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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date6/1/2006
 
Performance Summary
Current Pool Factor55.43%
 
Delinquency Status (*)
30+ Days4.93%
60+ Days1.84%
90+ Days1.04%
120+ Days0.00%
 
Bankruptcy1.00%
Foreclosure3.80%
REO0.59%
 
Cumulative Net Loss0.08%
Loss Severity15.07%
 
Prepayment Experience
1mo CPR39.75%
3mo CPR36.69%
6mo CPR38.03%
9mo CPR40.62%
12mo CPR39.77%
Life CPR37.03%


* Delinquency methodology: OTS