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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date8/1/2009
 
Performance Summary
Current Pool Factor16.72%
 
Delinquency Status (*)
30+ Days20.61%
60+ Days16.37%
90+ Days13.83%
120+ Days0.00%
 
Bankruptcy4.82%
Foreclosure7.83%
REO2.36%
 
Cumulative Net Loss3.22%
Loss Severity85.50%
 
Prepayment Experience
1mo CPR15.72%
3mo CPR9.82%
6mo CPR10.51%
9mo CPR11.70%
12mo CPR13.42%
Life CPR32.66%


* Delinquency methodology: OTS