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1021455.360000 0.0007850 Long ABS-MBS CORP US N 2 2034-08-25 Variable 4.01622 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2004-8AR N/A 61748HEF4 93118.130000 PA USD 96979.990000 0.0000745 Long ABS-MBS CORP US N 2 2034-10-25 Floating 4.3766 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2005-11AR N/A 61748HTG6 1850669.570000 PA USD 1415614.540000 0.0010878 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.29838 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2005-3AR N/A 61745M4P5 307528.320000 PA USD 290152.290000 0.0002230 Long ABS-MBS CORP US N 2 2035-07-25 Floating 3.60802 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2005-3AR N/A 61745M4T7 144222.410000 PA USD 131761.200000 0.0001013 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.4119 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2005-5AR N/A 61748HLF6 74387.350000 PA USD 63661.150000 0.0000489 Long ABS-MBS CORP US N 2 2035-09-25 Floating 3.95824 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2005-6AR N/A 61748HMR9 94228.970000 PA USD 70518.690000 0.0000542 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MTGE LN TRUST 2007-15AR N/A 61756XBK0 3248054.300000 PA USD 3025831.190000 0.0023252 Long ABS-MBS CORP US N 2 2037-11-25 Floating 3.48902 Y N N N N N MORGAN STANLEY RE-REMIC TRUST 2010-R4 N/A 61759FAN1 15983544.390000 PA USD 13180342.380000 0.0101286 Long ABS-MBS CORP US N 2 2047-08-26 Variable 6.25 N N N N N N MORGAN STANLEY REREMIC TRUST 2011-R2 N/A 61760JAA8 12843459.210000 PA USD 10945183.100000 0.0084110 Long ABS-MBS CORP US N 2 2037-05-26 Floating 5.25 N N N N N N MORGAN STANLEY RESECURITIZATION TRUST 2014-R8 N/A 61764KAP8 39388988.660000 PA USD 34204464.230000 0.0262849 Long ABS-MBS CORP US N 2 2047-06-26 Floating 2.86212 N N N N N N MORGAN STANLEY RESECURITIZATION TRUST 2014-R8 N/A 61764KAY9 668492.730000 PA USD 571734.890000 0.0004394 Long ABS-MBS CORP US N 2 2047-06-26 Floating 3.4425 N N N N N N MORGAN STANLEY RESECURITIZATION TRUST 2015-R3 N/A 61690TAQ6 35499591.450000 PA USD 19486201.440000 0.0149744 Long ABS-MBS CORP US N 2 2047-04-26 Floating 3.25174 N N N N N N MORGAN 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