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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date11/1/2008
 
Performance Summary
Current Pool Factor18.55%
 
Delinquency Status (*)
30+ Days12.49%
60+ Days6.68%
90+ Days4.71%
120+ Days0.00%
 
Bankruptcy4.46%
Foreclosure9.09%
REO5.41%
 
Cumulative Net Loss2.37%
Loss Severity67.82%
 
Prepayment Experience
1mo CPR15.89%
3mo CPR18.36%
6mo CPR18.20%
9mo CPR19.52%
12mo CPR23.42%
Life CPR36.26%


* Delinquency methodology: OTS