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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date6/1/2008
 
Performance Summary
Current Pool Factor20.28%
 
Delinquency Status (*)
30+ Days10.37%
60+ Days6.36%
90+ Days4.02%
120+ Days0.00%
 
Bankruptcy4.55%
Foreclosure9.85%
REO6.64%
 
Cumulative Net Loss1.61%
Loss Severity62.12%
 
Prepayment Experience
1mo CPR18.32%
3mo CPR20.21%
6mo CPR24.47%
9mo CPR27.85%
12mo CPR27.92%
Life CPR38.24%


* Delinquency methodology: OTS