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STANLEY ABS CAPITAL I 2007-HE2 N/A 61753EAC4 21798279.030000 PA USD 9998567.590000 0.0080822 Long ABS-MBS CORP US N 2 2037-01-25 Floating 5.28043 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE3 N/A 617525AA8 43860335.830000 PA USD 26873955.840000 0.0217231 Long ABS-MBS CORP US N 2 2036-12-25 Floating 5.28043 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE3 N/A 617538AC7 4289706.270000 PA USD 2133617.970000 0.0017247 Long ABS-MBS CORP US N 2 2036-12-25 Floating 5.30043 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE4 N/A 61753VAC6 24858864.970000 PA USD 7949449.870000 0.0064258 Long ABS-MBS CORP US N 2 2037-02-25 Floating 5.33043 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE4 N/A 61753VAD4 30259209.590000 PA USD 9683824.590000 0.0078277 Long ABS-MBS CORP US N 2 2037-02-25 Floating 5.38043 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE5 N/A 61753KAB2 2836382.280000 PA USD 1251680.750000 0.0010118 Long ABS-MBS CORP US N 2 2037-03-25 Floating 5.26043 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE5 N/A 61753KAC0 25260664.990000 PA USD 11155054.090000 0.0090170 Long ABS-MBS CORP US N 2 2037-03-25 Floating 5.33043 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE5 N/A 61753KAD8 42223042.640000 PA USD 18651969.970000 0.0150770 Long ABS-MBS CORP US N 2 2037-03-25 Floating 5.40043 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE6 N/A 61755CAA0 365689.600000 PA USD 317700.230000 0.0002568 Long ABS-MBS CORP US N 2 2037-05-25 Floating 5.21043 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE6 N/A 61755CAB8 14595230.100000 PA USD 12700388.300000 0.0102661 Long ABS-MBS CORP US N 2 2037-05-25 Floating 5.29043 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE6 N/A 61755CAC6 11727554.650000 PA USD 10212500.010000 0.0082551 Long ABS-MBS CORP US N 2 2037-05-25 Floating 5.33043 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE6 N/A 61755CAD4 10159181.660000 PA USD 8855015.000000 0.0071578 Long ABS-MBS CORP US N 2 2037-05-25 Floating 5.40043 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE7 N/A 61756YAD5 14010000.000000 PA USD 11743739.600000 0.0094928 Long ABS-MBS CORP US N 2 2037-07-25 Floating 6.40043 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-NC1 N/A 617505AD4 2734555.000000 PA USD 1294877.970000 0.0010467 Long ABS-MBS CORP US N 2 2036-11-25 Floating 5.29043 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-NC1 N/A 617505AE2 11082143.750000 PA USD 5248678.380000 0.0042427 Long ABS-MBS CORP US N 2 2036-11-25 Floating 5.37043 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-NC2 N/A 61753NAD2 8997924.340000 PA USD 4347656.670000 0.0035143 Long ABS-MBS CORP US N 2 2037-02-25 Floating 5.35043 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-NC2 N/A 61753NAE0 21830349.560000 PA USD 10549649.590000 0.0085276 Long ABS-MBS CORP US N 2 2037-02-25 Floating 5.41043 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-NC2 N/A 61753NAF7 7476894.780000 PA USD 3613498.760000 0.0029209 Long ABS-MBS CORP US N 2 2037-02-25 Floating 5.48043 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-NC3 N/A 61755AAA4 3543876.730000 PA USD 1962088.260000 0.0015860 Long ABS-MBS CORP US N 2 2037-05-25 Floating 5.35043 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-NC3 N/A 61755AAC0 4677915.670000 PA USD 3360897.630000 0.0027167 Long ABS-MBS CORP US N 2 2037-05-25 Floating 5.29043 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-NC3 N/A 61755AAD8 7484665.000000 PA USD 5379683.050000 0.0043486 Long ABS-MBS CORP US N 2 2037-05-25 Floating 5.34043 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-NC3 N/A 61755AAE6 9667692.380000 PA USD 6952132.330000 0.0056196 Long ABS-MBS CORP US N 2 2037-05-25 Floating 5.41043 N N N N N N MORGAN STANLEY ABS CAPITAL I INC TRUST 2007-SEA1 N/A 61757MAA6 29683048.170000 PA USD 24814746.280000 0.0200586 Long ABS-MBS CORP US N 2 2047-02-25 Floating 7.05043 N N N N N N MORGAN STANLEY ABS CAPITAL-2006-HE6 N/A 61750FAA8 43374415.340000 PA USD 20077275.160000 0.0162291 Long ABS-MBS CORP US N 2 2036-09-25 Floating 5.41043 N N N N N N MORGAN STANLEY ABS CAPITAL-2006-HE6 N/A 61750FAE0 13913220.770000 PA USD 5237133.870000 0.0042333 Long ABS-MBS CORP US N 2 2036-09-25 Floating 5.45043 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C14 N/A 61690GAG6 27325067.910000 PA USD 34011.510000 0.0000275 Long ABS-MBS CORP US N 2 2047-02-15 Variable 1.06269 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C22 N/A 61690FAK9 2126534.910000 PA USD 2068324.840000 0.0016719 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 81746.570000 PA USD 1.270000 0.0000000 Long ABS-MBS CORP US N 2 2049-11-12 Variable 0.267991 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2016-UBS9 N/A 61766CAF6 6142457.300000 PA USD 5882391.190000 0.0047549 Long ABS-MBS CORP US N 2 2049-03-15 Fixed 3.34 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2020-CNP N/A 61770YAA3 2000000.000000 PA USD 1515553.800000 0.0012251 Long ABS-MBS CORP US N 2 2042-04-05 Variable 2.50852 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2020-HR8 N/A 61692BBU3 108505538.960000 PA USD 10358709.140000 0.0083733 Long ABS-MBS CORP US N 2 2053-07-15 Variable 1.96207 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2020-HR8 N/A 61692BBV1 54413000.000000 PA USD 2809185.390000 0.0022708 Long ABS-MBS CORP US N 2 2053-07-15 Variable 1.00229 N N N N N N MORGAN STANLEY CAPITAL INC 2004-HE8 N/A 61744CGZ3 323169.680000 PA USD 292719.300000 0.0002366 Long ABS-MBS CORP US N 3 2034-09-25 Floating 6.21043 N N N N N N MORGAN STANLEY CAPITAL INC 2006-HE2 N/A 617451EV7 83343910.980000 PA USD 67495374.550000 0.0545587 Long ABS-MBS CORP US N 2 2036-03-25 Floating 5.69043 N N N N N N MORGAN STANLEY DEAN WITT CAP I 2003-NC2 N/A 61746WA75 343903.520000 PA USD 340839.820000 0.0002755 Long ABS-MBS CORP US N 2 2033-02-25 Floating 6.50043 N N N N N N MORGAN STANLEY DEAN WITTER 2003-NC1 N/A 61746WYU8 66032.780000 PA USD 64363.120000 0.0000520 Long ABS-MBS CORP US N 3 2032-11-25 Floating 6.72543 N N N N N N MORGAN STANLEY HOME EQUITY LN 2005-2 N/A 61744CQP4 8132156.740000 PA USD 7883778.720000 0.0063727 Long ABS-MBS CORP US N 2 2035-05-25 Floating 6.14043 N N N N N N MORGAN STANLEY HOME EQUITY LN 2006-2 N/A 61744CYQ3 657000.000000 PA USD 592683.840000 0.0004791 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.66043 N N N N N N MORGAN STANLEY HOME EQUITY LN 2006-3 N/A 61749GAC6 7330016.340000 PA USD 5163632.210000 0.0041739 Long ABS-MBS CORP US N 2 2036-04-25 Floating 5.47043 N N N N N N MORGAN STANLEY HOME EQUITY LN 2006-3 N/A 61749GAD4 11175770.350000 PA USD 7902817.480000 0.0063881 Long ABS-MBS CORP US N 2 2036-04-25 Floating 5.67043 N N N N N N MORGAN STANLEY HOME EQUITY LN 2007-1 N/A 61751QAB1 3415951.740000 PA USD 1657267.770000 0.0013396 Long ABS-MBS CORP US N 2 2036-12-25 Floating 5.25043 N N N N N N MORGAN STANLEY HOME EQUITY LN 2007-1 N/A 61751QAC9 41985113.550000 PA USD 20405474.730000 0.0164944 Long ABS-MBS CORP US N 2 2036-12-25 Floating 5.29043 N N N N N N MORGAN STANLEY HOME EQUITY LN 2007-2 N/A 61752UAA3 6398888.600000 PA USD 3351807.600000 0.0027094 Long ABS-MBS CORP US N 2 2037-04-25 Floating 5.25043 N N N N N N MORGAN STANLEY HOME EQUITY LN 2007-2 N/A 61752UAB1 9040505.890000 PA USD 4742836.530000 0.0038338 Long ABS-MBS CORP US N 2 2037-04-25 Floating 5.32043 N N N N N N MORGAN STANLEY HOME EQUITY LN 2007-2 N/A 61752UAD7 19034171.510000 PA USD 10009202.840000 0.0080908 Long ABS-MBS CORP US N 2 2037-04-25 Floating 5.50043 N N N N N N MORGAN STANLEY IXIS RE CAP TR 2006-2 N/A 617463AB0 30202602.770000 PA USD 10669676.500000 0.0086246 Long ABS-MBS CORP US N 2 2036-11-25 Floating 5.26043 N N N N N N MORGAN STANLEY IXIS RE CAP TR 2006-2 N/A 617463AC8 1546896.060000 PA USD 546608.720000 0.0004418 Long ABS-MBS CORP US N 2 2036-11-25 Floating 5.30043 N N N N N N MORGAN STANLEY IXIS RE CAP TR 2006-2 N/A 617463AD6 20652136.410000 PA USD 7299183.700000 0.0059002 Long ABS-MBS CORP US N 2 2036-11-25 Floating 5.37043 N N N N N N MORGAN STANLEY IXIS RE CAP TR 2006-2 N/A 617463AP9 8141415.190000 PA USD 2875357.340000 0.0023242 Long ABS-MBS CORP US N 2 2036-11-25 Floating 5.22043 N N N N N N MORGAN STANLEY IXIS REAL ESTATE CAPITAL TRUST 2006-1 N/A 61749QAD2 6629153.300000 PA USD 2701120.110000 0.0021834 Long ABS-MBS CORP US N 2 2036-07-25 Floating 5.45043 N N N N N N MORGAN STANLEY IXIS REAL ESTATE CAPITAL TRUST 2006-1 N/A 61749QAE0 25798740.260000 PA USD 10549631.190000 0.0085276 Long ABS-MBS CORP US N 2 2036-07-25 Floating 5.61043 N N N N N N MORGAN STANLEY MORTGAGE LN TR 2007-5AX N/A 61751GAD9 2876933.490000 PA USD 685844.260000 0.0005544 Long ABS-MBS CORP US N 2 2037-02-25 Floating 5.61043 N N N N N N MORGAN STANLEY MORTGAGE LN TR-2006-6AR N/A 61749CAM3 8224640.920000 PA USD 4833418.320000 0.0039070 Long ABS-MBS CORP US N 2 2036-05-25 Floating 4.27083 Y N N N N N MORGAN STANLEY MORTGAGE LN TR-2006-8AR N/A 61749LAR2 301393.020000 PA USD 294912.890000 0.0002384 Long ABS-MBS CORP US N 2 2036-06-25 Floating 5.54745 N N N N N N MORGAN STANLEY MORTGAGE LOAN TRUST 2007-1XS N/A 61752JAA8 3639476.730000 PA USD 1236743.690000 0.0009997 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 13845914.890000 PA USD 3323270.180000 0.0026863 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 9657053.310000 PA USD 2316420.960000 0.0018724 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 364318.400000 PA USD 361655.410000 0.0002923 Long ABS-MBS CORP US N 2 2034-09-25 Variable 6.29664 N N N N N N MORGAN STANLEY MORTGAGE TRUST 2005-7 N/A 61748HPM7 43259.290000 PA USD 36224.940000 0.0000293 Long ABS-MBS CORP US N 3 2035-11-25 Fixed 5.5 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2004-11AR N/A 61748HHD6 278219.930000 PA USD 245110.960000 0.0001981 Long ABS-MBS CORP US N 3 2035-01-25 Floating 3.13068 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2004-5AR N/A 61748HAM3 99588.140000 PA USD 96273.360000 0.0000778 Long ABS-MBS CORP US N 3 2034-07-25 Floating 4.21212 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2004-5AR N/A 61748HAQ4 70141.170000 PA USD 62613.440000 0.0000506 Long ABS-MBS CORP US N 3 2034-07-25 Floating 4.24791 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2004-6AR N/A 61748HBQ3 1989.290000 PA USD 1873.090000 0.0000015 Long ABS-MBS CORP US N 3 2034-08-25 Floating 4.38446 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2004-6AR N/A 61748HBT7 587533.700000 PA USD 547158.680000 0.0004423 Long ABS-MBS CORP US N 2 2034-08-25 Variable 4.76791 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2004-7AR N/A 61748HCD1 545396.900000 PA USD 511691.100000 0.0004136 Long ABS-MBS CORP US N 2 2034-09-25 Floating 4.42097 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2004-8AR N/A 61748HEF4 27622.080000 PA USD 25910.910000 0.0000209 Long ABS-MBS CORP US N 3 2034-10-25 Floating 4.55155 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2005-11AR N/A 61748HTG6 1080815.360000 PA USD 582131.690000 0.0004706 Long ABS-MBS CORP US N 2 2036-01-25 Floating 5.43043 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2005-3AR N/A 61745M4P5 138085.040000 PA USD 120460.210000 0.0000974 Long ABS-MBS CORP US N 2 2035-07-25 Floating 3.16222 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2005-3AR N/A 61745M4T7 44854.550000 PA USD 38937.490000 0.0000315 Long ABS-MBS CORP US N 3 2035-07-25 Floating 5.31653 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2005-5AR N/A 61748HLF6 39489.970000 PA USD 27872.970000 0.0000225 Long ABS-MBS CORP US N 2 2035-09-25 Floating 3.75068 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2005-6AR N/A 61748HMR9 67773.360000 PA USD 33937.670000 0.0000274 Long ABS-MBS CORP US N 3 2035-11-25 Floating 3.74342 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2006-13AX N/A 61750PAB4 2264300.430000 PA USD 697037.720000 0.0005634 Long ABS-MBS CORP US N 2 2036-10-25 Floating 5.49043 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2007-3XS N/A 61752RAB8 115444.300000 PA USD 105366.620000 0.0000852 Long ABS-MBS CORP US N 3 2047-01-25 Variable 6.12248 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2007-3XS N/A 61752RAD4 5920586.390000 PA USD 2756713.240000 0.0022283 Long ABS-MBS CORP US N 2 2047-01-25 Variable 6.25434 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2007-3XS N/A 61752RAM4 7408893.940000 PA USD 2466795.680000 0.0019940 Long ABS-MBS CORP US N 2 2047-01-25 Variable 6.26339 Y N N N N N MORGAN STANLEY MTGE LN TR 2007-10XS N/A 61751MAU8 135981.500000 PA USD 117013.510000 0.0000946 Long ABS-MBS CORP US N 3 2037-02-25 Variable 6 Y N N N N N MORGAN STANLEY MTGE LN TR 2007-12 N/A 61755GAJ2 271749.430000 PA USD 113115.970000 0.0000914 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6 Y N N N N N MORGAN STANLEY MTGE LN TR 2007-13 N/A 61756HBN9 6428938.510000 PA USD 3875245.200000 0.0031325 Long ABS-MBS CORP US N 2 2037-10-25 Fixed 6 Y N N N N N MORGAN STANLEY MTGE LN TR 2007-7AX N/A 61754HAD4 7659214.240000 PA USD 2253754.430000 0.0018218 Long ABS-MBS CORP US N 2 2037-04-25 Floating 5.87043 N N N N N N MORGAN STANLEY MTGE LN TR 2007-8XS N/A 61754PAA2 2356908.590000 PA USD 1166818.470000 0.0009432 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 6030002.970000 PA USD 1393174.900000 0.0011261 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 11703392.680000 PA USD 6147568.640000 0.0049693 Long ABS-MBS CORP US N 2 2037-06-25 Floating 2.1201 Y N N N N N MORGAN STANLEY MTGE LN TRUST 2007-15AR N/A 61756XBK0 1616028.320000 PA USD 1376350.470000 0.0011125 Long ABS-MBS CORP US N 2 2037-11-25 Floating 3.43037 Y N N N N N MORGAN STANLEY MTGE LN TRUST 2007-15AR N/A 61756XBT1 4287500.080000 PA USD 2983049.190000 0.0024113 Long ABS-MBS CORP US N 2 2037-12-25 Variable 3.73187 N N N N N N MORGAN STANLEY RE-REMIC TRUST 2010-R4 N/A 61759FAN1 11150272.970000 PA USD 6760490.780000 0.0054647 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 7409505.950000 PA USD 3892223.850000 0.0031462 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 39928725.510000 PA USD 33965182.690000 0.0274551 Long ABS-MBS CORP US N 2 2047-06-26 Floating 3.19654 N N N N N N MORGAN STANLEY RESECURITIZATION TRUST 2014-R8 N/A 61764KAY9 484648.850000 PA USD 383279.160000 0.0003098 Long ABS-MBS CORP US N 2 2047-06-26 Floating 3.64405 N N N N N N MORGAN STANLEY RESECURITIZATION TRUST 2015-R3 N/A 61690TAQ6 31620510.390000 PA USD 21691442.460000 0.0175339 Long ABS-MBS CORP US N 2 2047-04-26 Floating 3.75629 N N N N N N MORGAN STANLEY RESECURITIZATION TRUST 2015-R3 N/A 61690TAS2 3442841.450000 PA USD 2010737.840000 0.0016253 Long ABS-MBS CORP US N 2 2047-04-26 Variable 5.1947 N N N N N N MORGAN STANLEY STRUCTURED TRUST 2007-1 N/A 61755FAD7 51701800.240000 PA USD 47219600.560000 0.0381691 Long ABS-MBS CORP US N 2 2037-06-25 Floating 5.45043 N N N N N N 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