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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date4/1/2006
 
Performance Summary
Current Pool Factor59.94%
 
Delinquency Status (*)
30+ Days4.89%
60+ Days1.89%
90+ Days1.03%
120+ Days0.00%
 
Bankruptcy0.88%
Foreclosure3.04%
REO0.58%
 
Cumulative Net Loss0.05%
Loss Severity15.80%
 
Prepayment Experience
1mo CPR36.25%
3mo CPR36.14%
6mo CPR42.03%
9mo CPR40.79%
12mo CPR38.10%
Life CPR37.06%


* Delinquency methodology: OTS