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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date8/1/2006
 
Performance Summary
Current Pool Factor51.72%
 
Delinquency Status (*)
30+ Days5.35%
60+ Days2.09%
90+ Days0.73%
120+ Days0.00%
 
Bankruptcy1.27%
Foreclosure4.28%
REO0.90%
 
Cumulative Net Loss0.10%
Loss Severity8.41%
 
Prepayment Experience
1mo CPR28.18%
3mo CPR35.55%
6mo CPR35.46%
9mo CPR38.73%
12mo CPR39.40%
Life CPR36.60%


* Delinquency methodology: OTS