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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date5/1/2009
 
Performance Summary
Current Pool Factor17.22%
 
Delinquency Status (*)
30+ Days19.36%
60+ Days14.28%
90+ Days12.15%
120+ Days0.00%
 
Bankruptcy4.86%
Foreclosure8.06%
REO2.69%
 
Cumulative Net Loss2.96%
Loss Severity77.33%
 
Prepayment Experience
1mo CPR8.54%
3mo CPR11.18%
6mo CPR12.63%
9mo CPR14.59%
12mo CPR15.47%
Life CPR33.83%


* Delinquency methodology: OTS