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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date8/1/2008
 
Performance Summary
Current Pool Factor19.58%
 
Delinquency Status (*)
30+ Days10.44%
60+ Days5.90%
90+ Days3.79%
120+ Days0.00%
 
Bankruptcy4.40%
Foreclosure9.53%
REO6.71%
 
Cumulative Net Loss1.88%
Loss Severity59.26%
 
Prepayment Experience
1mo CPR18.41%
3mo CPR18.07%
6mo CPR20.13%
9mo CPR25.04%
12mo CPR26.19%
Life CPR37.39%


* Delinquency methodology: OTS