Rational Funds > Mutual Fund & Variable Insurance Trust
Rational Special Situations Income Fund
$807.05M
Avg Monthly Net Assets
$847.07M
Total Assets
$1.55M
Total Liabilities
$845.52M
Net Assets
Rational Special Situations Income Fund is a Mutual Fund in Mutual Fund & Variable Insurance Trust
from Rational Funds,
based in New York,
United States of America.
The fund has three share classes
and monthly net assets of $807.05M.
On August 27th, 2024 it reported 855 holdings, the largest
being Ambac Assurance Corporation (12.7%), First American Funds Inc. (4.8%) and Gs Mortgage Securities Trust 2010-C1 (1.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Rational Special Situations Income Fund Class A Shares | C000212570 | RFXAX | |
| Rational Special Situations Income Fund Class C Shares | C000212571 | RFXCX | |
| Rational Special Situations Income Fund Institutional Shares | C000212569 | RFXIX |
Holdings
From latest NPORT-P, filed August 27th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| AABST 2004-3 B2 (Aegis Asset Backed Secs Trust) | Long | ABS-other | US | $315K | – | 0.04 |
| AABST 2004-4 M3 (Aegis Asset Backed Secs Trust) | Long | ABS-other | US | $488K | – | 0.06 |
| ABFC 2002-WF2 CE (ASSET BACKED FUNDING CORPORATI) | Long | ABS-other | US | $1M | – | 0.13 |
| ABFS 2000-1 A1 (Abfs Mtg Ln Tst) | Long | ABS-other | US | $163K | – | 0.02 |
| ABFS 2000-3 A (Abfs Mtg Ln Tst) | Long | ABS-other | US | $99K | – | 0.01 |
| ABFS 2002-1 A5 (Abfs Mtg Ln Tst) | Long | ABS-other | US | $2M | – | 0.23 |
| ABFS 2002-4 M1 (Abfs Mtg Ln Tst) | Long | ABS-other | US | $625K | – | 0.07 |
| ABFS 2003-1 M (Abfs Mtg Ln Tst) | Long | ABS-other | US | $704K | – | 0.08 |
| ABK 5.1 PERP (Ambac Assurance Corporation) | Long | Debt | US | $107M | – | 12.70 |
| ABK 5.1 PERP (Ambac Assurance Corporation) | Long | Debt | US | $829K | – | 0.10 |
| ABSHE 2003-HE1 M3 (Asset Backed Secs Corp Home Equity Loan) | Long | ABS-other | US | $3M | – | 0.30 |
| ACCR 2005-1 M5 (Accredited Mortgage Loan Trust) | Long | ABS-other | US | $912K | – | 0.11 |
| ACE 2001-HE1 CE (ACE SECURITIES CORP.) | Long | ABS-other | US | $2M | – | 0.28 |
| ACE 2002-HE2 M1 (ACE Securities Corp Home Equity Loan Trust Series 2007-SL2) | Long | ABS-other | US | $523K | – | 0.06 |
| ACE 2002-HE2 M3 (ACE Securities Corp Home Equity Loan Trust Series 2007-SL2) | Long | ABS-other | US | $71K | – | 0.01 |
| ACE 2003-MH1 B2 (ACE SECURITIES CORP.) | Long | ABS-other | US | $229K | – | 0.03 |
| ACE 2003-OP1 M2 (Ace Securities Corp) | Long | ABS-other | US | $7K | – | 0.00 |
| ACE 2003-TC1 M2 (ACE Securities Corp Home Equity Loan Trust Series 2007-SL2) | Long | ABS-other | US | $248K | – | 0.03 |
| ACE 2004-HE1 M2 (ACE Securities Corp Home Equity Loan Trust Series 2007-SL2) | Long | ABS-other | US | $956K | – | 0.11 |
| ACE 2004-RM1 B1 (ACE Securities Corp Home Equity Loan Trust Series 2007-SL2) | Long | ABS-other | US | $417K | – | 0.05 |
| ACE 2004-RM1 M1 (ACE Securities Corp Home Equity Loan Trust Series 2007-SL2) | Long | ABS-other | US | $48K | – | 0.01 |
| ACE 2005-WF1 M10 (ACE Securities Corp Home Equity Loan Trust Series 2007-SL2) | Long | ABS-other | US | $2M | – | 0.19 |
| AFC 1999-3 2A (AFC Mortgage Loan) | Long | ABS-other | US | $2M | – | 0.28 |
| AFC 2000-4 1A (AFC Mortgage Loan) | Long | ABS-other | US | $78K | – | 0.01 |
| AHM 2004-1 1M1 (American Home Mortgage Investment Trust) | Long | ABS-other | US | $4K | – | 0.00 |
| AHM 2004-3 4A (American Home Mortgage Investment Trust) | Long | ABS-other | US | $1K | – | 0.00 |
| AHM 2005-2 5A4D (American Home Mortgage Investment Trust) | Long | ABS-other | US | $3M | – | 0.38 |
| AHM 2005-4 5A (American Home Mortgage Investment Trust) | Long | ABS-other | US | $354K | – | 0.04 |
| AHM 2006-3 12A1 (American Hm Mtg In) | Long | ABS-other | US | $330K | – | 0.04 |
| AHMA 2006-1 2A1 (American Home Mortgage Asset Trust) | Long | ABS-other | US | $274K | – | 0.03 |
| AMAC 2002-9 M (ABN Amro Mortgage Corp.) | Long | ABS-other | US | $103K | – | 0.01 |
| AMAC 2003-3 A4 (ABN Amro Mortgage Corp.) | Long | ABS-other | US | $42K | – | 0.00 |
| AMRES 1999-1 M1 (Amresco Residential Securities Corporation) | Long | ABS-other | US | $511K | – | 0.06 |
| AMSI 2002-3 M3 (Ameriquest Mortgage Securities) | Long | ABS-other | US | $303K | – | 0.04 |
| AMSI 2002-AR1 M1 (Ameriquest Mortgage Securities) | Long | ABS-other | US | $73K | – | 0.01 |
| AMSI 2002-C M1 (Ameriquest Mortgage Securities) | Long | ABS-other | US | $3M | – | 0.31 |
| AMSI 2002-D M1 (Ameriquest Mortgage Securities) | Long | ABS-other | US | $300K | – | 0.04 |
| AMSI 2003-AR1 M3 (Ameriquest Mortgage Securities) | Long | ABS-other | US | $127K | – | 0.02 |
| AMSI 2003-AR3 M5 (Ameriquest Mortgage Securities) | Long | ABS-other | US | $501K | – | 0.06 |
| AMSI 2004-R1 M1 (Ameriquest Mortgage Securities) | Long | ABS-other | US | $209K | – | 0.02 |
| AMSI 2004-R3 M4 (Ameriquest Mortgage Securities) | Long | ABS-other | US | $862K | – | 0.10 |
| ARC 2002-BC5 M2 (Structured Asset Securities Corp.) | Long | ABS-other | US | $116K | – | 0.01 |
| ARMT 2005-10 3A11 (Adjustable Rate Mortgage Trust) | Long | ABS-other | US | $190K | – | 0.02 |
| ARMT 2005-10 3A31 (Adjustable Rate Mortgage Trust) | Long | ABS-other | US | $75K | – | 0.01 |
| ARMT 2005-10 6A1 (Adjustable Rate Mortgage Trust) | Long | ABS-other | US | $103K | – | 0.01 |
| ARMT 2005-2 3A1 (Adjustable Rate Mortgage Trust) | Long | ABS-other | US | $111K | – | 0.01 |
| ARMT 2005-4 1A1 (Adjustable Rate Mortgage Trust) | Long | ABS-other | US | $57K | – | 0.01 |
| ARMT 2005-5 2A1 (Adjustable Rate Mortgage Trust) | Long | ABS-other | US | $527K | – | 0.06 |
| ARMT 2005-6A 1A1 (Adjustable Rate Mortgage Trust) | Long | ABS-other | US | $178K | – | 0.02 |
| ARMT 2005-6A 1A21 (Adjustable Rate Mortgage Trust) | Long | ABS-other | US | $151K | – | 0.02 |
| ARSI 2003-W3 M5 (Argent Secs Inc) | Long | ABS-other | US | $758K | – | 0.09 |
| BACM 2006-4 C (Banc America Commercial Mortgage Inc) | Long | ABS-other | US | $398K | – | 0.05 |
| BAFC 2003-1 B2 (Banc of America Funding Corporation) | Long | ABS-other | US | $29K | – | 0.00 |
| BAFC 2004-B 6A1 (Banc of America Funding Corporation) | Long | ABS-other | US | $319K | – | 0.04 |
| BAFC 2005-8 30PO (Banc of America Funding Corporation) | Long | ABS-other | US | $34K | – | 0.00 |
| BAFC 2005-B 1A1 (Banc of America Funding Corporation) | Long | ABS-other | US | $125K | – | 0.01 |
| BAFC 2005-E 2A1 (Banc of America Funding Corporation) | Long | ABS-other | US | $1M | – | 0.15 |
| BAFC 2006-A 4A1 (Banc of America Funding Corporation) | Long | ABS-other | US | $805K | – | 0.10 |
| BAFC 2006-A 5A1 (Banc of America Funding Corporation) | Long | ABS-other | US | $1M | – | 0.13 |
| BAFC 2006-B 1A1 (Banc Amer Fdg 06-B) | Long | ABS-other | US | $150K | – | 0.02 |
| BAFC 2006-B 7A1 (Banc Amer Fdg 06-B) | Long | ABS-other | US | $315K | – | 0.04 |
| BAFC 2006-C 4A1 (Banc Amer Fdg 06-C) | Long | ABS-other | US | $106K | – | 0.01 |
| BAFC 2006-D 2A1 (Banc Amer Fdg 06-D) | Long | ABS-other | US | $461K | – | 0.05 |
| BAFC 2006-F 1A2 (Banc America Funding Trust) | Long | ABS-other | US | $179K | – | 0.02 |
| BAFC 2006-G 3A3 (Banc America Funding Trust) | Long | ABS-other | US | $12K | – | 0.00 |
| BAFC 2006-I 5A1 (Banc America Funding Trust) | Long | ABS-other | US | $76K | – | 0.01 |
| BAFC 2007-4 5A1 (Banc America Funding Trust) | Long | ABS-other | US | $38K | – | 0.00 |
| BAFC 2007-5 7A5 (Banc America Funding Trust) | Long | ABS-other | US | $835K | – | 0.10 |
| BAFC 2007-7 30PO (Banc America Funding Trust) | Long | ABS-other | US | $32K | – | 0.00 |
| BAFC 2007-8 3A1 (Banc America Funding Trust) | Long | ABS-other | US | $167K | – | 0.02 |
| BAFC 2007-C 6A2 (Banc America Funding Trust) | Long | ABS-other | US | $14K | – | 0.00 |
| BAFC 2008-1 A2 (Banc Amer Fdg 2008-1) | Long | ABS-other | US | $1M | – | 0.14 |
| BAFC 2015-R8 3A2 (BANC OF AMERICA FUNDING TRUST) | Long | ABS-other | US | $2M | – | 0.18 |
| BAFC 2016-R2 1A1 (Banc Of America Funding 2016-R2 Trust) | Long | ABS-other | US | $590K | – | 0.07 |
| BALTA 2004-12 2A4 (Bear Stearns Alternative A Trust) | Long | ABS-other | US | $129K | – | 0.02 |
| BALTA 2006-1 11A1 (Bear Stearns Alternative A Trust) | Long | ABS-other | US | $2M | – | 0.20 |
| BALTA 2006-3 1A1 (Bear Stearns Alternative A Trust) | Long | ABS-other | US | $127K | – | 0.01 |
| BALTA 2006-3 33A1 (Bear Stearns Alternative A Trust) | Long | ABS-other | US | $34K | – | 0.00 |
| BALTA 2006-3 35A1 (Bear Stearns Alternative A Trust) | Long | ABS-other | US | $172K | – | 0.02 |
| BALTA 2006-R1 1E30 (BEAR STEARNS ALT-A TRUST) | Long | ABS-other | US | $5K | – | 0.00 |
| BAMH 1997-2 B1 (Bankamerica Mhc Tr) | Long | ABS-other | US | $352K | – | 0.04 |
| BAMLL 2016-GG10 AJA (Banc of America Merrill Lynch Large) | Long | ABS-other | US | $483K | – | 0.06 |
| BAYC 2005-2A A2 (Bayview Commercial Asset Trust 2006-SP2) | Long | ABS-other | US | $182K | – | 0.02 |
| BAYC 2005-2A B1 (Bayview Commercial Asset Trust 2006-SP2) | Long | ABS-other | US | $188K | – | 0.02 |
| BAYC 2005-2A M1 (Bayview Commercial Asset Trust 2006-SP2) | Long | ABS-other | US | $91K | – | 0.01 |
| BAYC 2005-3A B1 (Bayview Commercial Asset Trust 2006-SP2) | Long | ABS-other | US | $241K | – | 0.03 |
| BAYC 2005-3A M5 (Bayview Commercial Asset Trust 2006-SP2) | Long | ABS-other | US | $136K | – | 0.02 |
| BAYC 2005-4A B2 (Bayview Commercial Asset Trust 2006-SP2) | Long | ABS-other | US | $471K | – | 0.06 |
| BAYC 2006-2A B1 (Bayview Commercial Asset Trust 2006-SP2) | Long | ABS-other | US | $103K | – | 0.01 |
| BAYV 2004-A B1 (Bayview Finl Mtg L) | Long | ABS-other | US | $948K | – | 0.11 |
| BAYV 2004-D B1 (Bayview Finl Secs) | Long | ABS-other | US | $10K | – | 0.00 |
| BBUBS 2012-SHOW B (BB-UBS Trust 2012-Show) | Long | ABS-other | US | $171K | – | 0.02 |
| BBUBS 2012-TFT A (BB-UBS Trust 2012-Show) | Long | ABS-other | US | $6M | – | 0.69 |
| BCAP 2009-RR10 1A2 (Bcap Llc Tr 07-Aa1) | Long | ABS-other | US | $2M | – | 0.21 |
| BCAP 2010-RR11 3A3 (BCAP LLC TRUST) | Long | ABS-other | US | $1M | – | 0.16 |
| BCAP 2013-RR7 4A4 (Bcap Llc 2013-Rr7 Trust) | Long | ABS-other | US | $4M | – | 0.45 |
| BCM 1998-C M1 (Bombardier Cap Mtg) | Long | ABS-other | US | $1M | – | 0.18 |
| BCM 1999-B A2 (Bombardier Cap Mtg) | Long | ABS-other | US | $67K | – | 0.01 |
| BCM 1999-B A3 (Bombardier Cap Mtg) | Long | ABS-other | US | $57K | – | 0.01 |
| BCM 1999-B A5 (Bombardier Cap Mtg) | Long | ABS-other | US | $480K | – | 0.06 |
| BCM 1999-B A6 (Bombardier Cap Mtg) | Long | ABS-other | US | $76K | – | 0.01 |
| BFAT 2007-SR1A M1 (Bayview Financial Revolving Mtg Ln) | Long | ABS-other | US | $388K | – | 0.05 |
| BFAT 2007-SR1A M2 (Bayview Financial Revolving Mtg Ln) | Long | ABS-other | US | $150K | – | 0.02 |
| BFAT 2007-SR1A M3 (Bayview Financial Revolving Mtg Ln) | Long | ABS-other | US | $135K | – | 0.02 |
| BFAT 2007-SR1A M4 (Bayview Financial Revolving Mtg Ln) | Long | ABS-other | US | $673K | – | 0.08 |
| BHLT 2003-1 X (BOND SECURITIZATION ASSET-BACK) | Long | ABS-other | US | $237K | – | 0.03 |
| BOAA 2006-4 1A1 (Banc Amer Alternative Loan Trust) | Long | ABS-other | US | $463K | – | 0.05 |
| BOAA 2006-4 1A2 (Banc Amer Alternative Loan Trust) | Long | ABS-other | US | $20K | – | 0.00 |
| BOAA 2006-4 1A3 (Banc Amer Alternative Loan Trust) | Long | ABS-other | US | $260K | – | 0.03 |
| BOAA 2006-4 1A4 (Banc Amer Alternative Loan Trust) | Long | ABS-other | US | $210K | – | 0.02 |
| BOAA 2006-4 1A5 (Banc Amer Alternative Loan Trust) | Long | ABS-other | US | $243K | – | 0.03 |
| BOAMS 2004-G 3A1 (Banc America Mortgage Securitites Inc) | Long | ABS-other | US | $3M | – | 0.34 |
| BOAMS 2005-A 2A2 (Banc America Mortgage Securitites Inc) | Long | ABS-other | US | $33K | – | 0.00 |
| BOAMS 2005-G 4A3 (Banc America Mortgage Securitites Inc) | Long | ABS-other | US | $242K | – | 0.03 |
| BOAMS 2005-I 4A1 (Banc America Mortgage Securitites Inc) | Long | ABS-other | US | $891K | – | 0.11 |
| BOAMS 2006-A 1A1 (Banc America Mortgage Securitites Inc) | Long | ABS-other | US | $68K | – | 0.01 |
| BOAMS 2006-B 2A1 (Banc Amer Mtg 06-B) | Long | ABS-other | US | $63K | – | 0.01 |
| BSABS 2003-3 M1 (Bear Stearns Asset Backed Securities Trust) | Long | ABS-other | US | $187K | – | 0.02 |
| BSABS 2003-AC5 A1 (Bear Stearns Asset Backed Securities Trust) | Long | ABS-other | US | $19K | – | 0.00 |
| BSABS 2003-SD1 A (Bear Stearns Asset Backed Securities Trust) | Long | ABS-other | US | $374K | – | 0.04 |
| BSABS 2004-BO1 M9A (Bear Stearns Asset Backed Securities I Trust) | Long | ABS-other | US | $9M | – | 1.07 |
| BSABS 2004-HE10 M6 (Bear Stearns Asset Backed Securities I Trust) | Long | ABS-other | US | $179K | – | 0.02 |
| BSABS 2005-AC5 1A1 (Bear Stearns Asset Backed Securities I Trust) | Long | ABS-other | US | $83K | – | 0.01 |
| BSABS 2005-HE11 M3 (Bear Stearns Asset Backed Securities I Trust) | Long | ABS-other | US | $295K | – | 0.03 |
| BSABS 2005-SD1 1M5 (Bear Stearns Asset Backed Securities Trust) | Long | ABS-other | US | $58K | – | 0.01 |
| BSABS 2005-SD3 2M4 (Bear Stearns Asset Backed Securities Trust) | Long | ABS-other | US | $291K | – | 0.03 |
| BSABS 2005-SD4 2M3 (Bear Stearns Asset Backed Securities Trust) | Long | ABS-other | US | $528K | – | 0.06 |
| BSABS 2005-SD4 2M4 (Bear Stearns Asset Backed Securities Trust) | Long | ABS-other | US | $979K | – | 0.12 |
| BSABS 2005-TC1 M6 (Bear Stearns Asset Backed Securities I Trust) | Long | ABS-other | US | $676K | – | 0.08 |
| BSABS 2005-TC1 M7 (Bear Stearns Asset Backed Securities I Trust) | Long | ABS-other | US | $1M | – | 0.12 |
| BSABS 2005-TC2 M8 (Bear Stearns Asset Backed Securities I Trust) | Long | ABS-other | US | $4M | – | 0.43 |
| BSABS 2006-2 M6 (Bear Stearns Asset Backed Securities Trust) | Long | ABS-other | US | $3M | – | 0.31 |
| BSABS 2006-2 M7 (Bear Stearns Asset Backed Securities Trust) | Long | ABS-other | US | $3M | – | 0.35 |
| BSABS 2006-EC2 M2 (Bear Stearns Asset Backed Securities I Trust) | Long | ABS-other | US | $174K | – | 0.02 |
| BSABS 2006-HE10 1M2 (Bear Stearns Asset Backed Securities I Trust) | Long | ABS-other | US | $2M | – | 0.21 |
| BSABS 2006-SD1 M4 (Bear Stearns Asset Backed Securities Trust) | Long | ABS-other | US | $2M | – | 0.22 |
| BSABS 2006-SD3 1A1A (Bear Stearns Asset Backed Securities Trust) | Long | ABS-other | US | $27K | – | 0.00 |
| BSABS 2006-SD4 3A1 (Bear Stearns Asset Backed Securities Trust) | Long | ABS-other | US | $88K | – | 0.01 |
| BSABS 2007-HE1 2M1 (Bear Stearns Asset Backed Securities I Trust) | Long | ABS-other | US | $969K | – | 0.11 |
| BSABS 2007-SD1 1A2A (Bear Stearns Asset Backed Securities Trust) | Long | ABS-other | US | $164K | – | 0.02 |
| BSABS 2007-SD2 1A1B (Bear Stearns Asset Backed Securities Trust) | Long | ABS-other | US | $130K | – | 0.02 |
| BSABS 2007-SD2 1PO (Bear Stearns Asset Backed Securities Trust) | Long | ABS-other | US | $21K | – | 0.00 |
| BSAF 1X B (Bleecker Structured Asset Funding) | Long | ABS-collateralized bond/debt obligation | KY | $450K | – | 0.05 |
| BSARM 2004-9 23A1 (Bear Stearns Arm Trust) | Long | ABS-other | US | $326K | – | 0.04 |
| BSARM 2005-6 3A1 (Bear Stearns Arm Trust) | Long | ABS-other | US | $835K | – | 0.10 |
| BSARM 2006-4 1A1 (Bear Stearns 06-4) | Long | ABS-other | US | $200K | – | 0.02 |
| BSARM 2007-5 2A1 (Bear Stearns 07-5) | Long | ABS-other | US | $3M | – | 0.34 |
| BSARM 2007-5 3A1 (Bear Stearns 07-5) | Long | ABS-other | US | $40K | – | 0.00 |
| BSCMS 2007-T26 AJ (Bear Stearns Commercial Mortgage Securities Trust) | Long | ABS-other | US | $303K | – | 0.04 |
| BSMF 2006-SL5 1A (Bear Stearns Mortgage Funding Trust 2006-Sl5) | Long | ABS-other | US | $833K | – | 0.10 |
| BSMSI 1997-6 1A (Bear Stearns Mtg S) | Long | ABS-other | US | $8K | – | 0.00 |
| BSMSI 1997-6 B2 (Bear Stearns Mtg S) | Long | ABS-other | US | $921.41 | – | 0.00 |
| BSSLT 2007-1 1A (Bear Stearns Snd) | Long | ABS-other | US | $225K | – | 0.03 |
| BSSLT 2007-1 3A (Bear Stearns Snd) | Long | ABS-other | US | $16K | – | 0.00 |
| BX 2017-CQHP A (Bx Trust 2017-Appl) | Long | ABS-other | US | $4M | – | 0.44 |
| CALR 2022-1 B (CAL RECEIVABLES 2022-1 LLC) | Long | ABS-other | US | $4M | – | 0.52 |
| CARB 2019-FL2 B (CARBON CAPITAL VI COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | KY | $5M | – | 0.58 |
| CBASS 1999-3 A (C-Bass ABS LLC) | Long | ABS-other | US | $2K | – | 0.00 |
| CBASS 2002-CB4 M1 (C-Bass) | Long | ABS-other | US | $224K | – | 0.03 |
| CBASS 2002-CB5 M2 (C-Bass) | Long | ABS-other | US | $165K | – | 0.02 |
| CBASS 2003-RP1 M2 (C-Bass ABS LLC) | Long | ABS-other | US | $506K | – | 0.06 |
| CBASS 2004-RP1 M3 (C-Bass ABS LLC) | Long | ABS-other | US | $1M | – | 0.16 |
| CBASS 2006-CB2 AF4 (C Bass Series 2006-Cb2 Trust) | Long | ABS-other | US | $219K | – | 0.03 |
| CBASS 2006-RP1 B3 (C-Bass Mortgage Loan Asset-Backed Certificates) | Long | ABS-other | US | $1M | – | 0.13 |
| CBASS 2007-SL1A A2 (C-Bass Mortgage Loan Asset-Backed Certificates) | Long | ABS-other | US | $535K | – | 0.06 |
| CBASS 2007-SP1 M1 (C-Bass Mortgage Loan Asset-Backed Certificates) | Long | ABS-other | US | $315K | – | 0.04 |
| CBASS 2011-1A KAB1 (CREDIT-BASED ASSET SERVICING A) | Long | ABS-other | US | $631K | – | 0.07 |
| CD 2007-CD5 G (CD Mortgage Tr 07) | Long | ABS-other | US | $2M | – | 0.18 |
| CFAB 2003-6 1A7 (Chase Fdg Mtg Ln) | Long | ABS-other | US | $45K | – | 0.01 |
| CFAB 2003-6 2M1 (Chase Fdg Mtg Ln) | Long | ABS-other | US | $120K | – | 0.01 |
| CFCRE 2011-C2 D (CFCRE Commercial Mortgage Trust) | Long | ABS-other | US | $878K | – | 0.10 |
| CFCRE 2011-C2 E (CFCRE Commercial Mortgage Trust) | Long | ABS-other | US | $6M | – | 0.74 |
| CFCRE 2011-C2 F (CFCRE Commercial Mortgage Trust) | Long | ABS-other | US | $334K | – | 0.04 |
| CFLAT 2004-OPT1 M2 (Chase Fdg Ln Tst) | Long | ABS-other | US | $227K | – | 0.03 |
| CFLX 2005-2 3A4 (Chaseflex Trust) | Long | ABS-other | US | $572K | – | 0.07 |
| CGCC 2014-FL1 B (CG-CCRE Commercial Mortgage Trust 2014-1FL1) | Long | ABS-other | US | $3M | – | 0.39 |
| CGCC 2014-FL1 D (CG-CCRE Commercial Mortgage Trust 2014-1FL1) | Long | ABS-other | US | $6M | – | 0.69 |
| CGCC 2014-FL2 A (Cg-Ccre Commercial Mortgage Trust) | Long | ABS-other | US | $195K | – | 0.02 |
| CGCMT 2014-GC23 XA (CITIGROUP COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $668.01 | – | 0.00 |
| CIB Marine ? Pref A | Long | Equity-preferred | US | $1M | 2K | 0.13 |
| CIB Marine ? Pref B | Long | Equity-preferred | US | $124K | 252.709 | 0.01 |
| CMALT 2007-A1 1A1 (Cmalt Citimortgage) | Long | ABS-other | US | $13K | – | 0.00 |
| CMALT 2007-A1 1A9 (Cmalt Citimortgage) | Long | ABS-other | US | $7K | – | 0.00 |
| CMALT 2007-A1 1APO (Cmalt Citimortgage) | Long | ABS-other | US | $44K | – | 0.01 |
| CMLTI 2003-HE3 M3 (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $584K | – | 0.07 |
| CMLTI 2003-HE3 M4 (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $4M | – | 0.42 |
| CMLTI 2004-HYB2 3A (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $83K | – | 0.01 |
| CMLTI 2004-NCM2 2CB3 (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $32K | – | 0.00 |
| CMLTI 2004-RES1 M7 (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $808K | – | 0.10 |
| CMLTI 2004-RR1 2A1 (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $614K | – | 0.07 |
| CMLTI 2005-9 2A3 (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $662K | – | 0.08 |
| CMLTI 2006-AR2 1A2 (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $309K | – | 0.04 |
| CMLTI 2006-AR3 1A2A (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $332K | – | 0.04 |
| CMLTI 2006-AR5 2A4A (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $18K | – | 0.00 |
| CMLTI 2008-RR1 A1A1 (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $1M | – | 0.14 |
| CMLTI 2009-4 7A5 (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $231K | – | 0.03 |
| CMLTI 2010-8 2A2 (CITIGROUP MORTGAGE LOAN TRUST) | Long | ABS-other | US | $63K | – | 0.01 |
| CMLTI 2013-8 1A2 (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $22K | – | 0.00 |
| CMLTI 2013-8 2A2 (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $196K | – | 0.02 |
| CMSI 2005-2 1A3 (Citicorp Mortgage Securities) | Long | ABS-other | US | $190K | – | 0.02 |
| CMSI 2006-1 1A4 (Citicorp Mortgage Securities) | Long | ABS-other | US | $76K | – | 0.01 |
| CNF 1999-6 A1 (Conseco Financial Secs Corp) | Long | ABS-other | US | $516K | – | 0.06 |
| CNF 2002-1 M2 (Conseco Financial Secs Corp) | Long | ABS-other | US | $3M | – | 0.30 |
| CNFHE 2002-A B2 (Conseco Financial Secs Corp) | Long | ABS-other | US | $807K | – | 0.10 |
| COMM 2007-C9 XS (Comm 2007 C9 Mortgage Trust) | Long | ABS-other | US | $18K | – | 0.00 |
| COMM 2010-C1 D (Commercial Mortgage Trust) | Long | ABS-other | US | $5M | – | 0.61 |
| COMM 2012-CR3 B (COMM 2012 Commercial Mortage Trust) | Long | ABS-other | US | $649K | – | 0.08 |
| COMM 2012-LC4 B (Commercial Mortgage 2012-Lc4) | Long | ABS-other | US | $13K | – | 0.00 |
| COMM 2012-LC4 C (Commercial Mortgage 2012-Lc4) | Long | ABS-other | US | $1M | – | 0.17 |
| COMM 2012-LC4 D (Commercial Mortgage 2012-Lc4) | Long | ABS-other | US | $2M | – | 0.24 |
| COMM 2012-LTRT A2 (Commercial Mortgage Trust 2012-LTRT) | Long | ABS-other | US | $6M | – | 0.69 |
| COMM 2013-CR7 D (Commercial Mortgage Trust) | Long | ABS-other | US | $3M | – | 0.31 |
| COMM 2013-CR9 E (Commercial Mortgage Trust) | Long | ABS-other | US | $1M | – | 0.17 |
| COMM 2013-LC6 D (Commercial Mortgage Trust) | Long | ABS-other | US | $343K | – | 0.04 |
| COMM 2014-CR19 XB (Commercial Mortgage Trust) | Long | ABS-other | US | $1K | – | 0.00 |
| COMM 2015-LC21 XA (Comm 2015-Lc21 Mortagage Trust) | Long | ABS-other | US | $64K | – | 0.01 |
| CONHE 1996-4 A10 (Contimortgage Home Equity Loan Trust) | Long | ABS-other | US | $65K | – | 0.01 |
| CONSECO FINANCIAL CORP (Green Tree Financial Corporation) | Long | ABS-other | US | $5M | – | 0.61 |
| CRMSI 2007-2 A6 (Citicorp Res Mtg T) | Long | ABS-other | US | $36.95 | – | 0.00 |
| CSFB 2001-MH29 B1 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $495K | – | 0.06 |
| CSFB 2002-18 1M2 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $102K | – | 0.01 |
| CSFB 2002-29 2B1 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $532K | – | 0.06 |
| CSFB 2002-AR31 CB1 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $73K | – | 0.01 |
| CSFB 2002-AR31 CB2 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $19K | – | 0.00 |
| CSFB 2002-HE1 A2 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $598K | – | 0.07 |
| CSFB 2002-HE16 B1 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $626K | – | 0.07 |
| CSFB 2002-P1A A (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $241K | – | 0.03 |
| CSFB 2003-27 7A1 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $6K | – | 0.00 |
| CSFB 2003-27 8A1 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $199K | – | 0.02 |
| CSFB 2003-29 6A1 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $2K | – | 0.00 |
| CSFB 2003-8 CB2 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $54K | – | 0.01 |
| CSFB 2003-AR18 4M3 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $67K | – | 0.01 |
| CSFB 2003-AR26 9M3 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $173K | – | 0.02 |
| CSFB 2003-AR28 6M3 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $68K | – | 0.01 |
| CSFB 2004-5 5A1 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $43K | – | 0.01 |
| CSFB 2004-AR1 6M2 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $739K | – | 0.09 |
| CSFB 2004-C4 G (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $11K | – | 0.00 |
| CSFB 2004-FRE1 B3 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $525K | – | 0.06 |
| CSFB 2005-12 5A1 (CSMC Mortgage-Backed Trust Series 2006-1) | Long | ABS-other | US | $637K | – | 0.08 |
| CSFB 2005-8 6A1 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $224K | – | 0.03 |
| CSFB 2005-9 4A2 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $455K | – | 0.05 |
| CSFB 2005-AGE1 B3 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $580K | – | 0.07 |
| CSMC 2006-9 4A13 (CSMC Mortgage-Backed Trust) | Long | ABS-other | US | $891K | – | 0.11 |
| CSMC 2006-C4 C | Long | ABS-other | US | $101K | – | 0.01 |
| CSMC 2007-1 5A13 (CSMC Mortgage-Backed Trust Series 2007-1) | Long | ABS-other | US | $274K | – | 0.03 |
| CSMC 2007-3 3A4 (CSMC Mortgage-Backed Trust) | Long | ABS-other | US | $143K | – | 0.02 |
| CSMC 2007-3 4A6 (CSMC Mortgage-Backed Trust) | Long | ABS-other | US | $99K | – | 0.01 |
| CSMC 2007-4 1A1 (Csmc MortgBacked) | Long | ABS-other | US | $111K | – | 0.01 |
| CSMC 2007-4 5A1 (Csmc MortgBacked) | Long | ABS-other | US | $348K | – | 0.04 |
| CSMC 2011-6R 4A2 | Long | ABS-other | US | $80K | – | 0.01 |
| CSMC 2014-4R 16A3 (CSMC Series 2014-4R) | Long | ABS-other | US | $109K | – | 0.01 |
| CSMC 2014-USA X1 (CSMC TRUST) | Long | ABS-other | US | $9K | – | 0.00 |
| CWALT 2003-J3 1A2 (CWMBS Inc) | Long | ABS-other | US | $55K | – | 0.01 |
| CWALT 2004-2CB 4A1 (Cwalt Incorporation) | Long | ABS-other | US | $351K | – | 0.04 |
| CWALT 2005-43 5A1 (Cwalt Incorporation) | Long | ABS-other | US | $331K | – | 0.04 |
| CWALT 2005-51 2A1 (Cwalt Incorporation) | Long | ABS-other | US | $51K | – | 0.01 |
| CWALT 2006-32CB A1 (Alternative Loan Trust) | Long | ABS-other | US | $199K | – | 0.02 |
| CWALT 2006-32CB A2 (Alternative Loan Trust) | Long | ABS-other | US | $42K | – | 0.00 |
| CWALT 2006-J6 A1 (Cwalt Alt 2006-J8) | Long | ABS-other | US | $504K | – | 0.06 |
| CWALT 2006-J6 A2 (Cwalt Alt 2006-J8) | Long | ABS-other | US | $110K | – | 0.01 |
| CWALT 2006-OC11 2A2A (COUNTRYWIDE ALTERNATIVE LOAN T) | Long | ABS-other | US | $5K | – | 0.00 |
| CWHEL 2004-O 2A (CWABS Inc.) | Long | ABS-other | US | $42K | – | 0.00 |
| CWHEL 2005-H 2A (Cwheq Inc) | Long | ABS-other | US | $31K | – | 0.00 |
| CWHEL 2006-HW 2A1A (Cwheq Revolving Home Equity Loan Trust 2006-H) | Long | ABS-other | US | $20K | – | 0.00 |
| CWHEL 2006-HW 2A1B (Cwheq Revolving Home Equity Loan Trust 2006-H) | Long | ABS-other | US | $429K | – | 0.05 |
| CWHL 2004-14 4A1 (CWMBS Inc) | Long | ABS-other | US | $280K | – | 0.03 |
| CWHL 2004-2 2A1 (CWMBS Inc) | Long | ABS-other | US | $159K | – | 0.02 |
| CWHL 2004-5 2A7 (CWMBS Inc) | Long | ABS-other | US | $199K | – | 0.02 |
| CWHL 2004-7 6A1 (CWMBS Inc) | Long | ABS-other | US | $1M | – | 0.14 |
| CWHL 2004-8 1A6 (CWMBS Inc) | Long | ABS-other | US | $29K | – | 0.00 |
| CWHL 2004-R1 2A (CWMBS Inc) | Long | ABS-other | US | $67K | – | 0.01 |
| CWHL 2005-7 2A2 (CWMBS Inc) | Long | ABS-other | US | $452.93 | – | 0.00 |
| CWHL 2005-HYB6 5A1 (CWMBS Inc) | Long | ABS-other | US | $102K | – | 0.01 |
| CWHL 2005-J2 3A12 (CWMBS Inc) | Long | ABS-other | US | $138K | – | 0.02 |
| CWHL 2006-R2 AF1 (CHL Mortgage Pass-Through Trust) | Long | ABS-other | US | $312K | – | 0.04 |
| CWL 2004-13 MF5 (CWABS Inc.) | Long | ABS-other | US | $210K | – | 0.02 |
| CWL 2004-BC2 B (CWABS Inc.) | Long | ABS-other | US | $221K | – | 0.03 |
| CWL 2004-BC2 M5 (CWABS Inc.) | Long | ABS-other | US | $449K | – | 0.05 |
| CWL 2004-S1 M1 (CWABS Inc.) | Long | ABS-other | US | $38K | – | 0.00 |
| CWL 2005-16 2AF3 (CWABS Inc.) | Long | ABS-other | US | $6K | – | 0.00 |
| CWL 2005-17 1AF4 (CWABS Inc.) | Long | ABS-other | US | $368K | – | 0.04 |
| CWL 2006-13 1AF5 (CWABS Asset-Backed Certificates Trust 2006-13) | Long | ABS-other | US | $532K | – | 0.06 |
| CWL 2006-S5 A5 (Cwheq Hm Eqty 06s5) | Long | ABS-other | US | $2M | – | 0.27 |
| CWL 2006-S6 A5 (Cwheq Hm Eqty 06s6) | Long | ABS-other | US | $131K | – | 0.02 |
| CWL 2006-S7 A5 (Cwheq Hm Eq Ln Tr) | Long | ABS-other | US | $168K | – | 0.02 |
| CWL 2007-QX1 A1 (CWABS Asset-Backed Certificates Trust 2007-QX1) | Long | ABS-other | US | $684K | – | 0.08 |
| CXHE 2004-C M2 (Centex Home Loan Equity Trust) | Long | ABS-other | US | $109K | – | 0.01 |
| CXHE 2004-D MF2 (Centex Home Loan Equity Trust) | Long | ABS-other | US | $296K | – | 0.04 |
| DBALT 2006-AB1 A3 (Deutsche Alt-A Secs Inc) | Long | ABS-other | US | $97K | – | 0.01 |
| DBALT 2006-AB2 A3 (Deutsche Alt-B Sec) | Long | ABS-other | US | $131K | – | 0.02 |
| DBUBS 2011-LC3A D (Dbubs 2011-Lc1 Mtg Tr) | Long | ABS-other | US | $2M | – | 0.23 |
| DFCS 1998-I B1 (Deutsche Fincl Cap) | Long | ABS-other | US | $2M | – | 0.25 |
| DMSI 2004-1 B2 (Deutsche Mortgage Securities Inc Mortgage Loan Trust) | Long | ABS-other | US | $28K | – | 0.00 |
| DMSI 2006-PR1 4AF1 (Deutsche Mortgage Securities Inc Mortgage Loan Trust) | Long | ABS-other | US | $24K | – | 0.00 |
| DSLA 2004-AR1 A2B (Dsla Mortgage Loan Trust) | Long | ABS-other | US | $130K | – | 0.02 |
| DSLA 2004-AR2 A1B (Dsla Mortgage Loan Trust) | Long | ABS-other | US | $816K | – | 0.10 |
| DSLA 2004-AR2 A2B (Dsla Mortgage Loan Trust) | Long | ABS-other | US | $559K | – | 0.07 |
| DSLA 2007-AR1 1A1B (Dsla Mortgage Loan Trust) | Long | ABS-other | US | $2M | – | 0.21 |
| EFR FLOAT PERP (Eaton Vance Senior Floating Rate Trust) | Long | Equity-preferred | US | $2M | 103 | 0.27 |
| EFR FLOAT PERP (Eaton Vance Senior Floating Rate Trust) | Long | Equity-preferred | US | $350K | 16 | 0.04 |
| EQABS 1998-1 A1 (Equity One, Inc.) | Long | ABS-other | US | $62K | – | 0.01 |
| EQABS 2002-1 M1 (Equity One Mtg) | Long | ABS-other | US | $226K | – | 0.03 |
| FCHE 1998-2 A1 (Firstcity Capital Home Equity Loan Trust) | Long | ABS-other | US | $282K | – | 0.03 |
| FCHE 1998-2 A3 (Firstcity Capital Home Equity Loan Trust) | Long | ABS-other | US | $179K | – | 0.02 |
| FFML 2002-FF1 M2 (First Franklin Mortgage Loan Trust 2005-FF4) | Long | ABS-other | US | $240K | – | 0.03 |
| FFML 2003-FFB X (FIRST FRANKLIN MTG LOAN ASSET) | Long | ABS-other | US | $12K | – | 0.00 |
| FFML 2004-FF2 M5 (First Franklin Mortgage Loan Trust 2005-FF4) | Long | ABS-other | US | $146K | – | 0.02 |
| FFML 2004-FFA X (FIRST FRANKLIN MTG LOAN ASSET) | Long | ABS-other | US | $82K | – | 0.01 |
| FFML 2004-FFH3 M4 (First Franklin Mortgage Loan Trust 2005-FF4) | Long | ABS-other | US | $859K | – | 0.10 |
| FHAMS 2004-AA5 2A1 (1ST Horizon Mtg) | Long | ABS-other | US | $141K | – | 0.02 |
| FHAMS 2004-AA7 1A1 (1ST Horizon Mtg) | Long | ABS-other | US | $314K | – | 0.04 |
| FHAMS 2005-AA1 1A1 (1ST Horizon Mtg) | Long | ABS-other | US | $14K | – | 0.00 |
| FHAMS 2005-AA3 2A1 (1ST Horizon Mtg) | Long | ABS-other | US | $423K | – | 0.05 |
| FHAMS 2005-AA5 1A1 (1ST Horizon Mtg) | Long | ABS-other | US | $132K | – | 0.02 |
| FHAMS 2006-AA4 1A1 (1ST Horizon Mtg) | Long | ABS-other | US | $0 | – | – |
| FHASI 2000-H 3B1 (1ST Horizon Mtg) | Long | ABS-other | US | $19K | – | 0.00 |
| FHASI 2000-H 4B2 (1ST Horizon Mtg) | Long | ABS-other | US | $15K | – | 0.00 |
| FHASI 2004-FL1 1A1 (1ST Horizon Mtg) | Long | ABS-other | US | $134K | – | 0.02 |
| FHASI 2005-AR4 2A1 (1ST Horizon Mtg) | Long | ABS-other | US | $163K | – | 0.02 |
| FHASI 2005-AR6 3A1 (1ST Horizon Mtg) | Long | ABS-other | US | $445K | – | 0.05 |
| FHASI 2006-AR3 3A1 (1ST Horizon 06-Ar3) | Long | ABS-other | US | $344K | – | 0.04 |
| FHASI 2007-AR2 2A1 (1ST Horizon Mtg) | Long | ABS-other | US | $27K | – | 0.00 |
| FHLT 2002-2 M1 (Fremont Home Loan Trust) | Long | ABS-other | US | $2M | – | 0.20 |
| FHLT 2004-B M7 (Fremont Home Loan Trust) | Long | ABS-other | US | $27K | – | 0.00 |
| FHLT 2005-A M3 (Fremont Home Loan Trust) | Long | ABS-other | US | $14K | – | 0.00 |
| FHR 3753 SB (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $22K | – | 0.00 |
| FHS 365 257 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| FINA 2004-3 M2 (Finance America Mortgage Loan Trust) | Long | ABS-other | US | $179K | – | 0.02 |
| FINA 2004-3 M3 (Finance America Mortgage Loan Trust) | Long | ABS-other | US | $157K | – | 0.02 |
| FIRST AM-TR OB-X (First American Funds Inc.) | Long | Short-term investment vehicle | US | $41M | – | 4.84 |
| FNR 2010-55 SH (Federal National Mortgage Association) | Long | ABS-other | US | $5K | – | 0.00 |
| FNR 2018-95 SA (Federal National Mortgage Association) | Long | ABS-other | US | $28K | – | 0.00 |
| FNS 362 2 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNW 2003-W6 5S (Federal National Mortgage Association) | Long | ABS-other | US | $115K | – | 0.01 |
| FREHE 1999-3 A1 (Fremont Hm Ln Ow T) | Long | ABS-other | US | $222K | – | 0.03 |
| FREHE 1999-3 A2 (Fremont Hm Ln Ow T) | Long | ABS-other | US | $210K | – | 0.02 |
| GCCFC 2006-RR1 A1 (Greenwich Capital Commercial Mortgage Trust) | Long | ABS-other | US | $333K | – | 0.04 |
| GMACM 2004-GH1 B (Gmacm Home Ln Tr) | Long | ABS-other | US | $353K | – | 0.04 |
| GMACM 2004-HE3 A2VN (Gmacm Home Equity Loan Trust) | Long | ABS-other | US | $82K | – | 0.01 |
| GMACM 2004-J2 A9 (Gmacm Mortgage Loan Trust) | Long | ABS-other | US | $117K | – | 0.01 |
| GMACM 2005-AR4 3A1 (Residential Asset Mortgage Products, Inc.) | Long | ABS-other | US | $1M | – | 0.16 |
| GMACM 2005-AR6 3A1 (Gmacm Mortgage Loan Trust) | Long | ABS-other | US | $356K | – | 0.04 |
| GMACM 2005-AR6 4A1 (GMAC MORTGAGE CORPORATION LOAN) | Long | ABS-other | US | $16K | – | 0.00 |
| GMACM 2005-HE1 A1VN (Gmacm Home Equity Loan Trust) | Long | ABS-other | US | $6K | – | 0.00 |
| GMACM 2007-HE2 A1 (Gmacm Mortgage Loan Trust) | Long | ABS-other | US | $903K | – | 0.11 |
| GMACM 2007-HE2 A4 (Gmacm Mortgage Loan Trust) | Long | ABS-other | US | $722K | – | 0.09 |
| GMLT 2004-1 A (Greenpoint Mtg Ln) | Long | ABS-other | US | $417K | – | 0.05 |
| GMSL 2004-A A2 (Global Mortgage Securitization Ltd.) | Long | ABS-other | KY | $323K | – | 0.04 |
| GNR 2003-12 S (Government National Mortgage Association) | Long | ABS-other | US | $10K | – | 0.00 |
| GNR 2011-71 SG (Government National Mortgage Association) | Long | ABS-other | US | $8K | – | 0.00 |
| GNR 2011-89 SA (Government National Mortgage Association) | Long | ABS-other | US | $9K | – | 0.00 |
| GNR 2012-104 DI (Government National Mortgage Association) | Long | ABS-other | US | $1K | – | 0.00 |
| GNR 2013-43 IO (Government National Mortgage Association) | Long | ABS-other | US | $322.28 | – | 0.00 |
| GNS 3 23 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.25 |
| GPLAT 2020-1 E (GENESIS PRIVATE LABEL AMORTIZING TRUST) | Long | ABS-other | US | $1M | – | 0.16 |
| GPMF 2005-AR3 1A1 (Greenpoint Mta Tr) | Long | ABS-other | US | $249K | – | 0.03 |
| GPMF 2005-AR4 1A1 (Greenpoint Mtg Fdg) | Long | ABS-other | US | $375K | – | 0.04 |
| GPMF 2005-AR5 3A1 (Greenpoint Mtg Fdg) | Long | ABS-other | US | $143K | – | 0.02 |
| GPMF 2005-HE3 A (Greenpoint Mtg Fdg) | Long | ABS-other | US | $136K | – | 0.02 |
| GPMF 2006-AR2 4A1 (Greenpoint Mtg Fdg) | Long | ABS-other | US | $581K | – | 0.07 |
| GPMF 2006-AR3 4A1 (Greenpoint Mtg Fdg) | Long | ABS-other | US | $53K | – | 0.01 |
| GSAA 2005-2 B3 (GS Mortgage Securities Corp) | Long | ABS-other | US | $1M | – | 0.14 |
| GSAMP 2004-HE1 M1 (GS Mortgage Securities Corp) | Long | ABS-other | US | $76K | – | 0.01 |
| GSAMP 2004-SD1 M2 (GS Mortgage Securities Corp) | Long | ABS-other | US | $1M | – | 0.13 |
| GSAMP 2006-S6 A1C (GSamp Trust) | Long | ABS-other | US | $13K | – | 0.00 |
| GSAMP 2006-S6 A2 (GSamp Trust) | Long | ABS-other | US | $114K | – | 0.01 |
| GSAMP 2006-S6 A3 (GSamp Trust) | Long | ABS-other | US | $43K | – | 0.01 |
| GSMPS 1998-1 A (GS Mortgage Securities Corp) | Long | ABS-other | US | $44K | – | 0.01 |
| GSMPS 1998-2 A (GS Mortgage Securities Corp) | Long | ABS-other | US | $145K | – | 0.02 |
| GSMPS 1998-3 A (GS Mortgage Securities Corp) | Long | ABS-other | US | $54K | – | 0.01 |
| GSMPS 1999-2 A (GS Mortgage Securities Corp) | Long | ABS-other | US | $133K | – | 0.02 |
| GSMPS 2001-2 A (GS Mortgage Securities Corp) | Long | ABS-other | US | $351K | – | 0.04 |
| GSMS 2007-GG10 AJ (GS Mortgage Securities Corp II) | Long | ABS-other | US | $256K | – | 0.03 |
| GSMS 2010-C1 B (Gs Mortgage Securities Trust 2010-C1) | Long | ABS-other | US | $103K | – | 0.01 |
| GSMS 2010-C1 C (Gs Mortgage Securities Trust 2010-C1) | Long | ABS-other | US | $3M | – | 0.35 |
| GSMS 2010-C1 D (Gs Mortgage Securities Trust 2010-C1) | Long | ABS-other | US | $16M | – | 1.95 |
| GSMS 2011-GC5 B (GS Mortgage Securities Trust 2011-GC5) | Long | ABS-other | US | $13M | – | 1.50 |
| GSMS 2011-GC5 C (GS Mortgage Securities Trust 2011-GC5) | Long | ABS-other | US | $303K | – | 0.04 |
| GSMS 2011-GC5 D (GS Mortgage Securities Trust 2011-GC5) | Long | ABS-other | US | $565K | – | 0.07 |
| GSMS 2012-GCJ9 D (GS Mortgage Securities Corp II) | Long | ABS-other | US | $2M | – | 0.21 |
| GSMS 2018-SRP5 A (GS Mortgage Securities Corp) | Long | ABS-other | US | $2M | – | 0.28 |
| GSMS 2018-SRP5 B (GS Mortgage Securities Corp) | Long | ABS-other | US | $523K | – | 0.06 |
| GSR 2003-1 A2 (GSR Mtg Loan Trust) | Long | ABS-other | US | $9K | – | 0.00 |
| GSR 2003-1 B1 (GSR Mtg Loan Trust) | Long | ABS-other | US | $105K | – | 0.01 |
| GSR 2003-3F B3 (GS Mortgage Securities Corp) | Long | ABS-other | US | $76K | – | 0.01 |
| GSR 2003-4F B3 (GS Mortgage Securities Corp) | Long | ABS-other | US | $161K | – | 0.02 |
| GSR 2003-9 A2 (GS Mortgage Securities Corp) | Long | ABS-other | US | $294K | – | 0.03 |
| GSR 2004-15F 3A1 (GS Mortgage Securities Corp) | Long | ABS-other | US | $71K | – | 0.01 |
| GSR 2005-1F 4A1 (GS Mortgage Securities Corp) | Long | ABS-other | US | $241K | – | 0.03 |
| GSR 2005-7F 2A6 (GS Mortgage Securities Corp) | Long | ABS-other | US | $53K | – | 0.01 |
| GSR 2005-8F 2A1 (GS Mortgage Securities Corp) | Long | ABS-other | US | $314K | – | 0.04 |
| GSR 2005-8F 2A4 (GS Mortgage Securities Corp) | Long | ABS-other | US | $420K | – | 0.05 |
| GSR 2005-8F 2A6 (GS Mortgage Securities Corp) | Long | ABS-other | US | $968K | – | 0.11 |
| GSR 2005-AR5 1A1 (GS Mortgage Securities Corp) | Long | ABS-other | US | $172K | – | 0.02 |
| GSR 2005-AR7 5A1 (GS Mortgage Securities Corp) | Long | ABS-other | US | $206K | – | 0.02 |
| GSR 2006-10F 2A1 (GSR Mtg Loan Trust) | Long | ABS-other | US | $2M | – | 0.19 |
| GSR 2006-1F 1A3 (GS Mortgage Securities Corp) | Long | ABS-other | US | $73K | – | 0.01 |
| GSR 2006-1F 1A6 (GS Mortgage Securities Corp) | Long | ABS-other | US | $2M | – | 0.18 |
| GSR 2006-1F 1A9 (GS Mortgage Securities Corp) | Long | ABS-other | US | $33K | – | 0.00 |
| GSR 2006-1F 4A1 (GS Mortgage Securities Corp) | Long | ABS-other | US | $594K | – | 0.07 |
| GSR 2006-2F 1A1 (GSAA Home Equity Trust) | Long | ABS-other | US | $1M | – | 0.12 |
| GSR 2006-2F 2A1 (GSAA Home Equity Trust) | Long | ABS-other | US | $138K | – | 0.02 |
| GSR 2006-2F 2A13 (GSAA Home Equity Trust) | Long | ABS-other | US | $1M | – | 0.13 |
| GSR 2006-2F 2A17 (GSAA Home Equity Trust) | Long | ABS-other | US | $1M | – | 0.15 |
| GSR 2006-4F 2A11 (GSR Mtg Loan Trust) | Long | ABS-other | US | $525K | – | 0.06 |
| GSR 2006-4F 2A2 (GSR Mtg Loan Trust) | Long | ABS-other | US | $1M | – | 0.13 |
| GSR 2006-4F 5A11 (GSR Mtg Loan Trust) | Long | ABS-other | US | $825K | – | 0.10 |
| GSR 2006-5F 2A1 (GSR Mtg Loan Trust) | Long | ABS-other | US | $316K | – | 0.04 |
| GSR 2006-5F 2A2 (GSR Mtg Loan Trust) | Long | ABS-other | US | $622K | – | 0.07 |
| GSR 2006-5F 2A4 (GSR Mtg Loan Trust) | Long | ABS-other | US | $117K | – | 0.01 |
| GSR 2006-7F 2A1 (GSR Mtg Loan Trust) | Long | ABS-other | US | $2M | – | 0.21 |
| GSR 2007-1F 2A2 (GSR Mtg Loan Trust) | Long | ABS-other | US | $814K | – | 0.10 |
| GSR 2007-1F 2A4 (GSR Mtg Loan Trust) | Long | ABS-other | US | $243K | – | 0.03 |
| GSR 2007-1F 3A1 (GSR Mtg Loan Trust) | Long | ABS-other | US | $462K | – | 0.05 |
| GSR 2007-3F 2A1 (GSR Mtg Ln Tr 07-3) | Long | ABS-other | US | $2M | – | 0.21 |
| GSR 2007-4F 1A1 (GSR Mtg Ln) | Long | ABS-other | US | $74K | – | 0.01 |
| GSR 2007-4F 2A1 (GSR Mtg Ln) | Long | ABS-other | US | $4M | – | 0.43 |
| GSR 2007-AR1 1A1 (GSR Mtg Loan Trust) | Long | ABS-other | US | $318K | – | 0.04 |
| GSR 2007-AR1 3A1 (GSR Mtg Loan Trust) | Long | ABS-other | US | $376K | – | 0.04 |
| GSR 2007-AR2 5A1A (GSR Mtg Ln 07-Ar2) | Long | ABS-other | US | $212K | – | 0.03 |
| GT 1995-7 B2 (Green Tree Financial Corporation) | Long | ABS-other | US | $796K | – | 0.09 |
| GT 1996-10 B1 (Green Tree Financial Corporation) | Long | ABS-other | US | $3M | – | 0.36 |
| GT 1996-8 B1 (Green Tree Financial Corporation) | Long | ABS-other | US | $698K | – | 0.08 |
| GT 1996-9 B1 (Green Tree Financial Corporation) | Long | ABS-other | US | $1M | – | 0.16 |
| GT 1997-2 M1 (Green Tree Financial Corporation) | Long | ABS-other | US | $1M | – | 0.17 |
| GT 1997-3 M1 (Green Tree Financial Corporation) | Long | ABS-other | US | $4M | – | 0.52 |
| GT 1997-7 M1 (Green Tree Financial Corporation) | Long | ABS-other | US | $5M | – | 0.59 |
| GT 1997-8 M1 (Green Tree Financial Corporation) | Long | ABS-other | US | $3M | – | 0.38 |
| GT 1998-2 M1 (Green Tree Financial Corporation) | Long | ABS-other | US | $233K | – | 0.03 |
| GT 1998-3 M1 (Green Tree Financial Corporation) | Long | ABS-other | US | $2M | – | 0.27 |
| HCCLT 2020-1 M4 (HARVEST COMMERCIAL CAPITAL LOAN TRUST) | Long | ABS-other | US | $907K | – | 0.11 |
| HEAT 2002-2 B1 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $34K | – | 0.00 |
| HEAT 2002-5 B1 (Credit Suisse First Boston Mortgage Securities Corp 2005-11) | Long | ABS-other | US | $196K | – | 0.02 |
| HEAT 2003-1 B2 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $1M | – | 0.14 |
| HEAT 2003-8 B2 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $132K | – | 0.02 |
| HEAT 2007-3 M1 (Home Equity Ass Tr) | Long | ABS-other | US | $5M | – | 0.61 |
| HEMT 2007-1 A1 (Home Equity 2007-1) | Long | ABS-other | US | $318K | – | 0.04 |
| HVMLT 2003-1 B1 (Harborview Mtg Loan Trust) | Long | ABS-other | US | $57K | – | 0.01 |
| HVMLT 2004-1 B1 (Harborview Mtg Loan Trust) | Long | ABS-other | US | $209K | – | 0.02 |
| HVMLT 2004-8 3A2 (Harborview Mtg Loan Trust) | Long | ABS-other | US | $727K | – | 0.09 |
| HVMLT 2004-9 4A2 (Harborview Mtg Loan Trust) | Long | ABS-other | US | $64K | – | 0.01 |
| HVMLT 2005-14 2A1A (Harborview Mtg Loan Trust) | Long | ABS-other | US | $17K | – | 0.00 |
| HVMLT 2005-14 3A1A (Harborview Mtg Loan Trust) | Long | ABS-other | US | $95K | – | 0.01 |
| HVMLT 2005-16 4A1B (Harborview Mtg Loan Trust) | Long | ABS-other | US | $1M | – | 0.17 |
| HVMLT 2005-2 1A (Harborview Mtg Loan Trust) | Long | ABS-other | US | $929K | – | 0.11 |
| HVMLT 2005-4 4A (Harborview Mtg Loan Trust) | Long | ABS-other | US | $39K | – | 0.00 |
| HVMLT 2005-8 1A2A (Harborview Mtg Loan Trust) | Long | ABS-other | US | $115K | – | 0.01 |
| IMCHE 1996-2 A7 (IMC Hm Eqty Ln Tst) | Long | ABS-other | US | $303K | – | 0.04 |
| IMCHE 1998-3 A7 (IMC Hm Eqty Ln Tst) | Long | ABS-other | US | $483K | – | 0.06 |
| IMCHE 1998-5 A5 (IMC Hm Eqty Ln Tst) | Long | ABS-other | US | $65K | – | 0.01 |
| IMM 2004-10 3A2 (Impac CMB Trust) | Long | ABS-other | US | $75K | – | 0.01 |
| IMM 2004-8 3B (Impac CMB Trust) | Long | ABS-other | US | $103K | – | 0.01 |
| IMM 2004-8 3M2 (Impac CMB Trust) | Long | ABS-other | US | $142K | – | 0.02 |
| IMM 2005-4 2A2 (Impac CMB Trust) | Long | ABS-other | US | $111K | – | 0.01 |
| IMM 2005-4 2B1 (Impac CMB Trust) | Long | ABS-other | US | $544K | – | 0.06 |
| IMM 2005-7 A1 (Impac CMB Trust) | Long | ABS-other | US | $513K | – | 0.06 |
| IMSA 2003-3 M1 (Impac Secured Assets Corp) | Long | ABS-other | US | $179K | – | 0.02 |
| IMSA 2005-1 4A (Impac Secured Assets Corp) | Long | ABS-other | US | $110K | – | 0.01 |
| IMSC 2007-F3 PO (Indymac Mtg 07-F3) | Long | ABS-other | US | $42K | – | 0.00 |
| INARM 2001-H1 1A (Indymac Arm Trust) | Long | ABS-other | US | $63K | – | 0.01 |
| INDA 2005-AR2 2A1 (Indymac MBS Inc) | Long | ABS-other | US | $15K | – | 0.00 |
| INDA 2005-AR2 3A1 (Indymac MBS Inc) | Long | ABS-other | US | $2M | – | 0.26 |
| INDA 2007-AR4 3A1 (Indymac INDA Mortgage Loan Trust 2007-AR4) | Long | ABS-other | US | $57K | – | 0.01 |
| INDX 2005-AR9 2A1 (Indymac MBS Inc) | Long | ABS-other | US | $2M | – | 0.20 |
| INHEL 2000-C MV1 (Indymac ABS, Inc.) | Long | ABS-other | US | $413K | – | 0.05 |
| INHEL 2002-B M1 (Indymac ABS, Inc.) | Long | ABS-other | US | $189K | – | 0.02 |
| INHEL 2004-A M2 (Indymac ABS, Inc.) | Long | ABS-other | US | $62K | – | 0.01 |
| IRWHE 2004-1 2B1 (Irwin Hm Eqty Loan) | Long | ABS-other | US | $23K | – | 0.00 |
| IRWHE 2004-1 2M2 (Irwin Hm Eqty Loan) | Long | ABS-other | US | $26K | – | 0.00 |
| IRWHE 2006-P1 1A (Irwin Hm Equity Ln) | Long | ABS-other | US | $417K | – | 0.05 |
| IRWHE 2006-P1 2A3 (Irwin Hm Equity Ln) | Long | ABS-other | US | $352K | – | 0.04 |
| IXIS 2005-HE3 M3 (Ixis Real Estate) | Long | ABS-other | US | $61K | – | 0.01 |
| JMAC 2009-R6 7A5 (Jefferies Resecuritization Trust 2009-R6) | Long | ABS-other | US | $895K | – | 0.11 |
| JMAC 2009-R7 6A2 (Jefferies & Co Inc) | Long | ABS-other | US | $386K | – | 0.05 |
| JPALT 2005-S1 2A1 (JP Morgan Alt Loan) | Long | ABS-other | US | $165K | – | 0.02 |
| JPALT 2006-S2 A4 (JP Morgan Alt Loan) | Long | ABS-other | US | $10K | – | 0.00 |
| JPMBB 2013-C15 D (JPMBB Commercial Mortgage Securities Trust 2013-C15) | Long | ABS-other | US | $6M | – | 0.66 |
| JPMCC 2006-CB17 AJ (J.P. Morgan Chase Commercial Mortgage Securities Trust) | Long | ABS-other | US | $1M | – | 0.13 |
| JPMCC 2007-C1 AJ (J P Morgan Chase Commercial Mortgage Securities Trust 2013-WT) | Long | ABS-other | US | $10M | – | 1.21 |
| JPMCC 2007-C1 C (J P Morgan Chase Commercial Mortgage Securities Trust 2013-WT) | Long | ABS-other | US | $1M | – | 0.16 |
| JPMCC 2008-C2 AM (J P Morgan Chase Commercial Mortgage Securities Trust 2013-WT) | Long | ABS-other | US | $2M | – | 0.20 |
| JPMCC 2010-C2 D (Impac CMB Trust) | Long | ABS-other | US | $2M | – | 0.22 |
| JPMCC 2010-C2 E (Impac CMB Trust) | Long | ABS-other | US | $2M | – | 0.21 |
| JPMCC 2010-C2 F (Impac CMB Trust) | Long | ABS-other | US | $10M | – | 1.14 |
| JPMCC 2011-C3 B (JP Morgan Chase Commercial Mortgage Securities Corp.) | Long | ABS-other | US | $744K | – | 0.09 |
| JPMCC 2011-C3 C (JP Morgan Chase Commercial Mortgage Securities Corp.) | Long | ABS-other | US | $8M | – | 0.96 |
| JPMCC 2011-C3 D (JP Morgan Chase Commercial Mortgage Securities Corp.) | Long | ABS-other | US | $2M | – | 0.21 |
| JPMCC 2011-C3 F (JP Morgan Chase Commercial Mortgage Securities Corp.) | Long | ABS-other | US | $179K | – | 0.02 |
| JPMCC 2012-C6 D (J.P. Morgan Chase Commercial Mortgage Securities Trust) | Long | ABS-other | US | $440K | – | 0.05 |
| JPMCC 2012-C8 G (Impac CMB Trust) | Long | ABS-other | US | $3M | – | 0.37 |
| JPMCC 2012-CBX E (JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX) | Long | ABS-other | US | $7M | – | 0.82 |
| JPMCC 2012-LC9 C (JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9) | Long | ABS-other | US | $360K | – | 0.04 |
| JPMCC 2012-WLDN A (J.P. Morgan Chase Commercial Mortgage Securities Trust) | Long | ABS-other | US | $5M | – | 0.65 |
| JPMCC 2013-LC11 D (JP Morgan Commercial Mortgage Finance Corp) | Long | ABS-other | US | $48K | – | 0.01 |
| JPMMT 2004-S2 2A13 (JP Morgan Mortgage Trust) | Long | ABS-other | US | $354K | – | 0.04 |
| JPMMT 2004-S2 4A5 (JP Morgan Mortgage Trust) | Long | ABS-other | US | $163K | – | 0.02 |
| JPMMT 2005-A6 5A1 (JP Morgan Mortgage Trust) | Long | ABS-other | US | $275K | – | 0.03 |
| JPMMT 2005-A8 1A1 (JP Morgan Mortgage Trust) | Long | ABS-other | US | $529K | – | 0.06 |
| JPMMT 2007-A2 3A1 (JP Morgan Mortgage Trust) | Long | ABS-other | US | $39K | – | 0.00 |
| JPMMT 2007-S2 3A2 (JP Morgan Mortgage Trust) | Long | ABS-other | US | $160K | – | 0.02 |
| JPMMT 2007-S2 3A3 (JP Morgan Mortgage Trust) | Long | ABS-other | US | $70K | – | 0.01 |
| LABMH 2002-A C (Lehman Abs Mfg Hsg) | Long | ABS-other | US | $2M | – | 0.19 |
| LBMLT 2002-1 M3 (Long Beach Mortgage Loan Trust) | Long | ABS-other | US | $1M | – | 0.13 |
| LBMLT 2003-2 M3 (Long Beach Mortgage Loan Trust) | Long | ABS-other | US | $452K | – | 0.05 |
| LBMLT 2005-WL1 3M3 (Long Beach Mortgage Loan Trust) | Long | ABS-other | US | $5M | – | 0.54 |
| LBMLT 2006-A A1 (Long Beach 06-A) | Long | ABS-other | US | $506K | – | 0.06 |
| LBMLT 2006-A A3 (Long Beach 06-A) | Long | ABS-other | US | $332K | – | 0.04 |
| LBSBN 2005-2A N3 (Lbsbc Nim Co 2005 2/Sasco Arc Corp) | Long | ABS-other | KY | $1M | – | 0.13 |
| LBSBN 2005-2A PS | Long | ABS-other | US | $3M | – | 0.34 |
| LBUBS 2006-C6 AJ (LB-UBS Commercial Mortgage Trust) | Long | ABS-other | US | $4M | – | 0.48 |
| LMT 2005-2 5A1 (Lehman Mortgage Trust) | Long | ABS-other | US | $479K | – | 0.06 |
| LMT 2005-2 5A2 (Lehman Mortgage Trust) | Long | ABS-other | US | $99K | – | 0.01 |
| LMT 2005-2 AX (Lehman Mortgage Trust) | Long | ABS-other | US | $93K | – | 0.01 |
| LMT 2006-4 4A1 (Lehman Mortgage Trust) | Long | ABS-other | US | $128K | – | 0.02 |
| LMT 2006-7 5A1 (Lehman Mortgage Trust) | Long | ABS-other | US | $129K | – | 0.02 |
| LMT 2007-10 2A2 (Lehman Mortgage Trust) | Long | ABS-other | US | $66K | – | 0.01 |
| LMT 2007-3 2A1 (Lehman Mortgage Trust) | Long | ABS-other | US | $71K | – | 0.01 |
| LMT 2007-5 8A1 (Lehman Mortgage Trust) | Long | ABS-other | US | $276K | – | 0.03 |
| LMT 2007-5 8A2 (Lehman Mortgage Trust) | Long | ABS-other | US | $186K | – | 0.02 |
| LMTBL 2019-1 C (LOANME TRUST SBL 2019-1) | Long | ABS-other | US | $100K | – | 0.01 |
| LUM 2006-7 1A1 (Luminent Mortgage Trust) | Long | ABS-other | US | $214K | – | 0.03 |
| LUM 2006-7 2A1 (Luminent Mortgage Trust) | Long | ABS-other | US | $14K | – | 0.00 |
| LUM 2007-2 2A1 (Luminent Mortgage Trust) | Long | ABS-other | US | $491K | – | 0.06 |
| LXS 2005-4 1M1 (Lehman Xs Trust) | Long | ABS-other | US | $3M | – | 0.38 |
| LXS 2005-5N 1A2 (First Franklin Mortgage Loan Trust) | Long | ABS-other | US | $643K | – | 0.08 |
| LXS 2006-2N 1A1 (Lehman Xs Trust) | Long | ABS-other | US | $222K | – | 0.03 |
| LXS 2007-3 1AA1 (Lehman Xs Trust) | Long | ABS-other | US | $392K | – | 0.05 |
| LXS 2007-6 3A2 (Lehman Xs Trust) | Long | ABS-other | US | $626K | – | 0.07 |
| MABS 2002-NC1 M3 (MASTR Asset Backed Securities Trust) | Long | ABS-other | US | $361K | – | 0.04 |
| MABS 2003-NC1 M4 (MASTR Asset Backed Securities Trust) | Long | ABS-other | US | $154K | – | 0.02 |
| MABS 2003-WMC2 M2 (MASTR Asset Backed Securities Trust) | Long | ABS-other | US | $57K | – | 0.01 |
| MALT 2004-10 4A1 (MASTR Alternative Loan Trust) | Long | ABS-other | US | $12K | – | 0.00 |
| MALT 2004-13 9A2 (MASTR Alternative Loan Trust) | Long | ABS-other | US | $282K | – | 0.03 |
| MALT 2005-6 30PO (MASTR Alternative Loan Trust) | Long | ABS-other | US | $12K | – | 0.00 |
| MANA 2007-AF1 1AF2 (Merrill Lynch Alternative Note Asset Trust Series 2007-AF1) | Long | ABS-other | US | $109K | – | 0.01 |
| MARM 2004-11 B1 (Mastr Adjustable Rate Mortgages Trust) | Long | ABS-other | US | $299K | – | 0.04 |
| MARM 2004-14 B2 (Mastr Adjustable Rate Mortgages Trust) | Long | ABS-other | US | $2M | – | 0.24 |
| MARM 2005-6 3A1 (Mastr Adjustable Rate Mortgages Trust) | Long | ABS-other | US | $365K | – | 0.04 |
| MARM 2005-6 3A2 (Mastr Adjustable Rate Mortgages Trust) | Long | ABS-other | US | $624K | – | 0.07 |
| MARM 2006-OA2 1A1 (Mastr Adjustable Rate Mortgages Trust) | Long | ABS-other | US | $2M | – | 0.29 |
| MARM 2006-OA2 2A1 (Mastr Adjustable Rate Mortgages Trust) | Long | ABS-other | US | $240K | – | 0.03 |
| MARM 2007-1 2A1 (Mastr Adjustable Rate Mortgages Trust) | Long | ABS-other | US | $2M | – | 0.18 |
| MARM 2007-1 I2A1 (Mastr Adjustable Rate Mortgages Trust) | Long | ABS-other | US | $140.47 | – | 0.00 |
| MARM 2007-1 I2A3 (Mastr Adjustable Rate Mortgages Trust) | Long | ABS-other | US | $44K | – | 0.01 |
| MARM 2007-3 22A5 (Mastr Adjustable Rate Mortgages Trust) | Long | ABS-other | US | $217K | – | 0.03 |
| MARP 2005-1 1A4 (MASTR Specialized Loan Trust) | Long | ABS-other | US | $992K | – | 0.12 |
| MASTR 2003-11 6A16 (Master Asset Securitization Trust) | Long | ABS-other | US | $29K | – | 0.00 |
| MASTR 2004-11 5A4 (Master Asset Securitization Trust) | Long | ABS-other | US | $729K | – | 0.09 |
| MASTR 2004-11 5A5 (Master Asset Securitization Trust) | Long | ABS-other | US | $82K | – | 0.01 |
| MASTR 2004-9 3A7 (Master Asset Securitization Trust) | Long | ABS-other | US | $73K | – | 0.01 |
| MBI 0 12/15/31 (MBIA Global Funding, LLC) | Long | Debt | US | $4M | – | 0.49 |
| MBI 0 12/15/33 (MBIA Global Funding, LLC) | Long | Debt | US | $13M | – | 1.53 |
| MESC 11PA B3 (Merit Securities Corp) | Long | ABS-other | US | $2M | – | 0.19 |
| MESC 12-1 1M1 (Merit Securities Corp) | Long | ABS-other | US | $2K | – | 0.00 |
| METRO 1999-A B1 (Metropolitan Asset) | Long | ABS-other | US | $137K | – | 0.02 |
| MHL 2004-1 B2 (MortgageIT Trust) | Long | ABS-other | US | $227K | – | 0.03 |
| MHL 2005-2 1B1 (MortgageIT Trust) | Long | ABS-other | US | $36K | – | 0.00 |
| MHL 2005-2 R (61999A) | Long | ABS-other | US | $3M | – | 0.33 |
| MHL 2005-3 B3 (MortgageIT Trust) | Long | ABS-other | US | $387K | – | 0.05 |
| MHL 2006-1 1A1 (MortgageIT Trust) | Long | ABS-other | US | $126K | – | 0.01 |
| MHL 2006-1 1A2 (MortgageIT Trust) | Long | ABS-other | US | $2M | – | 0.22 |
| MLCC 2003-D B1 (Merrill Lynch Mortgage Investors, Inc.) | Long | ABS-other | US | $33K | – | 0.00 |
| MLCC 2003-D B2 (Merrill Lynch Mortgage Investors, Inc.) | Long | ABS-other | US | $24K | – | 0.00 |
| MLCC 2003-F B1 (Merrill Lynch Mortgage Investors, Inc.) | Long | ABS-other | US | $122K | – | 0.01 |
| MLCC 2007-2 1A (Merrill Lynch Mtg Inv Trust) | Long | ABS-other | US | $114K | – | 0.01 |
| MLCFC 2007-9 AJ (ML CFC Commercial Mortgage Trust) | Long | ABS-other | US | $450K | – | 0.05 |
| MLCFC 2007-9 AJA (ML CFC Commercial Mortgage Trust) | Long | ABS-other | US | $204K | – | 0.02 |
| MLMBS 2007-1 2A1 (ML Mtg Bkd Secs Tr) | Long | ABS-other | US | $212K | – | 0.03 |
| MLMI 2003-A2 2M1 (Merrill Lynch Mortgage Investors, Inc.) | Long | ABS-other | US | $76K | – | 0.01 |
| MLMI 2003-WMC2 B1 (Merrill Lynch Mortgage Investors, Inc.) | Long | ABS-other | US | $1M | – | 0.14 |
| MLMI 2005-A7 2A1 (Merrill Lynch Mortgage Investors, Inc.) | Long | ABS-other | US | $846K | – | 0.10 |
| MLMI 2005-NC1 B3 (Merrill Lynch Mortgage Investors, Inc.) | Long | ABS-other | US | $833K | – | 0.10 |
| MLMI 2006-AF1 PO (Merrill Lynch Mortgage Investors Trust Series 2006-AF1) | Long | ABS-other | US | $797.69 | – | 0.00 |
| MLMT 2006-C1 B (Merrill Lynch Mortgage Trust) | Long | ABS-other | US | $130K | – | 0.02 |
| MLRT 2009-RS1 B15 (Mortgage Loan Resecuritization Trust 2009-RS1) | Long | ABS-other | US | $7M | – | 0.88 |
| MRFC 1999-TBC3 B4 (Mellon Residential) | Long | ABS-other | US | $55K | – | 0.01 |
| MRFC 1999-TBC3 B5 (Mellon Residential) | Long | ABS-other | US | $34K | – | 0.00 |
| MSAC 2003-NC10 B2 (Morgan Stanley ABS Capital I Inc) | Long | ABS-other | US | $973K | – | 0.12 |
| MSAC 2003-NC8 M3 (Morgan Stanley ABS Capital I Inc) | Long | ABS-other | US | $14K | – | 0.00 |
| MSAC 2004-SD2 B1 (Morgan Stanley ABS Capital I Inc. Trust 2004-NC1) | Long | ABS-other | US | $734K | – | 0.09 |
| MSAC 2004-SD3 B1 (Morgan Stanley ABS Capital I Inc. Trust 2004-NC1) | Long | ABS-other | US | $804K | – | 0.10 |
| MSAC 2005-WMC2 M3 (Morgan Stanley ABS Capital I Inc. Trust 2004-NC1) | Long | ABS-other | US | $1M | – | 0.12 |
| MSAC 2007-NC4 A2D (Morgan Stan 07-Nc4) | Long | ABS-other | US | $1M | – | 0.16 |
| MSBAM 2012-C6 C (Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6) | Long | ABS-other | US | $3M | – | 0.33 |
| MSBAM 2012-C6 E (Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6) | Long | ABS-other | US | $1M | – | 0.14 |
| MSBAM 2013-C7 C (Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7) | Long | ABS-other | US | $104K | – | 0.01 |
| MSC 2011-C2 D (Morgan Stanley Capital I Trust 2011-C2) | Long | ABS-other | US | $91K | – | 0.01 |
| MSC 2011-C2 E (Morgan Stanley Capital I Trust 2011-C2) | Long | ABS-other | US | $459K | – | 0.05 |
| MSC 2011-C3 E (Morgan Stanley Capital I Trust 2011-C3) | Long | ABS-other | US | $874K | – | 0.10 |
| MSC 2011-C3 F (Morgan Stanley Capital I Trust 2011-C3) | Long | ABS-other | US | $2M | – | 0.19 |
| MSC 2012-C4 E (Morgan Stanley Capital I Trust 2011-C2) | Long | ABS-other | US | $585K | – | 0.07 |
| MSDWC 2001-AM1 B1 (Lehman Abs Corp) | Long | ABS-other | US | $523K | – | 0.06 |
| MSDWC 2002-AM1 M2 (Lehman Abs Corp) | Long | ABS-other | US | $694K | – | 0.08 |
| MSDWC 2002-AM3 B2 (Lehman Abs Corp) | Long | ABS-other | US | $609K | – | 0.07 |
| MSDWC 2003-HYB1 A1 (Lehman Abs Corp) | Long | ABS-other | US | $78K | – | 0.01 |
| MSDWC 2003-NC1 M3 (Lehman Abs Corp) | Long | ABS-other | US | $310K | – | 0.04 |
| MSDWC 2003-NC2 B1 (Lehman Abs Corp) | Long | ABS-other | US | $2M | – | 0.20 |
| MSM 2005-10 4A1 (Morgan Stanley ML) | Long | ABS-other | US | $442K | – | 0.05 |
| MSM 2005-2AR B1 (Morgan Stanley Capital I Inc) | Long | ABS-other | US | $233K | – | 0.03 |
| MSM 2005-4 1A (Morgan Stanley ML) | Long | ABS-other | US | $167K | – | 0.02 |
| MSM 2005-8SL M1 (Morgan Stanley ML) | Long | ABS-other | US | $293K | – | 0.03 |
| MSM 2006-2 1A (Morgan Stanley ML) | Long | ABS-other | US | $60K | – | 0.01 |
| MSM 2007-8XS A3W (Morgan Stanley ML) | Long | ABS-other | US | $3M | – | 0.32 |
| MSP DEER FNCE SYNDICTD LN (MSP DEER FINANCE) | Long | Debt | US | $12M | – | 1.38 |
| MSRR 2010-R7 3B (Morgan Stanley Re Remic Trust) | Long | ABS-other | US | $12K | – | 0.00 |
| MSRR 2014-R4 4B2 (MORGAN STANLEY RESECURITIZATION TRUST) | Long | ABS-other | US | $1M | – | 0.12 |
| MSRR 2015-R7 1BXA (Morgan Stanley Resecuritization Trust) | Long | ABS-other | US | $672K | – | 0.08 |
| MSSTR 2003-1 3A2 (Mastr Seasoned Sec) | Long | ABS-other | US | $45K | – | 0.01 |
| NAA 2004-AP1 A5 (Nomura Asset Acceptance Corp Alt Ln tr) | Long | ABS-other | US | $15K | – | 0.00 |
| NAA 2004-AR1 5A3 (Nomura Asset Acceptance Corp Alt Ln tr) | Long | ABS-other | US | $90K | – | 0.01 |
| NAA 2004-AR2 M2 (Nomura Asset Acceptance Corp Alt Ln tr) | Long | ABS-other | US | $2M | – | 0.23 |
| NAA 2006-AF1 2A (Nomura Asset Alt) | Long | ABS-other | US | $138K | – | 0.02 |
| NCHET 2003-3 M3 (New Century Home Equity Loan Trust 2005-1) | Long | ABS-other | US | $1M | – | 0.14 |
| NCHET 2003-5 AI7 (New Century Home Equity Loan Trust 2005-1) | Long | ABS-other | US | $2K | – | 0.00 |
| NCHET 2003-6 M1 (New Century Home Equity Loan Trust 2005-1) | Long | ABS-other | US | $305K | – | 0.04 |
| NCHET 2003-A M1 (New Century Home Equity Loan Trust 2005-1) | Long | ABS-other | US | $281K | – | 0.03 |
| NCMS 2018-FL1 C (Natixis Commercial Mortgage Security) | Long | ABS-other | US | $690K | – | 0.08 |
| NHEL 2003-2 M2 (Novastar Home Equity Loan) | Long | ABS-other | US | $722K | – | 0.09 |
| NMCRE 2007-2A D (Nomura CRE CDO 2007-2 Ltd/LLC) | Long | ABS-collateralized bond/debt obligation | KY | $186K | – | 0.02 |
| NRZT 2019-5A B4IA (NEW RESIDENTIAL MORTGAGE LOAN TRUST) | Long | ABS-other | US | $194K | – | 0.02 |
| NRZT 2019-5A B5IB (NEW RESIDENTIAL MORTGAGE LOAN TRUST) | Long | ABS-other | US | $409K | – | 0.05 |
| NYMT 2006-1 2A3 (New York Mortgage Trust, Inc.) | Long | ABS-other | US | $151K | – | 0.02 |
| OAK 1996-B B1 (Oakwood Mtg Invest) | Long | ABS-other | US | $51K | – | 0.01 |
| OAK 1996-C B1 (Oakwood Mtg Invest) | Long | ABS-other | US | $285K | – | 0.03 |
| OAK 1997-A B1 (Oakwood Mtg Invest) | Long | ABS-other | US | $258K | – | 0.03 |
| OAK 1997-B B1 (Oakwood Mtg Invest) | Long | ABS-other | US | $5K | – | 0.00 |
| OAK 1997-C B1 (Oakwood Mtg Invest) | Long | ABS-other | US | $1M | – | 0.15 |
| OAK 1997-D B1 (Oakwood Mtg Invest) | Long | ABS-other | US | $1M | – | 0.17 |
| OAK 1998-D M1 (Oakwood Mtg Invest) | Long | ABS-other | US | $781K | – | 0.09 |
| OAK 2000-C M1 (Oakwood Mtg Invest) | Long | ABS-other | US | $995K | – | 0.12 |
| OAK 2001-D A2 (Oakwood Mtg Invest) | Long | ABS-other | US | $757K | – | 0.09 |
| OOMLT 2004-1 M4 (Option One Mortgage Loan Trust) | Long | ABS-other | US | $150K | – | 0.02 |
| OOMLT 2004-2 M5 (Option One Mortgage Loan Trust) | Long | ABS-other | US | $93K | – | 0.01 |
| OOMLT 2007-FXD1 1A1 (Option One Mortgage Loan Trust) | Long | ABS-other | US | $718K | – | 0.08 |
| OOMLT 2007-FXD2 2A5 (Option One Mortgage Loan Trust) | Long | ABS-other | US | $302K | – | 0.04 |
| OOMLT 2007-FXD2 2A6 (Option One Mortgage Loan Trust) | Long | ABS-other | US | $161K | – | 0.02 |
| OOWLT 2004-1 M (OPTION ONE WOODBRIDGE LOAN TRU) | Long | ABS-other | US | $732K | – | 0.09 |
| ORGN 2006-A A2 (Origen Mfd Housing) | Long | ABS-other | US | $2M | – | 0.26 |
| ORGN 2007-A A2 (Origen Mfd Housing) | Long | ABS-other | US | $574K | – | 0.07 |
| OWNIT 2005-4 M1 (Ownit Mtg Loan Tr) | Long | ABS-other | US | $5M | – | 0.55 |
| OWSCRE 2021-MARG A (Ows Cre Funding I LLC) | Long | ABS-other | US | $2M | – | 0.22 |
| PBHET 1999-3 A2 (Provident Bank Home) | Long | ABS-other | US | $116K | – | 0.01 |
| PBHET 1999-3 A3 (Provident Bank Home) | Long | ABS-other | US | $388K | – | 0.05 |
| PDOFMS FLOAT 03/01/25 (PDOF Msn Issuer LLC) | Long | ABS-other | US | $2M | – | 0.23 |
| PHHMC 2006-4 B1 (Phhmc Ser 2006 4T) | Long | ABS-other | US | $211K | – | 0.02 |
| PRIME 2004-1 1A6 (Prime Mtg Trust) | Long | ABS-other | US | $68K | – | 0.01 |
| PRIME 2006-DR1 2A1 (Prime Mtg Trust) | Long | ABS-other | US | $1M | – | 0.17 |
| PRIME 2006-DR1 2A2 (Prime Mtg Trust) | Long | ABS-other | US | $373K | – | 0.04 |
| QUEST 2003-X3 M3 (Ameriquest Mortgage Securities) | Long | ABS-other | US | $471K | – | 0.06 |
| RAAC 2005-RP2 M6 (Residential Asset Mortgage Products, Inc.) | Long | ABS-other | US | $3M | – | 0.37 |
| RAAC 2005-SP3 SB (Residential Asset Mortgage Products, Inc.) | Long | ABS-other | US | $6M | – | 0.72 |
| RAAC 2006-RP1 M3 (Residential Asset Mortgage Products, Inc.) | Long | ABS-other | US | $7M | – | 0.87 |
| RAAC 2006-RP1 M4 (Residential Asset Mortgage Products, Inc.) | Long | ABS-other | US | $3M | – | 0.32 |
| RAAC 2006-RP4 M2 (RAAC Series 2006-RP4 Trust) | Long | ABS-other | US | $4M | – | 0.47 |
| RAAC 2006-RP4 M3 (RAAC Series 2006-RP4 Trust) | Long | ABS-other | US | $5M | – | 0.54 |
| RAAC 2006-SP1 M2 (Residential Asset Mortgage Products, Inc.) | Long | ABS-other | US | $1M | – | 0.13 |
| RAAC 2006-SP4 M4 (Raac Ser 2006 Sp4) | Long | ABS-other | US | $2M | – | 0.23 |
| RALI 2004-QA4 NB1 (Residential Accredit Loans Inc) | Long | ABS-other | US | $309K | – | 0.04 |
| RALI 2004-QA4 NB21 (Residential Accredit Loans Inc) | Long | ABS-other | US | $255K | – | 0.03 |
| RALI 2004-QA6 NB2 (Residential Accredit Loans Inc) | Long | ABS-other | US | $322K | – | 0.04 |
| RALI 2004-QA6 NB4 (Residential Accredit Loans Inc) | Long | ABS-other | US | $870K | – | 0.10 |
| RALI 2005-QA11 3A1 (Residential Accredit Loans Inc) | Long | ABS-other | US | $2M | – | 0.21 |
| RALI 2005-QA11 6A1 (Residential Accredit Loans Inc) | Long | ABS-other | US | $64K | – | 0.01 |
| RALI 2005-QA12 CB3 (Residential Accredit Loans Inc) | Long | ABS-other | US | $1M | – | 0.13 |
| RALI 2005-QA12 NB2 (Residential Accredit Loans Inc) | Long | ABS-other | US | $132K | – | 0.02 |
| RALI 2005-QA2 A1I (Residential Accredit Loans Inc) | Long | ABS-other | US | $570K | – | 0.07 |
| RALI 2005-QA2 A1II (Residential Accredit Loans Inc) | Long | ABS-other | US | $1M | – | 0.12 |
| RALI 2005-QA2 NB2 (Residential Accredit Loans Inc) | Long | ABS-other | US | $145K | – | 0.02 |
| RALI 2005-QA3 NB1 (Residential Accredit Loans Inc) | Long | ABS-other | US | $31K | – | 0.00 |
| RALI 2005-QA3 NB4 (Residential Accredit Loans Inc) | Long | ABS-other | US | $44K | – | 0.01 |
| RALI 2005-QA4 A42 (Residential Accredit Loans Inc) | Long | ABS-other | US | $53K | – | 0.01 |
| RALI 2005-QA6 NB23 (Residential Accredit Loans Inc) | Long | ABS-other | US | $351K | – | 0.04 |
| RALI 2005-QA8 CB21 (Residential Accredit Loans Inc) | Long | ABS-other | US | $204K | – | 0.02 |
| RALI 2005-QA8 NB2 (Residential Accredit Loans Inc) | Long | ABS-other | US | $30K | – | 0.00 |
| RALI 2005-QA9 CB3 (Residential Accredit Loans Inc) | Long | ABS-other | US | $1M | – | 0.14 |
| RALI 2005-QA9 NB21 (Residential Accredit Loans Inc) | Long | ABS-other | US | $989K | – | 0.12 |
| RALI 2005-QO4 2A1 (Residential Accredit Loans Inc) | Long | ABS-other | US | $413K | – | 0.05 |
| RALI 2006-QA2 3A1 (Residential Accredit Loans Inc) | Long | ABS-other | US | $167K | – | 0.02 |
| RALI 2006-QS11 2A1 (Rali Ser 06-Qs11) | Long | ABS-other | US | $2M | – | 0.27 |
| RALI 2006-QS12 2A11 (RALI Series Trust) | Long | ABS-other | US | $39K | – | 0.00 |
| RALI 2007-QO5 A (Rali Ser 2006-Qo1t) | Long | ABS-other | US | $494K | – | 0.06 |
| RALI 2007-QS4 1A4 (RALI Series Trust) | Long | ABS-other | US | $213K | – | 0.03 |
| RAMC 2002-4 B (Renaissance Hm Eqt) | Long | ABS-other | US | $11K | – | 0.00 |
| RAMC 2004-3 AF6 (Renaissance Hm Eqt) | Long | ABS-other | US | $94K | – | 0.01 |
| RAMC 2005-4 A4 (Renaissance Hm Eqt) | Long | ABS-other | US | $96K | – | 0.01 |
| RAMP 2003-RS10 MII2 (Residential Asset Mortgage Products, Inc.) | Long | ABS-other | US | $361K | – | 0.04 |
| RAMP 2003-RS7 MII2 (Residential Asset Mortgage Products, Inc.) | Long | ABS-other | US | $613K | – | 0.07 |
| RAMP 2003-SL1 A41 (Residential Asset Mortgage Products, Inc.) | Long | ABS-other | US | $458K | – | 0.05 |
| RAMP 2004-SL1 A7 (Residential Asset Mortgage Products, Inc.) | Long | ABS-other | US | $196K | – | 0.02 |
| RAMP 2004-SL1 A8 (Residential Asset Mortgage Products, Inc.) | Long | ABS-other | US | $589K | – | 0.07 |
| RAMP 2004-SL3 A4 (Residential Asset Mortgage Products, Inc.) | Long | ABS-other | US | $220K | – | 0.03 |
| RAMP 2004-SL4 A5 (Residential Asset Mortgage Products, Inc.) | Long | ABS-other | US | $99K | – | 0.01 |
| RAMP 2005-SL1 A3 (Residential Asset Mortgage Products, Inc.) | Long | ABS-other | US | $45K | – | 0.01 |
| RAMP 2005-SL1 A7 (Residential Asset Mortgage Products, Inc.) | Long | ABS-other | US | $240K | – | 0.03 |
| RAMP 2005-SL2 A5 (Residential Asset Mortgage Products, Inc.) | Long | ABS-other | US | $186K | – | 0.02 |
| RAMP 2006-RS6 A4 (Residential Asset Mortgage Products, Inc.) | Long | ABS-other | US | $135K | – | 0.02 |
| RASC 2004-KS11 M2 (Residential Asset Securities Corp.) | Long | ABS-other | US | $3M | – | 0.33 |
| RAST 2000-A6 B2 (CWMBS Inc) | Long | ABS-other | US | $128K | – | 0.02 |
| RAST 2004-A2 2A1 (Indymac MBS Inc) | Long | ABS-other | US | $240K | – | 0.03 |
| RAST 2006-A3CB AX (Indymac MBS Inc) | Long | ABS-other | US | $37K | – | 0.00 |
| RAST 2006-A3CB PO (Indymac MBS Inc) | Long | ABS-other | US | $9K | – | 0.00 |
| RBSGC 2005-A 4A (Rbsgc Mtg Loan Tst) | Long | ABS-other | US | $2M | – | 0.22 |
| RBSGC 2007-A 1A1 (Rbsgc Mtg Loan Tst) | Long | ABS-other | US | $413K | – | 0.05 |
| RBSSP 2009-6 8A3 (Rbssp Resecuritization Trust 2009-6) | Long | ABS-other | US | $438K | – | 0.05 |
| RCMT 2018-4 E (Ready Capital Mortgage Trust 2018-4) | Long | ABS-other | US | $2M | – | 0.29 |
| RFMSI 2005-SA1 2A (Residential Fdg I) | Long | ABS-other | US | $838K | – | 0.10 |
| RFMSI 2005-SA3 3A (Residential Fdg I) | Long | ABS-other | US | $204K | – | 0.02 |
| RFMSI 2005-SA5 2A (Residential Fdg I) | Long | ABS-other | US | $597K | – | 0.07 |
| RFMSI 2006-SA1 2A1 (Residential Fdg I) | Long | ABS-other | US | $93K | – | 0.01 |
| RFMSI 2006-SA3 3A1 (Rfmsi Ser 2006-Sa3) | Long | ABS-other | US | $172K | – | 0.02 |
| RFMSI 2006-SA4 2A1 (Rfmsi Series Trust) | Long | ABS-other | US | $95K | – | 0.01 |
| RFSC 2002-RP1 A1 (Residential Asset Mortgage Products, Inc.) | Long | ABS-other | US | $462K | – | 0.05 |
| RFSC 2002-RP2 A1 (Residential Asset Mortgage Products, Inc.) | Long | ABS-other | US | $514K | – | 0.06 |
| SACO 2005-WM2 M1 (Saco I Trust) | Long | ABS-other | US | $49K | – | 0.01 |
| SACO 2007-1 A1 (Saco I Tr) | Long | ABS-other | US | $5K | – | 0.00 |
| SACO 2007-2 A1 (Saco I Trust) | Long | ABS-other | US | $26K | – | 0.00 |
| SAIL 2003-BC10 M2 (Structured Asset Securities Corp.) | Long | ABS-other | US | $326K | – | 0.04 |
| SAIL 2003-BC10 M3 (Structured Asset Securities Corp.) | Long | ABS-other | US | $2M | – | 0.21 |
| SAILN 2003-6A A (Sasco Arc Co / Sasco Arc Corp) | Long | ABS-other | KY | $2M | – | 0.20 |
| SAILN 2003-BC1A B (Sasco Arc Co / Sasco Arc Corp) | Long | ABS-other | KY | $586K | – | 0.07 |
| SAMI 2002-AR5 A2 (Structured Asset Mortgage Investments Inc) | Long | ABS-other | US | $265K | – | 0.03 |
| SAMI 2004-AR5 2A3 (Structured Asset Mortgage Investments II Trust) | Long | ABS-other | US | $149K | – | 0.02 |
| SAMI 2004-AR6 A1B (Structured Asset Mortgage Investments II Trust) | Long | ABS-other | US | $171K | – | 0.02 |
| SAMI 2006-AR1 2A2 (Structured Asset Mortgage Investments II Trust) | Long | ABS-other | US | $2M | – | 0.21 |
| SAMI 2006-AR1 3A1 (Structured Asset Mortgage Investments II Trust) | Long | ABS-other | US | $252K | – | 0.03 |
| SAMI 2006-AR3 21A1 (Structured Asset M) | Long | ABS-other | US | $889K | – | 0.11 |
| SAMI 2006-AR3 22A1 (Structured Asset M) | Long | ABS-other | US | $63K | – | 0.01 |
| SAMI 2006-AR3 24A1 (Structured Asset M) | Long | ABS-other | US | $825K | – | 0.10 |
| SAMI 2006-AR5 2A1 (Struct Asset Mtg) | Long | ABS-other | US | $476K | – | 0.06 |
| SAMI 2006-AR5 3A1 (Struct Asset Mtg) | Long | ABS-other | US | $527K | – | 0.06 |
| SAMI 2007-AR2 1A1 (Structured Asset M) | Long | ABS-other | US | $50K | – | 0.01 |
| SAMI 2007-AR2 2A1 (Structured Asset M) | Long | ABS-other | US | $247K | – | 0.03 |
| SARM 2004-2 1A1 (Structured Asset Securities Corp.) | Long | ABS-other | US | $40K | – | 0.00 |
| SARM 2005-14 A1 (Structured Adj Rate Mtg Loan Trust) | Long | ABS-other | US | $808K | – | 0.10 |
| SARM 2007-3 2A1 (Structured Adj Rate Mtg Loan Trust) | Long | ABS-other | US | $164K | – | 0.02 |
| SASC 1998-6 B2 (Structured Asset Securities Corp.) | Long | ABS-other | US | $341K | – | 0.04 |
| SASC 2001-SB1 A2 (Structured Asset Securities Corp.) | Long | ABS-other | US | $140K | – | 0.02 |
| SASC 2002-21A B1II (Structured Asset Securities Corp.) | Long | ABS-other | US | $1K | – | 0.00 |
| SASC 2003-31A B1 (Structured Asset Securities Corp.) | Long | ABS-other | US | $854K | – | 0.10 |
| SASC 2003-39EX M3 (Structured Asset Securities Corp.) | Long | ABS-other | US | $78K | – | 0.01 |
| SASC 2003-40A B1 (Structured Asset Securities Corp.) | Long | ABS-other | US | $1M | – | 0.14 |
| SASC 2003-AL2 B1 (Structured Asset Securities Corp.) | Long | ABS-other | US | $68K | – | 0.01 |
| SASC 2004-11XS 1A5A (Structured Asset Securities Corp.) | Long | ABS-other | US | $379K | – | 0.04 |
| SASC 2005-2XS 2A2 (Structured Asset Securities Corp.) | Long | ABS-other | US | $19K | – | 0.00 |
| SASC 2005-WF2 B2 (First Franklin Mortgage Loan Trust) | Long | ABS-other | US | $157K | – | 0.02 |
| SASCO 2003-5 (Sasco Arc Co / Sasco Arc Corp) | Long | ABS-other | KY | $3M | – | 0.37 |
| SAST 2001-2 M1 (Saxon Asset Securities Trust) | Long | ABS-other | US | $2M | – | 0.23 |
| SAYBT 2003-1A A (SAYBROOK SENIOR TRUST) | Long | ABS-collateralized bond/debt obligation | KY | $290K | – | 0.03 |
| SAYBT 2003-1A B (SAYBROOK SENIOR TRUST) | Long | ABS-collateralized bond/debt obligation | KY | $388K | – | 0.05 |
| SEMT 2003-4 2B2 (Sequoia Mtg Trust) | Long | ABS-other | US | $18K | – | 0.00 |
| SEMT 2003-4 2B3 (Sequoia Mtg Trust) | Long | ABS-other | US | $27K | – | 0.00 |
| SEMT 2003-4 2B5 (Sequoia Mtg Trust) | Long | ABS-other | US | $14K | – | 0.00 |
| SEMT 2004-1 B1 (Sequoia Mtg Trust) | Long | ABS-other | US | $119K | – | 0.01 |
| SEMT 2004-5 B1 (Sequoia Mtg Trust) | Long | ABS-other | US | $0.47 | – | 0.00 |
| SEMT 2004-6 B1 (Sequoia Mtg Trust) | Long | ABS-other | US | $0.62 | – | 0.00 |
| SEMT 2007-1 3A1 (Sequoia Mtg Trust) | Long | ABS-other | US | $110K | – | 0.01 |
| SEMT 4 B (SEQUOIA MORTGAGE TRUST) | Long | ABS-other | US | $69K | – | 0.01 |
| SEMT 6 B2 (Sequoia Mtg Tr 6) | Long | ABS-other | US | $27K | – | 0.00 |
| SFPMT 2016-1A 1AMF (Sofi Mtg Tr 2016-1) | Long | ABS-other | US | $32K | – | 0.00 |
| SHARPS 2002-AQ1N OTC | Long | Debt | US | $2M | – | 0.22 |
| Sthrn Fin Tst - I (SOUTHERN FINANCIAL) | Long | Debt | US | $3M | – | 0.39 |
| SVHE 2004-1 M2 (Soundview Home Loan Trust) | Long | ABS-other | US | $21K | – | 0.00 |
| SVHE 2004-1 M7 (Soundview Home Loan Trust) | Long | ABS-other | US | $108K | – | 0.01 |
| SVHE 2004-1 M9 (Soundview Home Loan Trust) | Long | ABS-other | US | $685K | – | 0.08 |
| SVHE 2007-OPT4 X1 (Soundview Home Loan Trust) | Long | ABS-other | US | $779K | – | 0.09 |
| TBRNA 2005-2A A2 (Taberna Preferred Funding II Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.15 |
| TBW 2006-1 2A1 (CSMC Mortgage-Backed Trust Series 2006-1) | Long | ABS-other | US | $289K | – | 0.03 |
| TBW 2006-2 1A3 (TBW Mortgage Backed Trust) | Long | ABS-other | US | $167K | – | 0.02 |
| TBW 2006-6 A2B (TBW Mortgage Backed Trust) | Long | ABS-other | US | $269K | – | 0.03 |
| TMSQ 2014-1500 XA | Long | ABS-other | US | $3K | – | 0.00 |
| TMST 2007-3 2A1 (Thornburg Mortgage Securities Trust) | Long | ABS-other | US | $112K | – | 0.01 |
| TMTS 2003-2HE A (Terwin Mtg Tst) | Long | ABS-other | US | $539K | – | 0.06 |
| TMTS 2004-1HE M2 (Terwin Mtg Tst) | Long | ABS-other | US | $196K | – | 0.02 |
| TMTS 2004-21HE 2M3 (Terwin Mtg Tst) | Long | ABS-other | US | $2M | – | 0.26 |
| TMTS 2006-8 1A2 (Terwin Mtg Tst) | Long | ABS-other | US | $1M | – | 0.15 |
| TMTS 2006-9HGA A3 (Terwin Mtg Tst) | Long | ABS-other | US | $288K | – | 0.03 |
| TMTS 2007-6ALT A2 (Terwin Mtg Tst) | Long | ABS-other | US | $201K | – | 0.02 |
| TRUMN 2002-2 M2 (Truman Cap Mtg Ln) | Long | ABS-other | US | $3M | – | 0.35 |
| TRUMN 2006-1 M1 (Truman Cap Mtg Ln) | Long | ABS-other | US | $359K | – | 0.04 |
| UBSBB 2013-C5 C (UBS-Barclays Commercial Mortgage Trust 2012-C4) | Long | ABS-other | US | $328K | – | 0.04 |
| UBSBB 2013-C5 D (UBS-Barclays Commercial Mortgage Trust 2012-C4) | Long | ABS-other | US | $2M | – | 0.21 |
| UBSC 2011-C1 E (Citigroup Commercial Mortgage Trust) | Long | ABS-other | US | $4M | – | 0.44 |
| UCFC 1998-D BV1 (Ucfc Loan Trust) | Long | ABS-other | US | $674K | – | 0.08 |
| UCFCM 1998-3 M1 (Ucfc Funding Corp) | Long | ABS-other | US | $1M | – | 0.13 |
| UNHOT 1999-1 M1 (UTD Natl Bk Hh Ln) | Long | ABS-other | US | $4K | – | 0.00 |
| USCAP FLOAT 08/01/34 (US Capital Funding II Ltd/Corp) | Long | ABS-collateralized bond/debt obligation | KY | $833K | – | 0.10 |
| VCBAS 2009-1 KAA3 (Voyager Grnpt) | Long | ABS-other | US | $157K | – | 0.02 |
| VCBAS 2009-1 KAB1 (Voyager Grnpt) | Long | ABS-other | US | $54K | – | 0.01 |
| VCWHE 2009-1 5AT3 (Voyager Grnpt) | Long | ABS-other | US | $2M | – | 0.27 |
| VCWHE 2009-1 5AU0 (Voyager Grnpt) | Long | ABS-other | US | $722K | – | 0.09 |
| VCWHE 2009-1 5DS2 (Voyager Grnpt) | Long | ABS-other | US | $6M | – | 0.71 |
| VOOML 2009-1 SAA7 (Voyager Grnpt) | Long | ABS-other | US | $532K | – | 0.06 |
| WAMMS 2003-AR1 2A (Washington Mut Mtg) | Long | ABS-other | US | $21K | – | 0.00 |
| WAMMS 2003-AR2 M (Washington Mut Mtg) | Long | ABS-other | US | $549K | – | 0.06 |
| WAMMS 2003-MS2 CB4 (Washington Mut Mtg) | Long | ABS-other | US | $14K | – | 0.00 |
| WAMMS 2003-MS3 CB3 (Washington Mut Mtg) | Long | ABS-other | US | $72K | – | 0.01 |
| WAMMS 2003-MS7 B1 (Washington Mut Mtg) | Long | ABS-other | US | $33K | – | 0.00 |
| WAMMS 2003-MS9 2A (Washington Mut Mtg) | Long | ABS-other | US | $25K | – | 0.00 |
| WAMMS 2004-RA2 CB1 (Washington Mut Mtg) | Long | ABS-other | US | $483K | – | 0.06 |
| WAMU 2001-AR3 B1 (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $168K | – | 0.02 |
| WAMU 2001-AR5 B1 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $92K | – | 0.01 |
| WAMU 2001-AR5 B4 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $30K | – | 0.00 |
| WAMU 2001-AR5 B5 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $22K | – | 0.00 |
| WAMU 2001-AR5 B6 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $16K | – | 0.00 |
| WAMU 2002-AR13 M1 (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $88K | – | 0.01 |
| WAMU 2002-AR19 B1 (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $355K | – | 0.04 |
| WAMU 2002-AR6 B1 (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $134K | – | 0.02 |
| WAMU 2002-AR6 B2 (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $66K | – | 0.01 |
| WAMU 2002-AR6 B3 (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $67K | – | 0.01 |
| WAMU 2002-AR6 B4 (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $9K | – | 0.00 |
| WAMU 2002-AR9 1B1 (Washington Mut Mtg) | Long | ABS-other | US | $47K | – | 0.01 |
| WAMU 2002-AR9 1B3 (Washington Mut Mtg) | Long | ABS-other | US | $7K | – | 0.00 |
| WAMU 2002-S4 B4 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $20K | – | 0.00 |
| WAMU 2002-S4 B5 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $20K | – | 0.00 |
| WAMU 2002-S8 1A7 (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $178K | – | 0.02 |
| WAMU 2003-AR5 A7 (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $24K | – | 0.00 |
| WAMU 2003-AR6 A1 (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $118K | – | 0.01 |
| WAMU 2003-AR9 1B1 (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $152K | – | 0.02 |
| WAMU 2003-AR9 1B2 (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $123K | – | 0.01 |
| WAMU 2003-S13 CB1 (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $568K | – | 0.07 |
| WAMU 2003-S4 CB2 (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $477K | – | 0.06 |
| WAMU 2004-S2 2A4 (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $60K | – | 0.01 |
| WAMU 2005-AR16 2A2 (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $61K | – | 0.01 |
| WAMU 2006-AR12 3A1 (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $36K | – | 0.00 |
| WBCMT 2004-C11 J (Wachovia Bank Commercial Mortgage Trust) | Long | ABS-other | US | $434K | – | 0.05 |
| WBCMT 2005-C21 E (Wachovia Bank Commercial Mortgage Trust) | Long | ABS-other | US | $1M | – | 0.13 |
| WFHET 2004-2 AI9 (Wells Fargo Home Equity Asset Backed Securities 2005-3 Trust) | Long | ABS-other | US | $13K | – | 0.00 |
| WFHET 2004-2 M6 (Wells Fargo Home Equity Asset Backed Securities 2005-3 Trust) | Long | ABS-other | US | $86K | – | 0.01 |
| WFHET 2004-2 M7 (Wells Fargo Home Equity Asset Backed Securities 2005-3 Trust) | Long | ABS-other | US | $498K | – | 0.06 |
| WFHET 2005-1 M9 (Wells Fargo Home Equity Asset-Backed Securities 2005-1 Trust) | Long | ABS-other | US | $712K | – | 0.08 |
| WFMBS 2003-I B2 (Wells Fargo Mortgage Backed Secs) | Long | ABS-other | US | $27K | – | 0.00 |
| WFMBS 2004-K 1A3 (Wells Fargo Mortgage Backed Secs) | Long | ABS-other | US | $34K | – | 0.00 |
| WFRBS 2011-C2 E (WFRBS Commercial Mortgage Trust 2011-C2) | Long | ABS-other | US | $97K | – | 0.01 |
| WFRBS 2011-C4 C (Wf-Rbs Com Mg Tst) | Long | ABS-other | US | $47K | – | 0.01 |
| WFRBS 2011-C4 D (Wf-Rbs Com Mg Tst) | Long | ABS-other | US | $2M | – | 0.29 |
| WFRBS 2012-C10 C (Wells Fargo Commercial Mortgage Trust) | Long | ABS-other | US | $1M | – | 0.16 |
| WFRBS 2013-C11 D (Wf-Rbs Com Mg Tst) | Long | ABS-other | US | $187K | – | 0.02 |
| WFRBS 2013-C14 B (WFRBS Commercial Mortgage Trust 2013-C14) | Long | ABS-other | US | $7M | – | 0.79 |
| WFRBS 2013-C14 C (WFRBS Commercial Mortgage Trust 2013-C14) | Long | ABS-other | US | $8M | – | 0.91 |
| WFRBS 2013-C14 D (WFRBS Commercial Mortgage Trust 2013-C14) | Long | ABS-other | US | $2M | – | 0.19 |
| WG DEER FNCE SYNDICTD LN (WATTS GUERRA 005-A DEER FINANCE) | Long | Debt | US | $4M | – | 0.44 |
| WMABS 2006-HE5 1A (Wash Mutual A/Bkd) | Long | ABS-other | US | $3M | – | 0.30 |
| WMALT 2005-1 7A1 (Washington Mut Mtg) | Long | ABS-other | US | $1M | – | 0.12 |
| WMALT 2006-2 3CB (Washington Mut Mtg) | Long | ABS-other | US | $2M | – | 0.22 |
| WMALT 2006-AR1 A1A (Washington Mut Mtg) | Long | ABS-other | US | $1M | – | 0.17 |
| WMALT 2006-AR5 3A (Wamu Wmalt 07-0c1) | Long | ABS-other | US | $248K | – | 0.03 |
| WMALT 2006-AR6 2A (Wamu Wmalt 07-0c1) | Long | ABS-other | US | $407K | – | 0.05 |
| WMLT 2005-A 1A1 (Wachovia Mortgage Loan Trust LLC) | Long | ABS-other | US | $350K | – | 0.04 |
| WMLT 2005-A 2A1 (Wachovia Mortgage Loan Trust LLC) | Long | ABS-other | US | $855K | – | 0.10 |
| WMLT 2006-A 1A1 (Wachovia Mortgage Loan Trust LLC) | Long | ABS-other | US | $37K | – | 0.00 |
| XCAL 2021-7 A (XCAL 2021-7 MORTGAGE TRUST) | Long | ABS-other | US | $3M | – | 0.35 |
| XCAL 2022-SKOAK B1 (X-Caliber Funding Llc) | Long | ABS-other | US | $3M | – | 0.38 |
| XCALFD 11 09/01/24 (X-Caliber Funding Llc) | Long | ABS-other | US | $1M | – | 0.15 |
| XCALFD 5 09/01/24 (X-Caliber Funding Llc) | Long | ABS-other | US | $4M | – | 0.46 |
| XRL 2023-SN1 B1 (X-Caliber Rural Lending II LLC) | Long | ABS-other | US | $717K | – | 0.08 |
Address
Mutual Fund & Variable Insurance Trust
36 N. New York Avenue
Huntington
New York
11743
United States of America
Websites
Directors
Donald McIntosh
Tobias Caldwell
Stephen P. Lachenauer
Transfer Agents
Ultimus Fund Solutions, LLC
Pricing Services
ICE Data Services
Custodians
US Bancorp
Shareholder Servicing Agents
Ultimus Fund Solutions, LLC
Admins
Ultimus Fund Solutions, LLC
Brokers
COWEN GROUP