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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date11/1/2007
 
Performance Summary
Current Pool Factor24.53%
 
Delinquency Status (*)
30+ Days9.88%
60+ Days5.54%
90+ Days2.89%
120+ Days0.00%
 
Bankruptcy3.81%
Foreclosure8.03%
REO5.51%
 
Cumulative Net Loss0.85%
Loss Severity56.69%
 
Prepayment Experience
1mo CPR38.15%
3mo CPR29.64%
6mo CPR30.35%
9mo CPR33.55%
12mo CPR44.36%
Life CPR40.42%


* Delinquency methodology: OTS