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|------------------------------------------------- | ----- | --------- | ------------- | ----- | -------------- |  | ----------------------- |  | --------------- |  | --------- |  |  |  | -------------- | 
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|                                                  |       |           |               |       |               
|Morgan Stanley ABS Capital I Inc. Series 2005-HE2
|                                                  |       |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|2005 Annual Statement                            
|                                                  |       |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                                  |       |           |               |       |                |  | DISTRIBUTION IN DOLLARS |  |                 |  |           |  | 
|                                                  |       |           |               |       |                |  |                         |  |                 |  |           |  |  |  | ENDING BALANCE | 
|PERIOD                                            |       | CLASS     |               | CUSIP |                |  | INTEREST                |  |                 |  | PRINCIPAL |  | 
|200504                                            | A-1mz | 61744CMV5 | $183,107.47   |       | $2,278,748.05  |  | $79,243,251.95          | 
|200505                                            | A-1mz | 61744CMV5 | $216,598.22   |       | $2,259,021.18  |  | $76,984,230.77          | 
|200506                                            | A-1mz | 61744CMV5 | $236,405.74   |       | $2,287,612.66  |  | $74,696,618.11          | 
|200507                                            | A-1mz | 61744CMV5 | $207,662.08   |       | $2,656,290.13  |  | $72,040,327.98          | 
|200508                                            | A-1mz | 61744CMV5 | $230,769.18   |       | $2,870,146.20  |  | $69,170,181.78          | 
|200509                                            | A-1mz | 61744CMV5 | $239,866.82   |       | $3,855,574.99  |  | $65,314,606.79          | 
|200510                                            | A-1mz | 61744CMV5 | $215,193.49   |       | $3,216,586.43  |  | $62,098,020.36          | 
|200511                                            | A-1mz | 61744CMV5 | $229,801.49   |       | $3,331,216.96  |  | $58,766,803.40          | 
|200512                                            | A-1mz | 61744CMV5 | $232,520.65   |       | $4,359,590.80  |  | $54,407,212.60          | 
|                                                  |       |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                                  |       |           |               |       |                |  | $1,991,925.14           |  | $27,114,787.40  |  |           |  | 
|200504                                            | A-1ss | 61744CMU7 | $720,647.85   |       | $9,114,908.36  |  | $316,970,091.64         | 
|200505                                            | A-1ss | 61744CMU7 | $853,177.83   |       | $9,036,001.60  |  | $307,934,090.04         | 
|200506                                            | A-1ss | 61744CMU7 | $931,500.62   |       | $9,150,366.45  |  | $298,783,723.59         | 
|200507                                            | A-1ss | 61744CMU7 | $819,021.30   |       | $10,625,062.80 |  | $288,158,660.79         | 
|200508                                            | A-1ss | 61744CMU7 | $910,661.41   |       | $11,480,479.16 |  | $276,678,181.63         | 
|200509                                            | A-1ss | 61744CMU7 | $947,161.64   |       | $15,422,158.10 |  | $261,256,023.53         | 
|200510                                            | A-1ss | 61744CMU7 | $850,243.21   |       | $12,866,227.32 |  | $248,389,796.21         | 
|200511                                            | A-1ss | 61744CMU7 | $908,502.93   |       | $13,324,745.22 |  | $235,065,050.99         | 
|200512                                            | A-1ss | 61744CMU7 | $919,626.72   |       | $17,438,202.80 |  | $217,626,848.19         | 
|                                                  |       |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                                  |       |           |               |       |                |  | $7,860,543.51           |  | $108,458,151.81 |  |           |  | 
|200504                                            | A-2mz | 61744CMX1 | $91,234.72    |       | $1,151,656.33  |  | $39,598,343.67          | 
|200505                                            | A-2mz | 61744CMX1 | $107,905.49   |       | $1,154,229.44  |  | $38,444,114.23          | 
|200506                                            | A-2mz | 61744CMX1 | $117,703.06   |       | $1,287,232.51  |  | $37,156,881.72          | 
|200507                                            | A-2mz | 61744CMX1 | $103,009.86   |       | $1,902,760.21  |  | $35,254,121.51          | 
|200508                                            | A-2mz | 61744CMX1 | $112,627.13   |       | $1,728,985.81  |  | $33,525,135.70          | 
|200509                                            | A-2mz | 61744CMX1 | $115,959.72   |       | $1,801,297.31  |  | $31,723,838.39          | 
|200510                                            | A-2mz | 61744CMX1 | $104,265.68   |       | $1,821,943.85  |  | $29,901,894.54          | 
|200511                                            | A-2mz | 61744CMX1 | $110,398.21   |       | $2,027,082.28  |  | $27,874,812.26          | 
|200512                                            | A-2mz | 61744CMX1 | $110,043.56   |       | $2,304,494.09  |  | $25,570,318.17          | 
|                                                  |       |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                                  |       |           |               |       |                |  | $973,147.43             |  | $15,179,681.83  |  |           |  | 
|200504                                            | A-2ss | 61744CMW3 | $813,148.51   |       | $10,364,680.88 |  | $356,377,319.12         | 
|200505                                            | A-2ss | 61744CMW3 | $962,218.76   |       | $10,387,838.35 |  | $345,989,480.77         | 
|200506                                            | A-2ss | 61744CMW3 | $1,049,789.75 |       | $11,584,839.91 |  | $334,404,640.86         | 
|200507                                            | A-2ss | 61744CMW3 | $919,265.72   |       | $17,124,468.35 |  | $317,280,172.51         | 
|200508                                            | A-2ss | 61744CMW3 | $1,005,425.61 |       | $15,560,532.83 |  | $301,719,639.68         | 
|200509                                            | A-2ss | 61744CMW3 | $1,035,568.85 |       | $16,211,322.20 |  | $285,508,317.48         | 
|200510                                            | A-2ss | 61744CMW3 | $931,470.89   |       | $16,397,137.01 |  | $269,111,180.47         | 
|200511                                            | A-2ss | 61744CMW3 | $986,610.18   |       | $18,243,342.48 |  | $250,867,837.99         | 
|200512                                            | A-2ss | 61744CMW3 | $983,680.67   |       | $20,739,994.34 |  | $230,127,843.65         | 
|                                                  |       |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                                  |       |           |               |       |                |  | $8,687,178.94           |  | $136,614,156.35 |  |           |  | 
|200504                                            | A-3a  | 61744CMY9 | $509,600.00   |       | $11,489,766.19 |  | $228,510,233.81         | 
|200505                                            | A-3a  | 61744CMY9 | $592,222.36   |       | $11,300,639.42 |  | $217,209,594.39         | 
|200506                                            | A-3a  | 61744CMY9 | $633,165.97   |       | $15,322,360.15 |  | $201,887,234.24         | 
|200507                                            | A-3a  | 61744CMY9 | $534,567.34   |       | $20,586,709.65 |  | $181,300,524.59         | 
|200508                                            | A-3a  | 61744CMY9 | $554,225.63   |       | $18,013,542.67 |  | $163,286,981.92         | 
|200509                                            | A-3a  | 61744CMY9 | $541,568.49   |       | $18,636,222.82 |  | $144,650,759.10         | 
|200510                                            | A-3a  | 61744CMY9 | $456,774.95   |       | $18,299,801.33 |  | $126,350,957.77         | 
|200511                                            | A-3a  | 61744CMY9 | $449,081.14   |       | $21,906,948.48 |  | $104,444,009.29         | 
|200512                                            | A-3a  | 61744CMY9 | $397,467.48   |       | $24,802,625.20 |  | $79,641,384.09          | 
|                                                  |       |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                                  |       |           |               |       |                |  | $4,668,673.36           |  | $160,358,615.91 |  |           |  | 
|200504                                            | A-3b  | 61744CMZ6 | $425,489.38   |       | $0.00          |  | $191,902,000.00         | 
|200505                                            | A-3b  | 61744CMZ6 | $518,135.40   |       | $0.00          |  | $191,902,000.00         | 
|200506                                            | A-3b  | 61744CMZ6 | $582,262.65   |       | $0.00          |  | $191,902,000.00         | 
|200507                                            | A-3b  | 61744CMZ6 | $527,531.35   |       | $0.00          |  | $191,902,000.00         | 
|200508                                            | A-3b  | 61744CMZ6 | $608,116.12   |       | $0.00          |  | $191,902,000.00         | 
|200509                                            | A-3b  | 61744CMZ6 | $658,650.31   |       | $0.00          |  | $191,902,000.00         | 
|200510                                            | A-3b  | 61744CMZ6 | $626,080.28   |       | $0.00          |  | $191,902,000.00         | 
|200511                                            | A-3b  | 61744CMZ6 | $703,547.38   |       | $0.00          |  | $191,902,000.00         | 
|200512                                            | A-3b  | 61744CMZ6 | $752,469.06   |       | $0.00          |  | $191,902,000.00         | 
|                                                  |       |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                                  |       |           |               |       |                |  | $5,402,281.93           |  | $0.00           |  |           |  | 
|200504                                            | A-3mz | 61744CNA0 | $107,444.28   |       | $1,276,664.33  |  | $46,713,335.67          | 
|200505                                            | A-3mz | 61744CNA0 | $127,293.84   |       | $1,255,649.86  |  | $45,457,685.81          | 
|200506                                            | A-3mz | 61744CNA0 | $139,176.28   |       | $1,702,516.00  |  | $43,755,169.81          | 
|200507                                            | A-3mz | 61744CNA0 | $121,302.26   |       | $2,287,454.55  |  | $41,467,715.26          | 
|200508                                            | A-3mz | 61744CNA0 | $132,477.83   |       | $2,001,541.81  |  | $39,466,173.45          | 
|200509                                            | A-3mz | 61744CNA0 | $136,509.11   |       | $2,070,729.78  |  | $37,395,443.67          | 
|200510                                            | A-3mz | 61744CNA0 | $122,906.36   |       | $2,033,348.92  |  | $35,362,094.75          | 
|200511                                            | A-3mz | 61744CNA0 | $130,557.34   |       | $2,434,150.47  |  | $32,927,944.28          | 
|200512                                            | A-3mz | 61744CNA0 | $129,992.21   |       | $2,755,898.29  |  | $30,172,045.99          | 
|                                                  |       |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                                  |       |           |               |       |                |  | $1,147,659.51           |  | $17,817,954.01  |  |           |  | 
|200504                                            | B-1   | 61744CNH5 | $55,770.98    |       | $0.00          |  | $19,067,000.00          | 
|200505                                            | B-1   | 61744CNH5 | $67,052.28    |       | $0.00          |  | $19,067,000.00          | 
|200506                                            | B-1   | 61744CNH5 | $74,980.98    |       | $0.00          |  | $19,067,000.00          | 
|200507                                            | B-1   | 61744CNH5 | $66,947.75    |       | $0.00          |  | $19,067,000.00          | 
|200508                                            | B-1   | 61744CNH5 | $76,511.63    |       | $0.00          |  | $19,067,000.00          | 
|200509                                            | B-1   | 61744CNH5 | $82,051.66    |       | $0.00          |  | $19,067,000.00          | 
|200510                                            | B-1   | 61744CNH5 | $77,258.42    |       | $0.00          |  | $19,067,000.00          | 
|200511                                            | B-1   | 61744CNH5 | $85,993.49    |       | $0.00          |  | $19,067,000.00          | 
|200512                                            | B-1   | 61744CNH5 | $91,373.30    |       | $0.00          |  | $19,067,000.00          | 
|                                                  |       |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                                  |       |           |               |       |                |  | $677,940.49             |  | $0.00           |  |           |  | 
|200504                                            | B-2   | 61744CNJ1 | $47,625.86    |       | $0.00          |  | $15,890,000.00          | 
|200505                                            | B-2   | 61744CNJ1 | $57,204.00    |       | $0.00          |  | $15,890,000.00          | 
|200506                                            | B-2   | 61744CNJ1 | $63,944.01    |       | $0.00          |  | $15,890,000.00          | 
|200507                                            | B-2   | 61744CNJ1 | $57,028.61    |       | $0.00          |  | $15,890,000.00          | 
|200508                                            | B-2   | 61744CNJ1 | $65,131.34    |       | $0.00          |  | $15,890,000.00          | 
|200509                                            | B-2   | 61744CNJ1 | $69,792.41    |       | $0.00          |  | $15,890,000.00          | 
|200510                                            | B-2   | 61744CNJ1 | $65,665.43    |       | $0.00          |  | $15,890,000.00          | 
|200511                                            | B-2   | 61744CNJ1 | $73,033.31    |       | $0.00          |  | $15,890,000.00          | 
|200512                                            | B-2   | 61744CNJ1 | $77,560.86    |       | $0.00          |  | $15,890,000.00          | 
|                                                  |       |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                                  |       |           |               |       |                |  | $576,985.83             |  | $0.00           |  |           |  | 
|200504                                            | B-3   | 61744CNK8 | $54,511.53    |       | $0.00          |  | $15,890,000.00          | 
|200505                                            | B-3   | 61744CNK8 | $65,149.00    |       | $0.00          |  | $15,890,000.00          | 
|200506                                            | B-3   | 61744CNK8 | $72,683.51    |       | $0.00          |  | $15,890,000.00          | 
|200507                                            | B-3   | 61744CNK8 | $64,443.94    |       | $0.00          |  | $15,890,000.00          | 
|200508                                            | B-3   | 61744CNK8 | $73,341.18    |       | $0.00          |  | $15,890,000.00          | 
|200509                                            | B-3   | 61744CNK8 | $78,267.08    |       | $0.00          |  | $15,890,000.00          | 
|200510                                            | B-3   | 61744CNK8 | $73,345.59    |       | $0.00          |  | $15,890,000.00          | 
|200511                                            | B-3   | 61744CNK8 | $81,243.14    |       | $0.00          |  | $15,890,000.00          | 
|200512                                            | B-3   | 61744CNK8 | $86,035.52    |       | $0.00          |  | $15,890,000.00          | 
|                                                  |       |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                                  |       |           |               |       |                |  | $649,020.49             |  | $0.00           |  |           |  | 
|200504                                            | M-1   | 61744CNB8 | $115,617.13   |       | $0.01          |  | $49,256,999.99          | 
|200505                                            | M-1   | 61744CNB8 | $140,382.45   |       | $0.00          |  | $49,256,999.99          | 
|200506                                            | M-1   | 61744CNB8 | $157,581.35   |       | $0.00          |  | $49,256,999.99          | 
|200507                                            | M-1   | 61744CNB8 | $142,301.61   |       | $0.00          |  | $49,256,999.99          | 
|200508                                            | M-1   | 61744CNB8 | $163,724.79   |       | $0.00          |  | $49,256,999.99          | 
|200509                                            | M-1   | 61744CNB8 | $176,942.09   |       | $0.00          |  | $49,256,999.99          | 
|200510                                            | M-1   | 61744CNB8 | $167,843.23   |       | $0.01          |  | $49,256,999.98          | 
|200511                                            | M-1   | 61744CNB8 | $188,219.89   |       | $0.01          |  | $49,256,999.97          | 
|200512                                            | M-1   | 61744CNB8 | $201,023.29   |       | $0.00          |  | $49,256,999.97          | 
|                                                  |       |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                                  |       |           |               |       |                |  | $1,453,635.83           |  | $0.03           |  |           |  | 
|200504                                            | M-2   | 61744CNC6 | $105,713.18   |       | $0.00          |  | $44,490,000.00          | 
|200505                                            | M-2   | 61744CNC6 | $128,279.50   |       | $0.00          |  | $44,490,000.00          | 
|200506                                            | M-2   | 61744CNC6 | $143,962.23   |       | $0.00          |  | $44,490,000.00          | 
|200507                                            | M-2   | 61744CNC6 | $129,914.06   |       | $0.00          |  | $44,490,000.00          | 
|200508                                            | M-2   | 61744CNC6 | $149,412.25   |       | $0.00          |  | $44,490,000.00          | 
|200509                                            | M-2   | 61744CNC6 | $161,399.83   |       | $0.00          |  | $44,490,000.00          | 
|200510                                            | M-2   | 61744CNC6 | $153,033.24   |       | $0.00          |  | $44,490,000.00          | 
|200511                                            | M-2   | 61744CNC6 | $171,536.76   |       | $0.00          |  | $44,490,000.00          | 
|200512                                            | M-2   | 61744CNC6 | $183,150.50   |       | $0.00          |  | $44,490,000.00          | 
|                                                  |       |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                                  |       |           |               |       |                |  | $1,326,401.55           |  | $0.00           |  |           |  | 
|200504                                            | M-3   | 61744CND4 | $68,785.41    |       | $0.00          |  | $28,601,000.00          | 
|200505                                            | M-3   | 61744CND4 | $83,419.58    |       | $0.00          |  | $28,601,000.00          | 
|200506                                            | M-3   | 61744CND4 | $93,596.77    |       | $0.00          |  | $28,601,000.00          | 
|200507                                            | M-3   | 61744CND4 | $84,406.83    |       | $0.00          |  | $28,601,000.00          | 
|200508                                            | M-3   | 61744CND4 | $97,036.84    |       | $0.00          |  | $28,601,000.00          | 
|200509                                            | M-3   | 61744CND4 | $104,775.00   |       | $0.00          |  | $28,601,000.00          | 
|200510                                            | M-3   | 61744CND4 | $99,301.08    |       | $0.00          |  | $28,601,000.00          | 
|200511                                            | M-3   | 61744CND4 | $111,259.88   |       | $0.00          |  | $28,601,000.00          | 
|200512                                            | M-3   | 61744CND4 | $118,757.71   |       | $0.00          |  | $28,601,000.00          | 
|                                                  |       |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                                  |       |           |               |       |                |  | $861,339.10             |  | $0.00           |  |           |  | 
|200504                                            | M-4   | 61744CNE2 | $65,894.57    |       | $0.00          |  | $26,218,000.00          | 
|200505                                            | M-4   | 61744CNE2 | $79,746.42    |       | $0.00          |  | $26,218,000.00          | 
|200506                                            | M-4   | 61744CNE2 | $89,403.38    |       | $0.00          |  | $26,218,000.00          | 
|200507                                            | M-4   | 61744CNE2 | $80,432.92    |       | $0.00          |  | $26,218,000.00          | 
|200508                                            | M-4   | 61744CNE2 | $92,338.34    |       | $0.00          |  | $26,218,000.00          | 
|200509                                            | M-4   | 61744CNE2 | $99,541.01    |       | $0.00          |  | $26,218,000.00          | 
|200510                                            | M-4   | 61744CNE2 | $94,195.45    |       | $0.00          |  | $26,218,000.00          | 
|200511                                            | M-4   | 61744CNE2 | $105,376.33   |       | $0.00          |  | $26,218,000.00          | 
|200512                                            | M-4   | 61744CNE2 | $112,358.70   |       | $0.00          |  | $26,218,000.00          | 
|                                                  |       |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                                  |       |           |               |       |                |  | $819,287.12             |  | $0.00           |  |           |  | 
|200504                                            | M-5   | 61744CNF9 | $64,814.53    |       | $0.00          |  | $25,423,000.00          | 
|200505                                            | M-5   | 61744CNF9 | $78,387.58    |       | $0.00          |  | $25,423,000.00          | 
|200506                                            | M-5   | 61744CNF9 | $87,857.65    |       | $0.00          |  | $25,423,000.00          | 
|200507                                            | M-5   | 61744CNF9 | $78,982.65    |       | $0.00          |  | $25,423,000.00          | 
|200508                                            | M-5   | 61744CNF9 | $90,633.00    |       | $0.00          |  | $25,423,000.00          | 
|200509                                            | M-5   | 61744CNF9 | $97,652.57    |       | $0.00          |  | $25,423,000.00          | 
|200510                                            | M-5   | 61744CNF9 | $92,363.17    |       | $0.00          |  | $25,423,000.00          | 
|200511                                            | M-5   | 61744CNF9 | $103,275.64   |       | $0.00          |  | $25,423,000.00          | 
|200512                                            | M-5   | 61744CNF9 | $110,081.59   |       | $0.00          |  | $25,423,000.00          | 
|                                                  |       |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                                  |       |           |               |       |                |  | $804,048.38             |  | $0.00           |  |           |  | 
|200504                                            | M-6   | 61744CNG7 | $57,515.68    |       | $0.00          |  | $22,245,000.00          | 
|200505                                            | M-6   | 61744CNG7 | $69,515.63    |       | $0.00          |  | $22,245,000.00          | 
|200506                                            | M-6   | 61744CNG7 | $77,894.58    |       | $0.00          |  | $22,245,000.00          | 
|200507                                            | M-6   | 61744CNG7 | $69,974.51    |       | $0.00          |  | $22,245,000.00          | 
|200508                                            | M-6   | 61744CNG7 | $80,261.20    |       | $0.00          |  | $22,245,000.00          | 
|200509                                            | M-6   | 61744CNG7 | $86,434.18    |       | $0.00          |  | $22,245,000.00          | 
|200510                                            | M-6   | 61744CNG7 | $81,713.30    |       | $0.00          |  | $22,245,000.00          | 
|200511                                            | M-6   | 61744CNG7 | $91,323.45    |       | $0.00          |  | $22,245,000.00          | 
|200512                                            | M-6   | 61744CNG7 | $97,309.52    |       | $0.00          |  | $22,245,000.00          | 
|                                                  |       |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                                  |       |           |               |       |                |  | $711,942.05             |  | $0.00           |  |           |  | 
|200504                                            | P     | MS05H2102 | $564,263.42   |       | $0.00          |  | $0.00                   | 
|200505                                            | P     | MS05H2102 | $658,011.72   |       | $0.00          |  | $0.00                   | 
|200506                                            | P     | MS05H2102 | $797,781.44   |       | $0.00          |  | $0.00                   | 
|200507                                            | P     | MS05H2102 | $1,072,927.38 |       | $0.00          |  | $0.00                   | 
|200508                                            | P     | MS05H2102 | $1,017,041.07 |       | $0.00          |  | $0.00                   | 
|200509                                            | P     | MS05H2102 | $1,296,148.35 |       | $0.00          |  | $0.00                   | 
|200510                                            | P     | MS05H2102 | $1,088,254.42 |       | $0.00          |  | $0.00                   | 
|200511                                            | P     | MS05H2102 | $1,190,944.71 |       | $0.00          |  | $0.00                   | 
|200512                                            | P     | MS05H2102 | $1,145,976.60 |       | $0.00          |  | $0.00                   | 
|                                                  |       |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                                  |       |           |               |       |                |  | $8,831,349.11           |  | $0.00           |  |           |  | 
|200504                                            | R     | MS05H2103 | $0.00         |       | $0.00          |  | $0.00                   | 
|200505                                            | R     | MS05H2103 | $0.00         |       | $0.00          |  | $0.00                   | 
|200506                                            | R     | MS05H2103 | $0.00         |       | $0.00          |  | $0.00                   | 
|200507                                            | R     | MS05H2103 | $0.00         |       | $0.00          |  | $0.00                   | 
|200508                                            | R     | MS05H2103 | $0.00         |       | $0.00          |  | $0.00                   | 
|200509                                            | R     | MS05H2103 | $0.00         |       | $0.00          |  | $0.00                   | 
|200510                                            | R     | MS05H2103 | $0.00         |       | $0.00          |  | $0.00                   | 
|200511                                            | R     | MS05H2103 | $0.00         |       | $0.00          |  | $0.00                   | 
|200512                                            | R     | MS05H2103 | $0.00         |       | $0.00          |  | $0.00                   | 
|                                                  |       |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                                  |       |           |               |       |                |  | $0.00                   |  | $0.00           |  |           |  | 
|200504                                            | X     | MS05H2101 | $5,514,403.12 |       | $361.84        |  | $46,873,915.16          | 
|200505                                            | X     | MS05H2101 | $4,642,493.07 |       | $0.00          |  | $46,873,915.16          | 
|200506                                            | X     | MS05H2101 | $4,031,451.15 |       | $0.00          |  | $46,873,915.16          | 
|200507                                            | X     | MS05H2101 | $4,292,388.40 |       | $0.00          |  | $46,873,915.16          | 
|200508                                            | X     | MS05H2101 | $3,569,987.21 |       | $0.00          |  | $46,873,915.16          | 
|200509                                            | X     | MS05H2101 | $3,083,228.52 |       | $0.00          |  | $46,873,915.16          | 
|200510                                            | X     | MS05H2101 | $3,164,655.51 |       | $0.00          |  | $46,873,915.16          | 
|200511                                            | X     | MS05H2101 | $2,230,104.56 |       | $0.00          |  | $46,873,915.16          | 
|200512                                            | X     | MS05H2101 | $1,942,636.36 |       | $0.00          |  | $46,873,915.16          | 
|                                                  |       |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                                  |       |           |               |       |                |  | $32,471,347.90          |  | $361.84         |  |           |  | 
|                                                  |       |           |               |       |                |  | $79,914,707.67          |  | $465,543,709.18 |  |           |  |