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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date9/1/2007
 
Performance Summary
Current Pool Factor26.13%
 
Delinquency Status (*)
30+ Days9.76%
60+ Days4.40%
90+ Days2.16%
120+ Days0.00%
 
Bankruptcy3.25%
Foreclosure7.25%
REO4.89%
 
Cumulative Net Loss0.67%
Loss Severity40.28%
 
Prepayment Experience
1mo CPR26.83%
3mo CPR28.20%
6mo CPR32.31%
9mo CPR41.11%
12mo CPR47.31%
Life CPR40.99%


* Delinquency methodology: OTS