 2 2040-10-16 Fixed 5.00000000 N N N N N N Kvk Clo Ltd 549300MXPW1QT1VNHC87 KVK 2018-1A B 48273LAC6 500000.00000000 PA USD 500310.00000000 0.356402455635 Long ABS-CBDO CORP US Y 2 2029-05-20 Floating 1.80524900 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2009-87 IW 38376KXJ5 4436325.50490000 PA USD 756533.24000000 0.538926474597 Long ABS-O USGA US N 2 2034-07-20 Floating 6.76636900 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 FNR 2018-2 LI 3136B0ZQ2 375072.02000000 PA USD 25802.93000000 0.018381058972 Long ABS-O USGSE US N 2 2047-12-25 Fixed 3.50000000 N N N N N N CWABS Inc. N/A CWL 2004-6 2A3 126673BA9 25192.23000000 PA USD 25153.35000000 0.017918322055 Long ABS-O CORP US N 2 2034-11-25 Floating 1.28925000 N N N N N N Impac CMB Trust N/A IMM 2004-5 1A3 45254NJJ7 7513.56000000 PA USD 7563.62000000 0.005388044895 Long ABS-O CORP US N 2 2034-10-25 Floating 1.00924900 N N N N N N Chase Mortgage Financial Trust N/A CHASE 2007-A1 7A1 161630AU2 9651.88000000 PA USD 9917.10000000 0.007064577547 Long ABS-O CORP US N 2 2037-02-25 Floating 2.85791800 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GNR 2019-21 SI 38381B7A6 15834608.93940000 PA USD 135740.60000000 0.096696614437 Long ABS-O USGA US N 2 2043-10-20 Floating 0.26140000 N N N N N N 2021-08-27 Two Roads Shared Trust Laura Szalyga Laura Szalyga Treasurer XXXX NPORT-EX 2 anfielduniversalnport.htm ANFIELD NQ 7.31.21

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.