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Morgan Stanley ABS Static Pool Information (Last Update: February 08 2012)

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2005-HE2— March 2006


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date3/1/2006
 
Performance Summary
Current Pool Factor62.29%
 
Delinquency Status (*)
30+ Days5.85%
60+ Days2.32%
90+ Days1.15%
120+ Days0.00%
 
Bankruptcy0.86%
Foreclosure2.59%
REO0.43%
 
Cumulative Net Loss0.04%
Loss Severity14.08%
 
Prepayment Experience
1mo CPR35.54%
3mo CPR39.21%
6mo CPR42.51%
9mo CPR40.77%
12mo CPR37.12%
Life CPR37.12%


* Delinquency methodology: OTS