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ABS-MBS CORP US N 2 2035-08-25 Floating 3.35348 Y N N N N N BEAR STEARNS ALT-A TR 2004-12 N/A 07386HPD7 61761.010000 PA USD 62449.480000 0.0000471 Long ABS-MBS CORP US N 2 2035-01-25 Floating 2.84307 N N N N N N BEAR STEARNS ALT-A TR 2004-12 N/A 07386HPE5 281942.090000 PA USD 247360.060000 0.0001867 Long ABS-MBS CORP US N 2 2035-01-25 Floating 2.61883 N N N N N N BEAR STEARNS ALT-A TR 2004-13 N/A 07386HPZ8 8530813.740000 PA USD 7394255.980000 0.0055803 Long ABS-MBS CORP US N 2 2034-11-25 Floating 1.38657 N N N N N N BEAR STEARNS ALT-A TR 2005-2 N/A 07386HQX2 323144.640000 PA USD 300096.120000 0.0002265 Long ABS-MBS CORP US N 2 2035-04-25 Floating 3.12846 N N N N N N BEAR STEARNS ALT-A TR 2005-2 N/A 07386HRA1 615142.240000 PA USD 605962.100000 0.0004573 Long ABS-MBS CORP US N 2 2035-04-25 Floating 2.86075 N N N N N N BEAR STEARNS ALT-A TR 2005-3 N/A 07386HRV5 311113.110000 PA USD 298531.010000 0.0002253 Long ABS-MBS CORP US N 2 2035-04-25 Floating 2.99239 N N N N N N BEAR STEARNS ALT-A 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0.0002881 Long ABS-MBS CORP US N 2 2034-06-25 Floating 2.74594 N N N N N N BEAR STEARNS ALT-A TRUST 2004-6 N/A 07386HJY8 4507258.060000 PA USD 4679099.980000 0.0035312 Long ABS-MBS CORP US N 2 2034-07-25 Floating 2.18157 N N N N N N BEAR STEARNS ALT-A TRUST 2004-9 N/A 07386HKY6 88006.280000 PA USD 89365.550000 0.0000674 Long ABS-MBS CORP US N 2 2034-09-25 Floating 2.12499 N N N N N N BEAR STEARNS ALT-A TRUST 2004-9 N/A 07386HLE9 43104.450000 PA USD 47051.730000 0.0000355 Long ABS-MBS CORP US N 2 2034-09-25 Floating 3.35249 N N N N N N BEAR STEARNS ALT-A TRUST 2005-10 N/A 07386HZE4 20267864.810000 PA USD 19930700.770000 0.0150413 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.7001 N N N N N N BEAR STEARNS ALT-A TRUST 2005-10 N/A 07386HZJ3 4668195.650000 PA USD 4644068.550000 0.0035048 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 2.59063 Y N N N N N BEAR STEARNS ALT-A TRUST 2005-4 N/A 07386HSZ5 178593.320000 PA USD 177995.680000 0.0001343 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.62686 N N N N N N BEAR STEARNS ALT-A TRUST 2005-4 N/A 07386HTE1 1254119.470000 PA USD 1247313.990000 0.0009413 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.54537 N N N N N N BEAR STEARNS ALT-A TRUST 2005-5 N/A 07386HUJ8 23388204.280000 PA USD 18389127.640000 0.0138779 Long ABS-MBS CORP US N 2 2035-07-25 Variable 2.55151 Y N N N N N BEAR STEARNS ALT-A TRUST 2005-5 N/A 07386HUM1 9808350.810000 PA USD 8058550.830000 0.0060816 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.32694 Y N N N N N BEAR STEARNS ALT-A TRUST 2005-7 N/A 07386HVS7 4152846.490000 PA USD 3067307.780000 0.0023148 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.87412 Y N N N N N BEAR STEARNS ALT-A TRUST 2005-7 N/A 07386HVU2 863091.880000 PA USD 424618.160000 0.0003205 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.88761 Y N N N N N BEAR STEARNS ALT-A TRUST 2005-7 N/A 07386HVV0 5967745.830000 PA USD 4248975.350000 0.0032066 Long ABS-MBS CORP US N 2 2035-09-25 Floating 3.03338 Y N N N N N BEAR STEARNS ALT-A TRUST 2005-8 N/A 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0.0006958 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.62441 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-2 N/A 07386HH46 4296577.290000 PA USD 6347621.070000 0.0047904 Long ABS-MBS CORP US N 2 2036-04-25 Floating 0.89657 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-2 N/A 07386HF71 8479569.000000 PA USD 7592992.750000 0.0057303 Long ABS-MBS CORP US N 2 2036-03-25 Floating 3.32206 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-3 N/A 07386HL33 12927173.670000 PA USD 11020758.120000 0.0083171 Long ABS-MBS CORP US N 2 2036-05-25 Floating 3.05869 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-3 N/A 07386HQ38 18576.950000 PA USD 14395.130000 0.0000109 Long ABS-MBS CORP US N 2 2036-05-25 Floating 3.06594 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-3 N/A 07386HQ87 7088985.340000 PA USD 4487005.880000 0.0033863 Long ABS-MBS CORP US N 2 2036-05-25 Floating 3.26043 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-3 N/A 07386HR52 12654094.540000 PA USD 8360791.830000 0.0063097 Long ABS-MBS CORP US N 2 2036-05-25 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2006-R1 N/A 073866BN4 259646.790000 PA USD 214322.220000 0.0001617 Long ABS-MBS CORP US N 2 2036-08-25 Floating 3.08288 Y N N N N N BEAR STEARNS ALT-A TRUST 2007-1 N/A 07386XAH9 1752575.780000 PA USD 1140569.480000 0.0008608 Long ABS-MBS CORP US N 2 2047-01-25 Floating 3.0192 N N N N N N BEAR STEARNS ALT-A TRUST II 2007-1 N/A 07389KAA9 21601405.270000 PA USD 13683755.790000 0.0103269 Long ABS-MBS CORP US N 2 2047-09-25 Floating 3.08784 Y N N N N N BEAR STEARNS ALT-A TRUST-2004-7 N/A 07386HKK6 864644.260000 PA USD 890331.280000 0.0006719 Long ABS-MBS CORP US N 2 2034-08-25 Floating 2.49475 N N N N N N BEAR STEARNS ARM TR 2004-3 N/A 07384MQ88 131701.020000 PA USD 132486.800000 0.0001000 Long ABS-MBS CORP US N 2 2034-07-25 Variable 2.72654 N N N N N N BEAR STEARNS ARM TR 2004-8 N/A 07384MZ88 352857.860000 PA USD 338969.940000 0.0002558 Long ABS-MBS CORP US N 2 2034-11-25 Floating 2.60159 N N N N N N BEAR STEARNS ARM TR 2004-8 N/A 07384M2B7 10749.200000 PA USD 9899.240000 0.0000075 Long ABS-MBS CORP US N 2 2034-11-25 Floating 3.62185 N N N N N N BEAR STEARNS ARM TR 2004-8 N/A 07384M2D3 2865.550000 PA USD 2844.120000 0.0000021 Long ABS-MBS CORP US N 2 2034-11-25 Floating 3.48144 N N N N N N BEAR STEARNS ARM TRUST 2002-11 N/A 07384MSH6 2070.080000 PA USD 2121.010000 0.0000016 Long ABS-MBS CORP US N 2 2033-02-25 Floating 2.49998 N N N N N N BEAR STEARNS ARM TRUST 2005-7 2005-7 N/A 07387ACY9 5919725.260000 PA USD 4880155.200000 0.0036830 Long ABS-MBS CORP US N 2 2035-08-25 Floating 3.08071 Y N N N N N BEAR STEARNS ASSET BACKED SECU 2005-FR1 N/A 073879G69 10290131.480000 PA USD 10213441.190000 0.0077079 Long ABS-MBS CORP US N 2 2035-06-25 Floating 1.46157 N N N N N N BEAR STEARNS ASSET BACKED SECU 2005-HE6 N/A 073879XZ6 1715887.970000 PA USD 1715676.400000 0.0012948 Long ABS-MBS CORP US N 2 2035-06-25 Floating 1.46157 N N N N N N BEAR STEARNS ASSET BACKED SECU 2005-HE6 N/A 073879YA0 7165196.510000 PA USD 7136120.140000 0.0053855 Long ABS-MBS CORP US N 2 2035-06-25 Floating 1.53657 Y N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-1 N/A 07384YGX8 710475.670000 PA USD 697304.730000 0.0005262 Long ABS-MBS CORP US N 2 2042-11-25 Floating 1.45657 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-AC5 N/A 07384YMA1 110934.830000 PA USD 115683.940000 0.0000873 Long ABS-MBS CORP US N 2 2033-10-25 Variable 5.75 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-AC5 N/A 07384YMC7 49297.100000 PA USD 49710.400000 0.0000375 Long ABS-MBS CORP US N 2 2033-10-25 Floating 1.55657 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-AC7 N/A 07384YPH3 4570460.010000 PA USD 4478623.470000 0.0033799 Long ABS-MBS CORP US N 2 2034-01-25 Variable 5.5 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-AC7 N/A 07384YPJ9 3969562.880000 PA USD 3889310.620000 0.0029352 Long ABS-MBS CORP US N 2 2034-01-25 Variable 5.75 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-AC7 N/A 07384YPK6 2822395.640000 PA USD 2440387.210000 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ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140GTVM9 34537.480000 PA USD 34987.440000 0.0000264 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140GTWR7 380024.120000 PA USD 383522.930000 0.0002894 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140GTX70 511053.250000 PA USD 513589.700000 0.0003876 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140GTYF1 7855.710000 PA USD 8033.480000 0.0000061 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140GT2D1 125130.130000 PA USD 127947.130000 0.0000966 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140GT2Q2 14653.180000 PA USD 15216.420000 0.0000115 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140GT4D9 5752270.620000 PA USD 5951477.960000 0.0044915 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 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