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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2005-HE2— February 2007


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date2/1/2007
 
Performance Summary
Current Pool Factor33.50%
 
Delinquency Status (*)
30+ Days8.20%
60+ Days3.84%
90+ Days1.86%
120+ Days0.00%
 
Bankruptcy2.47%
Foreclosure6.52%
REO2.85%
 
Cumulative Net Loss0.23%
Loss Severity48.01%
 
Prepayment Experience
1mo CPR52.71%
3mo CPR67.36%
6mo CPR57.74%
9mo CPR51.40%
12mo CPR47.83%
Life CPR42.94%


* Delinquency methodology: OTS