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Morgan Stanley ABS Static Pool Information (Last Update: May 23 2012)

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2005-HE2— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor13.34%
 
Delinquency Status (*)
30+ Days15.13%
60+ Days10.29%
90+ Days8.13%
120+ Days0.00%
 
Bankruptcy5.50%
Foreclosure16.37%
REO2.90%
 
Cumulative Net Loss4.63%
Loss Severity87.59%
 
Prepayment Experience
1mo CPR5.81%
3mo CPR6.94%
6mo CPR6.76%
9mo CPR6.83%
12mo CPR6.74%
Life CPR24.65%


* Delinquency methodology: OTS