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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date7/1/2009
 
Performance Summary
Current Pool Factor16.98%
 
Delinquency Status (*)
30+ Days20.26%
60+ Days15.92%
90+ Days13.18%
120+ Days0.00%
 
Bankruptcy5.18%
Foreclosure7.83%
REO2.61%
 
Cumulative Net Loss3.11%
Loss Severity77.58%
 
Prepayment Experience
1mo CPR4.69%
3mo CPR7.32%
6mo CPR9.20%
9mo CPR11.71%
12mo CPR13.63%
Life CPR32.95%


* Delinquency methodology: OTS