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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date7/1/2008
 
Performance Summary
Current Pool Factor19.94%
 
Delinquency Status (*)
30+ Days10.36%
60+ Days6.06%
90+ Days4.34%
120+ Days0.00%
 
Bankruptcy4.22%
Foreclosure9.44%
REO6.78%
 
Cumulative Net Loss1.76%
Loss Severity67.82%
 
Prepayment Experience
1mo CPR17.54%
3mo CPR17.64%
6mo CPR22.48%
9mo CPR27.30%
12mo CPR27.18%
Life CPR37.79%


* Delinquency methodology: OTS