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0.0762388 Long ABS-MBS CORP US N 2 2076-11-25 Variable 3.83081 N N N N N N CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RPL5 N/A 12655JAK7 1449694.360000 PA USD 1390184.410000 0.0012273 Long ABS-MBS CORP US N 2 2076-11-25 Fixed 0 N N N N N N CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RPL5 N/A 12655JAL5 922403073.400000 PA USD 92.240000 0.0000001 Long ABS-O CORP US N 2 2076-11-25 Fixed 0 N N N N N N CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RPL7 N/A 12597AAA9 436601764.220000 PA USD 409592618.560000 0.3616007 Long ABS-MBS CORP US N 2 2059-01-27 Variable 3.25 N N N N N N CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RPL7 N/A 12597AAD3 118732899.980000 PA USD 106321844.930000 0.0938641 Long ABS-MBS CORP US N 2 2059-01-27 Variable 3.85484 N N N N N N CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RPL7 N/A 12597AAE1 118732899.980000 PA USD 92859873.110000 0.0819795 Long ABS-MBS CORP US N 2 2059-01-27 Variable 3.85484 N N N N N N CREDIT SUISSE MORTGAGE CAPITAL 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1.00338 N N N N N N MORGAN STANLEY CAPITAL INC 2004-HE8 N/A 61744CGZ3 323169.680000 PA USD 288476.700000 0.0002547 Long ABS-MBS CORP US N 2 2034-09-25 Floating 4.144 N N N N N N MORGAN STANLEY CAPITAL INC 2006-HE2 N/A 617451EV7 87316147.380000 PA USD 72541801.200000 0.0640421 Long ABS-MBS CORP US N 2 2036-03-25 Floating 3.624 N N N N N N MORGAN STANLEY DEAN WITT CAP I 2003-NC2 N/A 61746WA75 402245.390000 PA USD 392467.810000 0.0003465 Long ABS-MBS CORP US N 2 2033-02-25 Floating 4.434 N N N N N N MORGAN STANLEY DEAN WITTER 2003-NC1 N/A 61746WYU8 212013.000000 PA USD 211012.490000 0.0001863 Long ABS-MBS CORP US N 2 2032-11-25 Floating 4.659 N N N N N N MORGAN STANLEY HOME EQUITY LN 2005-2 N/A 61744CQP4 9290735.250000 PA USD 9027663.440000 0.0079699 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.074 N N N N N N MORGAN STANLEY HOME EQUITY LN 2006-2 N/A 61744CYQ3 257000.000000 PA USD 240358.990000 0.0002122 Long ABS-MBS CORP US N 2 2036-02-25 Floating 3.594 N N N N N N MORGAN STANLEY HOME EQUITY LN 2006-3 N/A 61749GAC6 7725875.590000 PA USD 5667851.440000 0.0050038 Long ABS-MBS CORP US N 2 2036-04-25 Floating 3.404 N N N N N N MORGAN STANLEY HOME EQUITY LN 2006-3 N/A 61749GAD4 11779320.360000 PA USD 8665240.280000 0.0076499 Long ABS-MBS CORP US N 2 2036-04-25 Floating 3.604 N N N N N N MORGAN STANLEY HOME EQUITY LN 2007-1 N/A 61751QAB1 3543165.530000 PA USD 1854063.050000 0.0016368 Long ABS-MBS CORP US N 2 2036-12-25 Floating 3.184 N N N N N N MORGAN STANLEY HOME EQUITY LN 2007-1 N/A 61751QAC9 43548685.390000 PA USD 22818004.360000 0.0201444 Long ABS-MBS CORP US N 2 2036-12-25 Floating 3.224 N N N N N N MORGAN STANLEY HOME EQUITY LN 2007-2 N/A 61752UAA3 5562079.310000 PA USD 3181156.170000 0.0028084 Long ABS-MBS CORP US N 2 2037-04-25 Floating 3.184 N N N N N N MORGAN STANLEY HOME EQUITY LN 2007-2 N/A 61752UAB1 9427684.900000 PA USD 5320066.160000 0.0046967 Long ABS-MBS CORP US N 2 2037-04-25 Floating 3.254 N N N N N N MORGAN STANLEY HOME EQUITY LN 2007-2 N/A 61752UAD7 19849350.670000 PA USD 11371726.740000 0.0100393 Long ABS-MBS CORP US N 2 2037-04-25 Floating 3.434 N N N N N N MORGAN STANLEY IXIS RE CAP TR 2006-2 N/A 617463AB0 19137582.280000 PA USD 7083546.430000 0.0062536 Long ABS-MBS CORP US N 2 2036-11-25 Floating 3.194 N N N N N N MORGAN STANLEY IXIS RE CAP TR 2006-2 N/A 617463AC8 1574749.630000 PA USD 582894.680000 0.0005146 Long ABS-MBS CORP US N 2 2036-11-25 Floating 3.234 N N N N N N MORGAN STANLEY IXIS RE CAP TR 2006-2 N/A 617463AD6 21024001.100000 PA USD 7782422.950000 0.0068706 Long ABS-MBS CORP US N 2 2036-11-25 Floating 3.304 N N N N N N MORGAN STANLEY IXIS RE CAP TR 2006-2 N/A 617463AP9 8288010.340000 PA USD 3067509.490000 0.0027081 Long ABS-MBS CORP US N 2 2036-11-25 Floating 3.154 N N N N N N MORGAN STANLEY IXIS REAL ESTATE CAPITAL TRUST 2006-1 N/A 61749QAD2 6735792.540000 PA USD 2957118.680000 0.0026106 Long ABS-MBS CORP US N 2 2036-07-25 Floating 3.384 N N N N N N MORGAN STANLEY IXIS REAL ESTATE CAPITAL TRUST 2006-1 N/A 61749QAE0 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USD 39595.550000 0.0000350 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.5 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2004-11AR N/A 61748HHD6 299820.610000 PA USD 277776.210000 0.0002452 Long ABS-MBS CORP US N 2 2035-01-25 Floating 2.59828 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2004-5AR N/A 61748HAM3 125914.470000 PA USD 126138.870000 0.0001114 Long ABS-MBS CORP US N 2 2034-07-25 Floating 2.65449 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2004-5AR N/A 61748HAQ4 77869.650000 PA USD 73742.710000 0.0000651 Long ABS-MBS CORP US N 2 2034-07-25 Floating 2.9632 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2004-6AR N/A 61748HBQ3 2156.230000 PA USD 2117.510000 0.0000019 Long ABS-MBS CORP US N 2 2034-08-25 Floating 3.70979 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2004-6AR N/A 61748HBT7 615696.730000 PA USD 582556.920000 0.0005143 Long ABS-MBS CORP US N 2 2034-08-25 Variable 2.46933 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2004-7AR N/A 61748HCD1 576748.400000 PA USD 545379.690000 0.0004815 Long ABS-MBS CORP US N 2 2034-09-25 Floating 3.22549 N N N N N N ADJUSTABLE RATE MORTAGE TRUST 2004-1 N/A 007036AP1 3267732.330000 PA USD 2811900.340000 0.0024824 Long ABS-MBS CORP US N 2 2035-01-25 Floating 4.234 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2004-8AR N/A 61748HEF4 32151.380000 PA USD 30902.190000 0.0000273 Long ABS-MBS CORP US N 2 2034-10-25 Floating 3.59566 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2005-11AR N/A 61748HTG6 1164778.260000 PA USD 658161.100000 0.0005810 Long ABS-MBS CORP US N 2 2036-01-25 Floating 3.364 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2005-3AR N/A 61745M4P5 156017.140000 PA USD 138947.300000 0.0001227 Long ABS-MBS CORP US N 2 2035-07-25 Floating 2.72049 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2005-3AR N/A 61745M4T7 51440.240000 PA USD 46023.690000 0.0000406 Long ABS-MBS CORP US N 2 2035-07-25 Floating 3.24284 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2005-5AR N/A 61748HLF6 41541.790000 PA USD 30556.070000 0.0000270 Long ABS-MBS CORP US N 2 2035-09-25 Floating 3.5866 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2005-6AR N/A 61748HMR9 71272.740000 PA USD 39577.920000 0.0000349 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.92183 Y N N N N N ADJUSTABLE RATE MORTAGE TRUST 2004-1 N/A 007036AT3 1863579.870000 PA USD 1660239.450000 0.0014657 Long ABS-MBS CORP US N 2 2035-01-25 Floating 4.234 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2006-13AX N/A 61750PAB4 2306604.280000 PA USD 814816.500000 0.0007193 Long ABS-MBS CORP US N 2 2036-10-25 Floating 3.424 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2007-3XS N/A 61752RAB8 140460.910000 PA USD 130030.960000 0.0001148 Long ABS-MBS CORP US N 2 2047-01-25 Variable 6.12248 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2007-3XS N/A 61752RAD4 6228038.070000 PA USD 2947551.670000 0.0026022 Long ABS-MBS CORP US N 2 2047-01-25 Variable 6.25434 N N N N N N MORGAN STANLEY MTGE LN TR 2007-10XS N/A 61751MAU8 161070.760000 PA USD 145505.080000 0.0001285 Long ABS-MBS CORP US N 2 2037-02-25 Variable 6 Y N N N N N MORGAN STANLEY MTGE LN TR 2007-12 N/A 61755GAJ2 279426.360000 PA USD 126304.740000 0.0001115 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6 Y N N N N N ADJUSTABLE RATE MORTAGE TRUST 2005-1 N/A 007036FT8 2521812.810000 PA USD 2398900.910000 0.0021178 Long ABS-MBS CORP US N 2 2035-05-25 Floating 3.17084 N N N N N N MORGAN STANLEY MTGE LN TR 2007-7AX N/A 61754HAD4 7830992.790000 PA USD 2674260.540000 0.0023609 Long ABS-MBS CORP US N 2 2037-04-25 Floating 3.804 N N N N N N MORGAN STANLEY MTGE LN TR 2007-8XS N/A 61754PAA2 321940.290000 PA USD 166143.560000 0.0001467 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 5.75 Y N N N N N MORGAN STANLEY MTGE LN TRUST 2006-11 N/A 61749WAK3 6088071.470000 PA USD 1515080.510000 0.0013376 Long ABS-MBS CORP US N 2 2036-08-25 Variable 7.013 Y N N N N N ADJUSTABLE RATE MORTAGE TRUST 2005-10 N/A 007036TB2 643878.920000 PA USD 570980.940000 0.0005041 Long ABS-MBS CORP US N 2 2036-01-25 Floating 3.6018 Y N N N N N MORGAN STANLEY MTGE LN TRUST 2007-11AR N/A 61754VAG6 11982168.820000 PA USD 6965865.000000 0.0061497 Long ABS-MBS CORP US N 2 2037-06-25 Floating 1.99277 Y N N N N N MORGAN STANLEY MTGE LN TRUST 2007-15AR N/A 61756XBK0 1882972.580000 PA USD 1694858.160000 0.0014963 Long ABS-MBS CORP US N 2 2037-11-25 Floating 3.06868 Y N N N N N MORGAN STANLEY RE-REMIC TRUST 2010-R4 N/A 61759FAN1 11162722.340000 PA USD 6973341.480000 0.0061563 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 7331693.840000 PA USD 4286798.130000 0.0037845 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 41318375.310000 PA USD 35017645.360000 0.0309146 Long ABS-MBS CORP US N 2 2047-06-26 Floating 1.60916 N N N N N N MORGAN STANLEY RESECURITIZATION TRUST 2014-R8 N/A 61764KAY9 519627.060000 PA USD 417662.930000 0.0003687 Long ABS-MBS CORP US N 2 2047-06-26 Floating 1.60416 N N N N N N MORGAN STANLEY RESECURITIZATION TRUST 2015-R3 N/A 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