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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date4/1/2009
 
Performance Summary
Current Pool Factor17.37%
 
Delinquency Status (*)
30+ Days17.93%
60+ Days14.06%
90+ Days11.32%
120+ Days0.00%
 
Bankruptcy4.99%
Foreclosure7.53%
REO3.19%
 
Cumulative Net Loss2.87%
Loss Severity52.61%
 
Prepayment Experience
1mo CPR13.14%
3mo CPR11.07%
6mo CPR13.85%
9mo CPR15.66%
12mo CPR16.15%
Life CPR34.26%


* Delinquency methodology: OTS