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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date6/1/2007
 
Performance Summary
Current Pool Factor28.45%
 
Delinquency Status (*)
30+ Days8.56%
60+ Days3.77%
90+ Days2.11%
120+ Days0.00%
 
Bankruptcy3.03%
Foreclosure6.25%
REO3.90%
 
Cumulative Net Loss0.44%
Loss Severity41.57%
 
Prepayment Experience
1mo CPR34.91%
3mo CPR36.02%
6mo CPR46.55%
9mo CPR52.40%
12mo CPR48.25%
Life CPR42.26%


* Delinquency methodology: OTS