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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date3/1/2009
 
Performance Summary
Current Pool Factor17.60%
 
Delinquency Status (*)
30+ Days18.50%
60+ Days13.61%
90+ Days10.72%
120+ Days0.00%
 
Bankruptcy4.32%
Foreclosure7.52%
REO3.43%
 
Cumulative Net Loss2.80%
Loss Severity64.71%
 
Prepayment Experience
1mo CPR11.76%
3mo CPR13.05%
6mo CPR14.39%
9mo CPR16.13%
12mo CPR17.16%
Life CPR34.63%


* Delinquency methodology: OTS