| MORGAN STANLEY ABS CAP I INC MORT PAS THR CERTS SER 2003-NC9 | Dec 31 |
| MORGAN STANLEY ABS CAP I INC MRT PSS THR CERT SE 2002-HE3 | Dec 31 |
| MORGAN STANLEY ABS CAP I INC MRT PSS THR CERT SER 2002-NC6 | Dec 31 |
| MORGAN STANLEY ABS CAPITAL 1 INC CDC MORT CAP TRUST 2004-HE1 | Dec 31 |
| MORGAN STANLEY ABS CAPITAL 1 INC TRUST SERIES 2003-SD1 | Dec 31 |
| MORGAN STANLEY ABS CAPITAL II INC | Dec 31 |
| MORGAN STANLEY ABS CAPITAL I INC | Dec 31 |
| MORGAN STANLEY ABS CAPITAL I INC CAPITAL TRUST 2002-HE2 | Dec 31 |
| MORGAN STANLEY ABS CAPITAL I INC CDC MOR CAP TR 2003-HE3 | Dec 31 |
| MORGAN STANLEY ABS CAPITAL I INC CDC MOR CAP TR 2004-HE2 | Dec 31 |
| MORGAN STANLEY ABS CAPITAL I INC CDC MORT CAP TR 2003 HE4 | Dec 31 |
| Morgan Stanley ABS Capital I Inc CDC Mortgage Capital Trust 2004-HE3 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. IXIS MOR CAP TR 2004-HE4 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. IXIS MOR CAP TR 2005-HE2 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. IXIS MOR CAP TR 2005-HE3 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. IXIS MOR CAP TR 2005-HE4 | Dec 31 |
| Morgan Stanley ABS Capital I, Inc. IXIS Real Estate Capital Trust 2006-HE1 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. IXIS Real Estate Capital Trust 2006-HE2 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. IXIS Real Estate Capital Trust 2006-HE3 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. IXIS Real Estate Capital Trust 2007-HE1 | Dec 31 |
| MORGAN STANLEY ABS CAPITAL I INC LIFE BA AS BA CE SE 1998-01 | Dec 31 |
| MORGAN STANLEY ABS CAPITAL I INC MSDWCC HELOC TRUST 2000-1 | Dec 31 |
| MORGAN STANLEY ABS CAPITAL I INC MSDWCC HELOC TRUST 2003-1 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. MSDWCC HELOC Trust 2005-1 | Dec 31 |
| MORGAN STANLEY ABS CAPITAL I INC SERIES 2004-HE1 | Dec 31 |
| MORGAN STANLEY ABS CAPITAL I INC TRUST 2003-HE2 | Dec 31 |
| MORGAN STANLEY ABS CAPITAL I INC TRUST 2003-NC7 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2004-HE2 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2004-HE3 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2004-HE4 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2004-HE5 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2004-HE6 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2004-HE7 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2004-HE8 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2004-HE9 | Dec 31 |
| MORGAN STANLEY ABS CAPITAL I INC TRUST 2004-NC3 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2004-NC4 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2004-NC5 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2004-NC6 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2004-NC7 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2004-NC8 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2004-OP1 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2004-WMC1 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2004-WMC2 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2004-WMC3 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2005-HE1 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2005-HE2 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2005-HE3 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2005-HE4 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2005-HE5 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2005-HE6 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2005-HE7 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2005-NC1 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2005-NC2 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2005-WMC1 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2005-WMC2 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2005-WMC3 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2005-WMC4 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2005-WMC5 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2005-WMC6 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2006-HE4 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2006-HE5 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2006-HE6 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2006-HE7 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2006-HE8 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2006-NC3 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2006-NC4 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2006-NC5 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2006-WMC1 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2006-WMC2 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2007-HE1 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2007-HE2 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2007-HE3 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2007-HE4 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2007-HE5 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2007-HE6 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2007-HE7 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2007-NC1 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2007-NC2 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2007-NC3 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust 2007-NC4 | Dec 31 |
| MORGAN STANLEY ABS CAPITAL I INC TRUSTS 2002 HE3 | Dec 31 |
| MORGAN STANLEY ABS CAPITAL I INC TRUST SERIES 2004-SD1 | Dec 31 |
| Morgan Stanley ABS Capital I Inc. Trust, Series 2004-SD2 | Dec 31 |
| MORGAN STANLEY ABS CAPITAL I - MOR PAS THR CERT SER 2003-HE1 | Dec 31 |
| MORGAN STANLEY ABS CAPITAL I MORT PS-THR CER SER 2003-NC5 | Dec 31 |
| MORGAN STANLEY ABS CAPITAL I TRUST 2000-1 | Dec 31 |
| MORGAN STANLEY ABS CAPITAL I TRUST 2001-1 | Dec 31 |
| MORGAN STANLEY ABS CAPITAL I TRUST 2003- NC6 | Dec 31 |
| MORGAN STANLEY ABS MORT PASS THR CERTS SER 2003-HE3 | Dec 31 |
| MORGAN STANLEY ABS MORT PASS THR CERTS SER 2003-NC10 | Dec 31 |
| MORGAN STANLEY AUTO LOAN TRUST 2003-HB1 | Dec 31 |
| Morgan Stanley Auto Loan Trust 2004-HB1 | Dec 31 |
| MORGAN STANLEY AUTO LOAN TRUST 2004-HB2 | Dec 31 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 | Dec 31 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6 | |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10 | |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11 | Dec 31 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12 | |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 | |