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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date6/1/2009
 
Performance Summary
Current Pool Factor17.07%
 
Delinquency Status (*)
30+ Days19.64%
60+ Days15.21%
90+ Days12.73%
120+ Days0.00%
 
Bankruptcy5.10%
Foreclosure8.48%
REO2.52%
 
Cumulative Net Loss3.04%
Loss Severity93.84%
 
Prepayment Experience
1mo CPR8.67%
3mo CPR10.14%
6mo CPR11.60%
9mo CPR12.98%
12mo CPR14.66%
Life CPR33.41%


* Delinquency methodology: OTS