# EDGAR Filing Document

**Accession Number:** 0001355064
**File Stem:** 0000910472-25-000337
**Filing Date:** 2025-8
**Character Count:** 64454
**Document Hash:** 1f0b4d45d260daf3edee4d3f1ab56527
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-25-000337.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0000910472-25-000337

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20250630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MUTUAL FUND SERIES TRUST
- **CENTRAL INDEX KEY:** 0001355064

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** OH
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21872
- **FILM NUMBER:** 251269084

**BUSINESS ADDRESS:**
- **STREET 1:** C/O GEMINI FUND SERVICES LLC
- **STREET 2:** 4221 NORTH 203RD STREET, SUITE 100
- **CITY:** ELKHORN
- **STATE:** NE
- **ZIP:** 68022-3474
- **BUSINESS PHONE:** 631 549 1859

**MAIL ADDRESS:**
- **STREET 1:** C/O GEMINI FUND SERVICES LLC
- **STREET 2:** 4221 NORTH 203RD STREET, SUITE 100
- **CITY:** ELKHORN
- **STATE:** NE
- **ZIP:** 68022-3474

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CATALYST FUNDS
- **DATE OF NAME CHANGE:** 20060303

## Series and Classes Contracts Data

### Catalyst Enhanced Income Strategy Fund (Series ID: S000063591)

| Class ID   | Class Name                                     | Ticker Symbol   |
|:---|:---|:---|
| C000206024 | Catalyst Enhanced Income Strategy Fund Class I | EIXIX           |
| C000206025 | Catalyst Enhanced Income Strategy Fund Class A | EIXAX           |
| C000206026 | Catalyst Enhanced Income Strategy Fund Class C | EIXCX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MUTUAL FUND SERIES TRUST

- **b. Investment Company Act file number:** 811-21872

- **c. CIK number of Registrant:** 0001355064

- **d. LEI of Registrant:** 5493002ZGLQMLR4QMA96

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

  - **Street Address 1:** C/O GEMINI FUND SERVICES LLC

  - **City:** ELKHORN

  - **State:** NE

  - **Foreign country:** US

  - **Zip / Postal Code:** 68022

  - **Telephone number:** 631-470-2600

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

- **a. Name of Series:** Catalyst Enhanced Income Strategy Fund

- **b. EDGAR series identifier (if any):** S000063591

- **c. LEI of Series:** 549300TB16B3IVRO3396

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

- **a. Date of fiscal year-end:** 2025-06-30

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $77027896.16

**Total Liabilities:** $169553.46

**Net Assets:** $76858342.70

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.21348200 | **1-Year:** 367.42760700 | **5-Year:** 2524.24272400 | **10-Year:** 2093.34770900 | **30-Year:** 828.63449800

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

- **3-Month:** 167.88995000 | **1-Year:** 694.54077000 | **5-Year:** 3504.13864900 | **10-Year:** 12974.93673700 | **30-Year:** 1603.39038500

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000206025 | -1.79%               | -1.46%               | 1.49%                |
| Class ID C000206026 | -1.74%               | -1.53%               | 1.44%                |
| Class ID C000206024 | -1.77%               | -1.44%               | 1.51%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4073870.50             | $1702117.93                                |
| Month 2  | $-22592.08               | $-2403178.11                               |
| Month 3  | $-1061386.46             | $4880394.95                                |

### Schedule of Portfolio Investments

| Name                                                                     | Title              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Structured Asset Securities Corp.                                        | SASC 1998-RF1 A    | CUSIP: 863572SK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1354226 | PA      | $1352675.54   | 1.76%             | 2027-04-15      | Floating      | 4.08%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FNR 2010-27 SG     | CUSIP: 31398PEZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2261220 | PA      | $147408.28    | 0.19%             | 2040-04-25      | Floating      | 0.58%                 | No            |                  2 | On Loan: No      |
| Rali Ser 2006-Qs17                                                       | RALI 2006-QS17 A4  | CUSIP: 74922SAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67828 | PA      | $56751.06     | 0.07%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | GNR 2016-1 ST      | CUSIP: 38379TYF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    188219 | PA      | $22208.69     | 0.03%             | 2046-01-20      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | GNR 2015-3 DS      | CUSIP: 38379H8F5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2317068 | PA      | $41025.31     | 0.05%             | 2041-11-20      | Floating      | 1.17%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp                                              | GSMPS 1999-2 A     | CUSIP: 36228FCG9<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |    125312 | PA      | $124815.79    | 0.16%             | 2027-09-19      | Floating      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FHR 4205 AI        | CUSIP: 3137B26D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    102910 | PA      | $2281.18      | 0.00%             | 2028-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FNR 2017-38 S      | CUSIP: 3136AWJB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    522564 | PA      | $65196.09     | 0.08%             | 2047-05-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                                         | WFRBS 2011-C4 E    | CUSIP: 92936CAY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $136881.42    | 0.18%             | 2044-06-15      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| IndyMac INDA Mortgage Loan Trust                                         | INDA 2006-AR1 A3   | CUSIP: 45662BAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    481129 | PA      | $377023.93    | 0.49%             | 2036-08-25      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| GSR Mtg Loan Trust                                                       | GSR 2004-2F 6A1    | CUSIP: 36229RLK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9640 | PA      | $9800.75      | 0.01%             | 2034-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cwalt Incorporation                                                      | CWALT 2005-43 4A3  | CUSIP: 12667G5Y5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2149284 | PA      | $1844439.74   | 2.40%             | 2035-10-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Wfrbs Coml Mtg Tr                                                        | WFRBS 2014-C22 E   | CUSIP: 92890KAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $876928.50    | 1.14%             | 2057-09-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch Alternative Note Asset Trust Series 2007-A2                | MANA 2007-A2 A3D   | CUSIP: 59024FAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    685659 | PA      | $25350.60     | 0.03%             | 2037-03-25      | Floating      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | GNR 2024-4 IC      | CUSIP: 38384HZM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      4105 | PA      | $21.35        | 0.00%             | 2052-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Thornburg Mtg Se 3                                                       | TMST 2006-3 A1     | CUSIP: 885221AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5277789 | PA      | $3176344.13   | 4.13%             | 2046-06-25      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loan Trust                                             | MALT 2005-5 2A3    | CUSIP: 576434S96<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88209 | PA      | $85621.06     | 0.11%             | 2025-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Inc                                             | MSC 2006-T21 C     | CUSIP: 617451CW7<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-O            | CORP              | US        |   4469433 | PA      | $3546878.76   | 4.61%             | 2052-10-12      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Corp                                              | GSR 2004-6F 1A2    | CUSIP: 36228F2E5<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |     31681 | PA      | $31633.58     | 0.04%             | 2034-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RES Asst Sec 08-A8                                                       | RAST 2007-A8 3A1   | CUSIP: 761128AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2413092 | PA      | $947603.75    | 1.23%             | 2037-08-25      | Floating      | 0.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                       | MSM 2006-15XS A6B  | CUSIP: 61750YAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5827783 | PA      | $4583658.25   | 5.96%             | 2036-11-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Banc America Mortgage Trust                                              | BOAMS 2007-2 A6    | CUSIP: 05952FAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175899 | PA      | $137423.49    | 0.18%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FHR 4239 NI        | CUSIP: 3137B4AG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   5250294 | PA      | $995117.06    | 1.29%             | 2043-07-15      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FNR 2012-88 SB     | CUSIP: 3136A7NR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2412726 | PA      | $270069.46    | 0.35%             | 2042-07-25      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Arm Trust                                                   | BSARM 2006-2 3A2   | CUSIP: 07388DAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48254 | PA      | $41011.58     | 0.05%             | 2036-07-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FNR 2021-80 IA     | CUSIP: 3136BJUS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |  10514851 | PA      | $1338744.53   | 1.74%             | 2051-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bayview Financial Trust 2007 A                                           | BAYV 2007-A 2A     | CUSIP: 07325VAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    429615 | PA      | $409296.94    | 0.53%             | 2037-05-28      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FNR 2018-28 ID     | CUSIP: 3136B1P99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |  12045727 | PA      | $978776.73    | 1.27%             | 2048-05-25      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FHR 4580 MI        | CUSIP: 3137BPN70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    308890 | PA      | $3402.95      | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chaseflex Trust Series 2006-1                                            | CFLX 2006-1 A4     | CUSIP: 16165LAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80978 | PA      | $71875.79     | 0.09%             | 2036-06-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates                     | WAMU 2005-AR18 2A1 | CUSIP: 92922F8Q4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49512 | PA      | $46286.45     | 0.06%             | 2036-01-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                       | MSM 2006-2 2A4     | CUSIP: 61748HVL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    151486 | PA      | $142368.33    | 0.19%             | 2036-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Indymac Indx Mortgage Loan Trust 2004-Ar14                               | INDX 2005-AR3 3A1  | CUSIP: 45660LFK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123613 | PA      | $116122.20    | 0.15%             | 2035-04-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FHR 4672 AI        | CUSIP: 3137BXJJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     67702 | PA      | $376.36       | 0.00%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Thornburg Mortgage Securities Trust 2006-5                               | TMST 2006-4 A2B    | CUSIP: 88522AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9392 | PA      | $7534.70      | 0.01%             | 2036-07-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Banc America Funding 2006-5 Trust                                        | BAFC 2006-5 4A8    | CUSIP: 05950NBR8<br>LEI: 54930023UHZHF7UJ8596 | Long             | ABS-O            | CORP              | US        |     29581 | PA      | $25746.06     | 0.03%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | GNR 2011-100 SA    | CUSIP: 38377XAN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2121913 | PA      | $187933.36    | 0.24%             | 2041-07-20      | Floating      | 1.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FNR 2016-64 SA     | CUSIP: 3136ATTW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1957749 | PA      | $219583.11    | 0.29%             | 2046-09-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FHR 5050 GL        | CUSIP: 3137F7P58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    399000 | PA      | $171360.64    | 0.22%             | 2050-12-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | GNR 2018-120 JS    | CUSIP: 38380YVK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1959735 | PA      | $206243.06    | 0.27%             | 2048-09-20      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | GNR 2018-154 DI    | CUSIP: 38381AYL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    143048 | PA      | $1716.45      | 0.00%             | 2045-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | GNR 2014-3 SE      | CUSIP: 38378YYZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1411938 | PA      | $153477.90    | 0.20%             | 2044-01-16      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | GNR 2022-93 AS     | CUSIP: 38383R2Z9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |  15956711 | PA      | $693563.23    | 0.90%             | 2052-05-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I Inc. Trust 2004-NC1                         | MSAC 2004-NC8 M4   | CUSIP: 61744CHS8<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-O            | CORP              | US        |     39783 | PA      | $43852.25     | 0.06%             | 2034-09-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Chec Loan Trust                                                          | CHEC 2004-2 M1     | CUSIP: 162765AT8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85834 | PA      | $88071.20     | 0.11%             | 2034-06-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust                                      | MABS 2003-OPT2 M4  | CUSIP: 57643LBJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    927142 | PA      | $798956.45    | 1.04%             | 2033-05-25      | Floating      | 1.92%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust 2004-8                                            | GSR 2006-3F 2A5    | CUSIP: 362334JT2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    567738 | PA      | $509124.61    | 0.66%             | 2036-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| First American Funds Inc.                                                | FIRST AM-TR OB-X   | CUSIP: 31846V328<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |   2999169 | PA      | $2999168.55   | 3.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Indymac Home Equity Mortgage Loan Asset-Backed Trust Series Inabs 2006-D | INABS 2006-D 2A3   | CUSIP: 43709LAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     66974 | PA      | $60680.94     | 0.08%             | 2036-11-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | GNR 2010-147 S     | CUSIP: 38377MF50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   4814047 | PA      | $589402.11    | 0.77%             | 2040-11-20      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| CWMBS Inc                                                                | CWHL 2005-HYB2 1A4 | CUSIP: 12669GZP9<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-O            | CORP              | US        |     65832 | PA      | $64026.22     | 0.08%             | 2035-05-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Banc Amer Fdg 07-A                                                       | BAFC 2007-A 2A2    | CUSIP: 05952DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111296 | PA      | $98014.31     | 0.13%             | 2047-02-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018 C5                              | CGCMT 2015-GC35 D  | CUSIP: 17324KAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4565000 | PA      | $2774719.30   | 3.61%             | 2048-11-10      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Cwalt Incorporation                                                      | CWALT 2005-3CB 2A1 | CUSIP: 12667FY58<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    202488 | PA      | $184482.20    | 0.24%             | 2035-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc.                                       | CMLTI 2007-6 1A1A  | CUSIP: 17312VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250051 | PA      | $222978.90    | 0.29%             | 2037-03-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Mortgage Products, Inc.                                | GMACM 2005-AR1 4A  | CUSIP: 76112BKP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12904 | PA      | $13038.91     | 0.02%             | 2035-03-18      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Novastar Mortgage Funding Trust Series 2005-1                            | NHEL 2004-1 M4     | CUSIP: 66987XED3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    167479 | PA      | $162956.98    | 0.21%             | 2034-06-25      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corp Alternative Loan Trust Series 2004-Ap2      | NAA 2005-AP3 A3    | CUSIP: 65535VPD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1279163 | PA      | $555804.85    | 0.72%             | 2035-08-25      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| Park Place Securities Inc.                                               | PPSI 2004-WCW2 M6  | CUSIP: 70069FBC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3173453 | PA      | $2807985.05   | 3.65%             | 2034-10-25      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| Indymac Indx Mortgage Loan Trust 2004-Ar14                               | INDX 2005-AR5 4A1  | CUSIP: 45660LGV5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77189 | PA      | $53189.83     | 0.07%             | 2035-05-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                           | SARM 2005-7 3A1    | CUSIP: 863579PK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30334 | PA      | $29916.26     | 0.04%             | 2035-04-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corp Mortgage Loan Trust                     | SASC 2007-BNC1 A4  | CUSIP: 86364XAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12206000 | PA      | $1480346.12   | 1.93%             | 2037-10-25      | Floating      | 1.55%                 | No            |                  2 | On Loan: No      |
| Mastr Adjustable Rate Mortgages Trust 2002-3                             | MARM 2004-4 4A1    | CUSIP: 576433ME3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15716 | PA      | $15328.15     | 0.02%             | 2034-05-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I Inc                                         | MSAC 2004-HE1 B1   | CUSIP: 61746REZ0<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-O            | CORP              | US        |     58606 | PA      | $63964.00     | 0.08%             | 2034-01-25      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass Through Trust 2006 3                         | FHAMS 2005-AA6 2A1 | CUSIP: 32051GPY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6989 | PA      | $4862.77      | 0.01%             | 2035-08-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FHR 3980 TS        | CUSIP: 3137AKM57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    121276 | PA      | $15467.64     | 0.02%             | 2041-09-15      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass Through Trust 2006 3                         | FHAMS 2004-AA3 A1  | CUSIP: 32051D6B3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40045 | PA      | $40820.38     | 0.05%             | 2034-09-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Finance America Mortgage Loan Trust                                      | FINA 2004-3 M4     | CUSIP: 317350BW5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    246381 | PA      | $218164.67    | 0.28%             | 2034-11-25      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FNR 2014-6 SA      | CUSIP: 3136AH6P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2598283 | PA      | $323641.93    | 0.42%             | 2044-02-25      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| GE Capital Mortgage Services Inc                                         | GECMS 1998-HE2 A6  | CUSIP: 36157RHU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45817 | PA      | $45464.44     | 0.06%             | 2028-09-25      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors, Inc.                                   | MLMI 2006-AF2 AF1  | CUSIP: 59023NAP3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    912584 | PA      | $328430.61    | 0.43%             | 2036-10-25      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Thornburg Mortgage Securities Trust 2006-5                               | TMST 2007-3 3A1    | CUSIP: 88522XAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    138680 | PA      | $122799.43    | 0.16%             | 2047-06-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | GNR 2021-89 JL     | CUSIP: 38382QYT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    290582 | PA      | $154220.21    | 0.20%             | 2051-05-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HSI Asset Ln Ob Tr                                                       | HALO 2007-2 3A6    | CUSIP: 40432BAZ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    448032 | PA      | $140276.37    | 0.18%             | 2037-09-25      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FHR 4604 SA        | CUSIP: 3137BRPE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   4778800 | PA      | $457397.58    | 0.60%             | 2046-08-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | GNR 2018-154 SP    | CUSIP: 38381AUE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   4038881 | PA      | $488783.78    | 0.64%             | 2048-11-20      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FHR 4100 JI        | CUSIP: 3137ASYY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    658533 | PA      | $73488.88     | 0.10%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banc America Mortgage Trust                                              | BOAMS 2007-2 A1    | CUSIP: 05952FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1847271 | PA      | $1288680.91   | 1.68%             | 2037-05-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | GNR 2014-133 SA    | CUSIP: 38379GQK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2327645 | PA      | $206618.08    | 0.27%             | 2044-09-16      | Floating      | 1.82%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I Inc                                         | MSAC 2007-SEA1 2A4 | CUSIP: 61757MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8875000 | PA      | $766606.53    | 1.00%             | 2047-02-25      | Floating      | 1.08%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | GNR 2022-121 SA    | CUSIP: 38383UCD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |  38268470 | PA      | $605506.69    | 0.79%             | 2052-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | GNR 2022-22 PS     | CUSIP: 38383MNY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |  13945738 | PA      | $352288.87    | 0.46%             | 2051-08-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass Through Trust 2006 3                         | FHASI 2000-H 2B1   | CUSIP: 32051DCN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9290 | PA      | $9297.54      | 0.01%             | 2030-05-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                 | JPMMT 2004-S1 1A7  | CUSIP: 466247ER0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137977 | PA      | $132024.59    | 0.17%             | 2034-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | GNR 2020-86 SN     | CUSIP: 38382GCQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2042204 | PA      | $242500.34    | 0.32%             | 2049-08-20      | Floating      | 1.62%                 | No            |                  2 | On Loan: No      |
| Mastr Adjustable Rate Mortgages Trust 2002-3                             | MARM 2003-5 4A1    | CUSIP: 576433FG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8385 | PA      | $7628.13      | 0.01%             | 2033-11-25      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities I Trust 2004 Ac5                    | BSABS 2004-HE7 M5  | CUSIP: 073879EY0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74604 | PA      | $72581.04     | 0.09%             | 2034-08-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Delta Funding Home Equity Loan Trust 1998-1                              | DELHE 1998-1 B1A   | CUSIP: 24763LDN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    383140 | PA      | $320061.76    | 0.42%             | 2030-05-25      | Floating      | 1.16%                 | No            |                  2 | On Loan: No      |
| Master Asset Securitization Trust                                        | MASTR 2005-1 1A1   | CUSIP: 57643MKB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       351 | PA      | $188.87       | 0.00%             | 2020-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                 | JPMMT 2006-A2 2A2  | CUSIP: 466247J53<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24050 | PA      | $21171.54     | 0.03%             | 2036-04-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C32                      | JPMBB 2015-C32 D   | CUSIP: 46590JBE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $161705.50    | 0.21%             | 2048-11-15      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Nomura Home Equity Loan Trust Series 2006-Wf1                            | NHELI 2006-AF1 A4  | CUSIP: 65535AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    801399 | PA      | $177645.05    | 0.23%             | 2036-10-25      | Floating      | 0.77%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FHR 4314 SE        | CUSIP: 3137B9HA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    399442 | PA      | $43096.22     | 0.06%             | 2044-03-15      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FNR 2017-112 SC    | CUSIP: 3136B0QA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    796556 | PA      | $96984.70     | 0.13%             | 2048-01-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FNR 2012-126 SJ    | CUSIP: 3136A9ZT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    678553 | PA      | $42631.59     | 0.06%             | 2042-11-25      | Floating      | 0.58%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Arm Trust                                                   | BSARM 2004-7 1A1   | CUSIP: 07384MX98<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37234 | PA      | $28765.91     | 0.04%             | 2034-10-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust 2004-2                                      | SAST 2000-1 BF1    | CUSIP: 805564FL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    618507 | PA      | $770971.46    | 1.00%             | 2030-02-25      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp.                     | CSFB 2003-29 7A1   | CUSIP: 22541Q4D1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4901 | PA      | $4953.55      | 0.01%             | 2033-12-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FNR 2021-56 IM     | CUSIP: 3136BGK75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   3040458 | PA      | $78091.73     | 0.10%             | 2051-09-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CSMC Mortgage-Backed Trust                                               | CSMC 2006-7 9A5    | CUSIP: 22942KCB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2999202 | PA      | $509136.71    | 0.66%             | 2036-08-25      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Wachovia Bank Commercial Mortgage Trust                                  | WBCMT 2006-C24 E   | CUSIP: 92976BFY3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    173489 | PA      | $169566.83    | 0.22%             | 2045-03-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FHR 4639 GS        | CUSIP: 3137BTEB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   5547723 | PA      | $361889.07    | 0.47%             | 2036-03-15      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loan Trust                                             | MALT 2005-3 2A1    | CUSIP: 576434M50<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57909 | PA      | $54135.23     | 0.07%             | 2035-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FHR 4431 ST        | CUSIP: 3137BFXN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    307372 | PA      | $34140.72     | 0.04%             | 2045-01-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | GNR 2019-22 SA     | CUSIP: 38381RDX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1558428 | PA      | $148928.71    | 0.19%             | 2045-02-20      | Floating      | 1.17%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities Trust                                       | CMSI 2008-1 1A1    | CUSIP: 17314BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3941392 | PA      | $3819644.69   | 4.97%             | 2038-02-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FNR 2020-16 SJ     | CUSIP: 3136B84W6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    212577 | PA      | $21666.24     | 0.03%             | 2050-03-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Banc Of America Mortgage Securities Inc.                                 | BOAMS 2005-G 4A2   | CUSIP: 05949CEM4<br>LEI: 549300IE5TDZLY0T0V30 | Long             | ABS-O            | CORP              | US        |      8185 | PA      | $7223.00      | 0.01%             | 2035-08-25      | Floating      | 3.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | GNR 2019-20 ES     | CUSIP: 38381RAW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |  10421382 | PA      | $226204.44    | 0.29%             | 2049-02-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | GNR 2019-112 AS    | CUSIP: 38381YP73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |  18526111 | PA      | $373701.30    | 0.49%             | 2049-09-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | GNR 2020-141 ML    | CUSIP: 38382JNX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    952000 | PA      | $438335.55    | 0.57%             | 2050-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                       | MSM 2004-5AR 1A1   | CUSIP: 61748HAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47689 | PA      | $48568.30     | 0.06%             | 2034-07-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Hmh Tr 2017-Nss                                                          | HMH 2017-NSS E     | CUSIP: 40390AAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $105467.54    | 0.14%             | 2031-07-05      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FNR 2011-117 SA    | CUSIP: 3136A14B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2747298 | PA      | $339051.42    | 0.44%             | 2041-11-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FHR 5090 SA        | CUSIP: 3137F9ZY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  17506576 | PA      | $58577.00     | 0.08%             | 2051-03-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Thornburg Mortgage Securities Trust 2006-5                               | TMST 2007-2 A2A    | CUSIP: 88522WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1284917 | PA      | $1097354.81   | 1.43%             | 2037-06-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FHR 4449 PI        | CUSIP: 3137BGN39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     46089 | PA      | $3441.16      | 0.00%             | 2043-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns 06-4                                                        | BSARM 2006-4 2A1   | CUSIP: 073882AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172777 | PA      | $152265.69    | 0.20%             | 2036-10-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Indymac ABS, Inc.                                                        | INHEL 2004-C M7    | CUSIP: 456606GA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    184628 | PA      | $147642.60    | 0.19%             | 2035-03-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Amresco Residential Securities Corporation                               | AMRES 1997-3 M2F   | CUSIP: 03215PCZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    167056 | PA      | $162577.88    | 0.21%             | 2027-09-25      | Floating      | 3.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FNR 2017-30 MI     | CUSIP: 3136AWQV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    457380 | PA      | $13242.67     | 0.02%             | 2044-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | GNR 2011-99 DS     | CUSIP: 38377WZ64<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   9514650 | PA      | $931551.81    | 1.21%             | 2041-07-16      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | GNR 2012-36 QS     | CUSIP: 38378DXZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    148116 | PA      | $13676.16     | 0.02%             | 2042-03-20      | Floating      | 2.19%                 | No            |                  2 | On Loan: No      |
| CWMBS Inc                                                                | CWHL 2006-HYB2 1A1 | CUSIP: 126694C63<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    312872 | PA      | $271566.25    | 0.35%             | 2036-04-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust 2004-12                                         | BALTA 2005-5 24A1  | CUSIP: 07386HUL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    395035 | PA      | $256948.89    | 0.33%             | 2035-07-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp                                              | GSR 2003-5F 2A1    | CUSIP: 36228FTH9<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |    153658 | PA      | $150775.54    | 0.20%             | 2032-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | GNR 2014-36 SY     | CUSIP: 38379AXB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2022987 | PA      | $221174.43    | 0.29%             | 2044-03-16      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                              | GSMS 2014-GC22 D   | CUSIP: 36253BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2622300 | PA      | $743732.27    | 0.97%             | 2047-06-10      | Floating      | 4.73%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                   | FHR 4818 BI        | CUSIP: 3137FGV77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      7249 | PA      | $9.50         | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust                                       | SASC 2005-NC2 M7   | CUSIP: 86359DCT2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3392722 | PA      | $3158086.46   | 4.11%             | 2035-05-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust 2013-CR                                        | COMM 2013-CR12 C   | CUSIP: 12591KAK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4108000 | PA      | $460671.12    | 0.60%             | 2046-10-10      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FHR 3852 SW        | CUSIP: 3137ABF48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    674491 | PA      | $72382.65     | 0.09%             | 2041-05-15      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FNR 2017-6 MI      | CUSIP: 3136AVDE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     20511 | PA      | $932.09       | 0.00%             | 2044-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | GNR 2022-83 SJ     | CUSIP: 38383RA56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |  15101476 | PA      | $117776.42    | 0.15%             | 2052-05-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Chaseflex Trust Series 2005-1                                            | CFLX 2005-2 2A2    | CUSIP: 16165TBA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    193227 | PA      | $98318.35     | 0.13%             | 2035-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FNR 2012-126 DI    | CUSIP: 3136A9ZV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    106453 | PA      | $2509.34      | 0.00%             | 2027-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banc Americ 2006-J                                                       | BAFC 2006-J 2A3    | CUSIP: 05951EAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34821 | PA      | $30035.81     | 0.04%             | 2047-01-20      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Indymac Indx Mortgage Loan Trust 2004-Ar14                               | RAST 2004-IP1 B1   | CUSIP: 45660NYP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    766099 | PA      | $686685.27    | 0.89%             | 2034-01-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FNR 2021-69 JS     | CUSIP: 3136BJGZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |  18872776 | PA      | $338941.85    | 0.44%             | 2051-10-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust                                      | MABS 2003-WMC2 M6  | CUSIP: 57643LCD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    443099 | PA      | $468579.25    | 0.61%             | 2033-08-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | GNR 2018-154 HS    | CUSIP: 38381AVL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3127559 | PA      | $325781.54    | 0.42%             | 2048-11-20      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mortgage Securities I Inc.                           | RFMSI 2006-S3 A2   | CUSIP: 76111XN82<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37499 | PA      | $30644.79     | 0.04%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-Hy12                                         | CWALT 2006-J3 4A2  | CUSIP: 021469AM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50572 | PA      | $49178.55     | 0.06%             | 2026-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Starwood Retail Property Trust 2014-Star                                 | SRPT 2014-STAR A   | CUSIP: 85571XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5902991 | PA      | $3637718.45   | 4.73%             | 2027-11-15      | Floating      | 2.54%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2006 Ar2 Trust                    | WFMBS 2006-7 2A1   | CUSIP: 94982XAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    232356 | PA      | $209675.66    | 0.27%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Terwin Mortgage Trust                                                    | TMTS 2006-3 2A3    | CUSIP: 881561W26<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23587000 | PA      | $7392703.58   | 9.62%             | 2037-04-25      | Floating      | 1.37%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                              | GSMS 2014-GC22 E   | CUSIP: 36253BAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5726000 | PA      | $941475.79    | 1.22%             | 2047-06-10      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CSMC Mortgage-Backed Trust                                               | CSMC 2007-5 8A2    | CUSIP: 22944BDM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19872 | PA      | $19789.93     | 0.03%             | 2026-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carrngtn Mtg Fre2                                                        | CARR 2006-FRE2 A2  | CUSIP: 14454AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2597658 | PA      | $1971001.95   | 2.56%             | 2036-10-25      | Floating      | 3.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | GNR 2014-118 AI    | CUSIP: 38379EHF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    173690 | PA      | $4177.88      | 0.01%             | 2040-05-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prime Mortgage Trust 2003 1                                              | PRIME 2004-1 1A6   | CUSIP: 74160MEU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44702 | PA      | $44367.23     | 0.06%             | 2034-08-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FHR 5177 AS        | CUSIP: 3137H4RS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  13993247 | PA      | $195834.09    | 0.25%             | 2051-12-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities I Trust 2004 Ac5                    | BSABS 2004-FR2 M5  | CUSIP: 073879FK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    334034 | PA      | $328259.94    | 0.43%             | 2034-06-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp                                              | GSMPS 1998-5 A     | CUSIP: 36228FAT3<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |     81517 | PA      | $80657.56     | 0.10%             | 2027-06-19      | Floating      | 7.50%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-28

**Name of Applicant:** MUTUAL FUND SERIES TRUST

**Signature:** Erik Naviloff

**Name of Signer:** Erik Naviloff

**Title:** Treasurer