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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2005-HE2— March 2008


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date3/1/2008
 
Performance Summary
Current Pool Factor21.53%
 
Delinquency Status (*)
30+ Days11.84%
60+ Days7.09%
90+ Days4.45%
120+ Days0.00%
 
Bankruptcy4.76%
Foreclosure10.32%
REO6.08%
 
Cumulative Net Loss1.27%
Loss Severity53.72%
 
Prepayment Experience
1mo CPR24.30%
3mo CPR28.66%
6mo CPR31.54%
9mo CPR30.46%
12mo CPR31.95%
Life CPR39.52%


* Delinquency methodology: OTS