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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date5/1/2007
 
Performance Summary
Current Pool Factor29.51%
 
Delinquency Status (*)
30+ Days7.31%
60+ Days3.37%
90+ Days1.72%
120+ Days0.00%
 
Bankruptcy2.64%
Foreclosure6.73%
REO3.76%
 
Cumulative Net Loss0.37%
Loss Severity27.89%
 
Prepayment Experience
1mo CPR33.21%
3mo CPR39.33%
6mo CPR55.50%
9mo CPR52.33%
12mo CPR48.63%
Life CPR42.52%


* Delinquency methodology: OTS