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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date7/1/2006
 
Performance Summary
Current Pool Factor53.22%
 
Delinquency Status (*)
30+ Days6.00%
60+ Days2.58%
90+ Days1.63%
120+ Days0.00%
 
Bankruptcy0.86%
Foreclosure3.35%
REO0.74%
 
Cumulative Net Loss0.10%
Loss Severity24.27%
 
Prepayment Experience
1mo CPR37.98%
3mo CPR37.27%
6mo CPR36.77%
9mo CPR40.47%
12mo CPR39.92%
Life CPR37.09%


* Delinquency methodology: OTS