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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date8/1/2007
 
Performance Summary
Current Pool Factor26.84%
 
Delinquency Status (*)
30+ Days8.77%
60+ Days3.48%
90+ Days1.80%
120+ Days0.00%
 
Bankruptcy3.03%
Foreclosure7.20%
REO4.68%
 
Cumulative Net Loss0.60%
Loss Severity41.55%
 
Prepayment Experience
1mo CPR30.71%
3mo CPR31.00%
6mo CPR35.38%
9mo CPR48.52%
12mo CPR47.73%
Life CPR41.43%


* Delinquency methodology: OTS