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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2005-HE2— January 2009


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date1/1/2009
 
Performance Summary
Current Pool Factor17.95%
 
Delinquency Status (*)
30+ Days16.30%
60+ Days11.72%
90+ Days7.90%
120+ Days0.00%
 
Bankruptcy4.50%
Foreclosure8.00%
REO4.04%
 
Cumulative Net Loss2.63%
Loss Severity61.78%
 
Prepayment Experience
1mo CPR18.83%
3mo CPR16.52%
6mo CPR17.85%
9mo CPR17.76%
12mo CPR20.19%
Life CPR35.53%


* Delinquency methodology: OTS