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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date4/1/2007
 
Performance Summary
Current Pool Factor30.53%
 
Delinquency Status (*)
30+ Days7.20%
60+ Days3.39%
90+ Days1.75%
120+ Days0.00%
 
Bankruptcy2.55%
Foreclosure6.88%
REO3.53%
 
Cumulative Net Loss0.33%
Loss Severity42.46%
 
Prepayment Experience
1mo CPR39.97%
3mo CPR45.78%
6mo CPR59.27%
9mo CPR51.99%
12mo CPR48.71%
Life CPR42.88%


* Delinquency methodology: OTS