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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date9/1/2008
 
Performance Summary
Current Pool Factor19.15%
 
Delinquency Status (*)
30+ Days12.43%
60+ Days6.42%
90+ Days4.24%
120+ Days0.00%
 
Bankruptcy4.31%
Foreclosure8.88%
REO6.39%
 
Cumulative Net Loss2.07%
Loss Severity61.00%
 
Prepayment Experience
1mo CPR22.59%
3mo CPR19.53%
6mo CPR19.85%
9mo CPR22.84%
12mo CPR25.84%
Life CPR37.07%


* Delinquency methodology: OTS