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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date5/1/2008
 
Performance Summary
Current Pool Factor20.65%
 
Delinquency Status (*)
30+ Days11.35%
60+ Days6.69%
90+ Days4.14%
120+ Days0.00%
 
Bankruptcy4.37%
Foreclosure10.90%
REO6.30%
 
Cumulative Net Loss1.48%
Loss Severity48.80%
 
Prepayment Experience
1mo CPR17.15%
3mo CPR22.19%
6mo CPR28.35%
9mo CPR28.76%
12mo CPR29.31%
Life CPR38.68%


* Delinquency methodology: OTS