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2006-NC5 N/A 61749BAF0 8842957.660000 PA USD 4391838.120000 0.0039422 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.61871 N N N N N N MORGAN STANLEY ABS CAPITAL I 2006-WMC1 N/A 61744CXM3 9280149.530000 PA USD 8980898.120000 0.0080614 Long ABS-MBS CORP US N 2 2035-12-25 Floating 5.00871 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE1 N/A 617526AD0 1637626.750000 PA USD 988160.190000 0.0008870 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.48871 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE2 N/A 61753EAC4 22370943.660000 PA USD 11082945.800000 0.0099482 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.51871 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE3 N/A 617525AA8 45098003.450000 PA USD 28576706.160000 0.0256510 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.51871 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE3 N/A 617538AC7 948143.820000 PA USD 495788.390000 0.0004450 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.53871 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE4 N/A 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27223578.320000 0.0244364 Long ABS-MBS CORP US N 2 2047-02-25 Floating 6.28871 N N N N N N MORGAN STANLEY ABS CAPITAL-2006-HE6 N/A 61750FAA8 44581887.040000 PA USD 21177956.710000 0.0190097 Long ABS-MBS CORP US N 2 2036-09-25 Floating 4.64871 N N N N N N MORGAN STANLEY ABS CAPITAL-2006-HE6 N/A 61750FAE0 14049369.990000 PA USD 5390226.250000 0.0048384 Long ABS-MBS CORP US N 2 2036-09-25 Floating 4.68871 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C14 N/A 61690GAG6 27998292.290000 PA USD 152873.480000 0.0001372 Long ABS-MBS CORP US N 2 2047-02-15 Variable 0.911312 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C22 N/A 61690FAK9 2847566.620000 PA USD 2768217.750000 0.0024848 Long ABS-MBS CORP US N 2 2048-04-15 Fixed 3.04 N N N N N N MORGAN STANLEY CAPITAL I 2007-T25 N/A 61751XAX8 619873.320000 PA USD 4.460000 0.0000000 Long ABS-MBS CORP US N 2 2049-11-12 Variable 0.087282 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2016-UBS9 N/A 61766CAF6 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0.0627614 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.92871 N N N N N N MORGAN STANLEY DEAN WITT CAP I 2003-NC2 N/A 61746WA75 377499.480000 PA USD 369938.770000 0.0003321 Long ABS-MBS CORP US N 2 2033-02-25 Floating 5.73871 N N N N N N MORGAN STANLEY DEAN WITTER 2003-NC1 N/A 61746WYU8 150590.170000 PA USD 150183.950000 0.0001348 Long ABS-MBS CORP US N 2 2032-11-25 Floating 5.96371 N N N N N N MORGAN STANLEY HOME EQUITY LN 2005-2 N/A 61744CQP4 8916107.220000 PA USD 8622498.030000 0.0077397 Long ABS-MBS CORP US N 2 2035-05-25 Floating 5.37871 N N N N N N MORGAN STANLEY HOME EQUITY LN 2006-2 N/A 61744CYQ3 657000.000000 PA USD 590610.740000 0.0005301 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.89871 N N N N N N MORGAN STANLEY HOME EQUITY LN 2006-3 N/A 61749GAC6 7558076.240000 PA USD 5401965.690000 0.0048489 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.70871 N N N N N N MORGAN STANLEY HOME EQUITY LN 2006-3 N/A 61749GAD4 11523483.710000 PA USD 8270908.990000 0.0074241 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.90871 N N N N N N MORGAN STANLEY HOME EQUITY LN 2007-1 N/A 61751QAB1 3512532.600000 PA USD 1781247.430000 0.0015989 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.48871 N N N N N N MORGAN STANLEY HOME EQUITY LN 2007-1 N/A 61751QAC9 43172179.330000 PA USD 21926023.090000 0.0196812 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.52871 N N N N N N MORGAN STANLEY HOME EQUITY LN 2007-2 N/A 61752UAA3 5479910.570000 PA USD 3039070.720000 0.0027279 Long ABS-MBS CORP US N 2 2037-04-25 Floating 4.48871 N N N N N N MORGAN STANLEY HOME EQUITY LN 2007-2 N/A 61752UAB1 9288409.200000 PA USD 5087318.380000 0.0045665 Long ABS-MBS CORP US N 2 2037-04-25 Floating 4.55871 N N N N N N MORGAN STANLEY HOME EQUITY LN 2007-2 N/A 61752UAD7 19556115.120000 PA USD 10883449.370000 0.0097692 Long ABS-MBS CORP US N 2 2037-04-25 Floating 4.73871 N N N N N N MORGAN STANLEY IXIS RE CAP TR 2006-2 N/A 617463AB0 18970840.110000 PA USD 6630278.270000 0.0059515 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.49871 N N N N N N MORGAN STANLEY IXIS RE CAP TR 2006-2 N/A 617463AC8 1561029.130000 PA USD 545680.060000 0.0004898 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.53871 N N N N N N MORGAN STANLEY IXIS RE CAP TR 2006-2 N/A 617463AD6 20840822.890000 PA USD 7286508.130000 0.0065405 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.60871 N N N N N N MORGAN STANLEY IXIS RE CAP TR 2006-2 N/A 617463AP9 8215798.500000 PA USD 2870578.630000 0.0025767 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.45871 N N N N N N MORGAN STANLEY IXIS REAL ESTATE CAPITAL TRUST 2006-1 N/A 61749QAD2 6698991.410000 PA USD 2892971.500000 0.0025968 Long ABS-MBS CORP US N 2 2036-07-25 Floating 4.68871 N N N N N N MORGAN STANLEY IXIS REAL ESTATE CAPITAL TRUST 2006-1 N/A 61749QAE0 26070529.960000 PA USD 11288323.090000 0.0101326 Long ABS-MBS CORP US N 2 2036-07-25 Floating 4.84871 N N N N N N MORGAN STANLEY MORTGAGE LN TR 2007-5AX N/A 61751GAD9 2968904.050000 PA USD 809731.470000 0.0007268 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.84871 N N N N N N MORGAN STANLEY MORTGAGE LN TR-2006-6AR N/A 61749CAM3 8532359.390000 PA USD 5020839.580000 0.0045068 Long ABS-MBS CORP US N 2 2036-05-25 Floating 3.68364 Y N N N N N MORGAN STANLEY MORTGAGE LN TR-2006-8AR N/A 61749LAR2 309144.540000 PA USD 298615.820000 0.0002680 Long ABS-MBS CORP US N 2 2036-06-25 Floating 3.73584 N N N N N N MORGAN STANLEY MORTGAGE LOAN TRUST 2007-1XS N/A 61752JAA8 3807097.850000 PA USD 1458848.680000 0.0013095 Long ABS-MBS CORP US N 2 2046-09-25 Variable 6.465 Y N N N N N MORGAN STANLEY MORTGAGE LOAN TRUST 2007-1XS N/A 61752JAE0 14025213.020000 PA USD 3378056.710000 0.0030322 Long ABS-MBS CORP US N 2 2046-09-25 Variable 6.4188 Y N N N N N MORGAN STANLEY MORTGAGE LOAN TRUST 2007-1XS N/A 61752JAJ9 9782107.640000 PA USD 2358145.300000 0.0021167 Long ABS-MBS CORP US N 2 2046-09-25 Variable 6.60404 N N N N N N MORGAN STANLEY MORTGAGE TRUST 2004-4 N/A 61748HDQ1 384946.790000 PA USD 382049.560000 0.0003429 Long ABS-MBS CORP US N 2 2034-09-25 Variable 6.29748 N N N N N N MORGAN STANLEY MORTGAGE TRUST 2005-7 N/A 61748HPM7 45857.970000 PA USD 39011.660000 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 296724.600000 PA USD 268444.990000 0.0002410 Long ABS-MBS CORP US N 2 2035-01-25 Floating 2.91593 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2004-5AR N/A 61748HAM3 123922.200000 PA USD 121761.800000 0.0001093 Long ABS-MBS CORP US N 2 2034-07-25 Floating 3.27255 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2004-5AR N/A 61748HAQ4 76673.200000 PA USD 70027.310000 0.0000629 Long ABS-MBS CORP US N 2 2034-07-25 Floating 3.43199 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2004-6AR N/A 61748HBQ3 2119.770000 PA USD 2038.530000 0.0000018 Long ABS-MBS CORP US N 2 2034-08-25 Floating 3.88835 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2004-6AR N/A 61748HBT7 606303.070000 PA USD 559718.930000 0.0005024 Long ABS-MBS CORP US N 2 2034-08-25 Variable 3.39201 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2004-7AR N/A 61748HCD1 567040.790000 PA USD 523066.830000 0.0004695 Long ABS-MBS CORP US N 2 2034-09-25 Floating 3.45861 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2004-8AR N/A 61748HEF4 31384.550000 PA USD 29761.670000 0.0000267 Long ABS-MBS CORP US N 2 2034-10-25 Floating 3.78668 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2005-11AR N/A 61748HTG6 1095737.500000 PA USD 584149.170000 0.0005243 Long ABS-MBS CORP US N 2 2036-01-25 Floating 4.66871 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2005-3AR N/A 61745M4P5 148045.330000 PA USD 129018.840000 0.0001158 Long ABS-MBS CORP US N 2 2035-07-25 Floating 2.91533 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2005-3AR N/A 61745M4T7 51428.200000 PA USD 45406.150000 0.0000408 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.28449 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2005-5AR N/A 61748HLF6 41372.560000 PA USD 29556.460000 0.0000265 Long ABS-MBS CORP US N 2 2035-09-25 Floating 3.62973 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2005-6AR N/A 61748HMR9 69941.510000 PA USD 36998.360000 0.0000332 Long ABS-MBS CORP US N 2 2035-11-25 Floating 3.75909 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2006-13AX N/A 61750PAB4 2293354.810000 PA USD 710214.370000 0.0006375 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.72871 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2007-3XS N/A 61752RAB8 130272.920000 PA USD 121328.770000 0.0001089 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 6102828.640000 PA USD 2822453.890000 0.0025335 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 152462.750000 PA USD 131958.610000 0.0001184 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 279425.450000 PA USD 122405.310000 0.0001099 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6 Y N N N N N MORGAN STANLEY MTGE LN TR 2007-7AX N/A 61754HAD4 7776253.130000 PA USD 2322784.700000 0.0020850 Long ABS-MBS CORP US N 2 2037-04-25 Floating 5.10871 N N N N N N MORGAN STANLEY MTGE LN TR 2007-8XS N/A 61754PAA2 319244.650000 PA USD 162120.890000 0.0001455 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 6074828.620000 PA USD 1480876.770000 0.0013293 Long ABS-MBS CORP US N 2 2036-08-25 Variable 7.013 Y N N N N N MORGAN STANLEY MTGE LN TRUST 2007-11AR N/A 61754VAG6 11841707.380000 PA USD 6277392.100000 0.0056347 Long ABS-MBS CORP US N 2 2037-06-25 Floating 2.03776 Y N N N N N MORGAN STANLEY MTGE LN TRUST 2007-15AR N/A 61756XBK0 1849606.230000 PA USD 1564846.590000 0.0014046 Long ABS-MBS CORP US N 2 2037-11-25 Floating 3.31825 Y N N N N N MORGAN STANLEY RE-REMIC TRUST 2010-R4 N/A 61759FAN1 11162625.860000 PA USD 6835445.110000 0.0061356 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 7276497.840000 PA USD 4130052.130000 0.0037072 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 41437709.870000 PA USD 34175374.130000 0.0306764 Long ABS-MBS CORP US N 2 2047-06-26 Floating 2.3843 N N N N N N MORGAN STANLEY RESECURITIZATION TRUST 2014-R8 N/A 61764KAY9 500675.510000 PA USD 390189.940000 0.0003502 Long ABS-MBS CORP US N 2 2047-06-26 Floating 2.33166 N N N N N N MORGAN STANLEY RESECURITIZATION TRUST 2015-R3 N/A 61690TAQ6 32435360.800000 PA USD 21796069.440000 0.0195645 Long ABS-MBS CORP US N 2 2047-04-26 Floating 2.45825 N N N N N N MORGAN STANLEY RESECURITIZATION TRUST 2015-R3 N/A 61690TAS2 3595817.970000 PA USD 2127924.890000 0.0019101 Long ABS-MBS CORP US N 2 2047-04-26 Variable 3.83004 N N N N N N MORGAN STANLEY STRUCTURED TRUST 2007-1 N/A 61755FAC9 100088.630000 PA USD 100284.300000 0.0000900 Long ABS-MBS CORP US N 2 2037-06-25 Floating 4.61871 N N N N N N MORGAN STANLEY STRUCTURED TRUST 2007-1 N/A 61755FAD7 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