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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date4/1/2008
 
Performance Summary
Current Pool Factor21.00%
 
Delinquency Status (*)
30+ Days10.91%
60+ Days6.55%
90+ Days4.71%
120+ Days0.00%
 
Bankruptcy4.48%
Foreclosure10.26%
REO5.86%
 
Cumulative Net Loss1.42%
Loss Severity59.68%
 
Prepayment Experience
1mo CPR25.03%
3mo CPR27.09%
6mo CPR31.75%
9mo CPR30.16%
12mo CPR30.61%
Life CPR39.18%


* Delinquency methodology: OTS