0001752724-19-193610.txt : 20191219 0001752724-19-193610.hdr.sgml : 20191219 20191219093153 ACCESSION NUMBER: 0001752724-19-193610 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20191031 FILED AS OF DATE: 20191219 PERIOD START: 20191031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MORGAN STANLEY MORTGAGE SECURITIES TRUST CENTRAL INDEX KEY: 0000806564 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-04917 FILM NUMBER: 191294346 BUSINESS ADDRESS: STREET 1: 522 FIFTH AVENUE CITY: NEW YORK STATE: NY ZIP: 10036 BUSINESS PHONE: 800-869-6397 MAIL ADDRESS: STREET 1: 522 FIFTH AVENUE CITY: NEW YORK STATE: NY ZIP: 10036 FORMER COMPANY: FORMER CONFORMED NAME: MORGAN STANLEY FEDERAL SECURITIES TRUST DATE OF NAME CHANGE: 20010618 FORMER COMPANY: FORMER CONFORMED NAME: MORGAN STANLEY DEAN WITTER FEDERAL SECURITIES TRUST DATE OF NAME CHANGE: 19980622 FORMER COMPANY: FORMER CONFORMED NAME: WITTER DEAN FEDERAL SECURITIES TRUST DATE OF NAME CHANGE: 19930210 0000806564 S000002467 Morgan Stanley Mortgage Securities Trust C000006611 A MTGAX C000006613 L MTGCX C000006614 I MTGDX C000155975 Class C MSMTX C000198813 Class IS MORGX NPORT-P 1 primary_doc.xml NPORT-P false 0000806564 XXXXXXXX S000002467 C000155975 C000198813 C000006611 C000006613 C000006614 MORGAN STANLEY MORTGAGE SECURITIES TRUST 811-04917 0000806564 WKCEPKI1XKBG42N8NC94 522 FIFTH AVENUE NEW YORK 10036 800-869-6397 Morgan Stanley Mortgage Securities Trust S000002467 WKCEPKI1XKBG42N8NC94 2019-10-31 2019-10-31 N 207721026.85 10754314.37 196966712.48 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 611825.00000000 0.00000000 0.00000000 368175.11000000 GBP USD EUR N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400HWA7 227328.35000000 PA USD 253334.40000000 0.128617874975 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.50000000 N N N N N N Impac CMB Trust N/A 45254NJK4 153252.97000000 PA USD 149962.92000000 0.076136174540 Long ABS-MBS CORP US N 2 2034-10-25 Floating 2.62000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 279.51000000 0.000141907227 N/A DFE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 21388.81000000 USD 31396.00000000 AUD 2019-12-18 279.51000000 N N N CAM Mortgage Trust N/A 13173TAA8 2029.55000000 PA USD 2033.69000000 0.001032504413 Long ABS-O CORP US N 2 2065-12-01 Variable 3.96000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31387WTG2 624.96000000 PA USD 696.59000000 0.000353658743 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 6.50000000 N N N N N N Sequoia Mortgage Trust N/A 81743XAA7 855731.63000000 PA USD 848899.38000000 0.430986215544 Long ABS-MBS CORP US N 2 2027-04-19 Floating 2.49000000 N N N N N N Fannie Mae STRIP B1V7KEBTPIMZEU4LTD58 31364JN82 49124.50000000 PA USD 12539.17000000 0.006366136613 Long ABS-MBS USGSE US N 2 2030-05-25 Fixed 8.00000000 N N N N N N Small Business Origination Loan Trust 635400EVPCKZIBBNER90 000000000 204521.06000000 PA 266940.10000000 0.135525488870 Long ABS-CBDO CORP IE Y 2 2026-12-15 Floating 2.71000000 N N N N N N Freddie Mac Whole Loan Securities Trust N/A 3137G1BL0 419223.22000000 PA USD 431841.42000000 0.219245889096 Long ABS-MBS USGSE US N 2 2046-12-25 Fixed 3.50000000 N N N N N N Oakwood Mortgage Investors Inc. 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