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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date10/1/2006
 
Performance Summary
Current Pool Factor48.02%
 
Delinquency Status (*)
30+ Days6.12%
60+ Days2.16%
90+ Days1.12%
120+ Days0.00%
 
Bankruptcy1.62%
Foreclosure4.60%
REO1.39%
 
Cumulative Net Loss0.11%
Loss Severity11.69%
 
Prepayment Experience
1mo CPR37.22%
3mo CPR33.06%
6mo CPR35.26%
9mo CPR35.63%
12mo CPR38.69%
Life CPR36.47%


* Delinquency methodology: OTS