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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date10/1/2009
 
Performance Summary
Current Pool Factor16.50%
 
Delinquency Status (*)
30+ Days21.40%
60+ Days16.79%
90+ Days13.92%
120+ Days0.00%
 
Bankruptcy4.51%
Foreclosure9.13%
REO2.15%
 
Cumulative Net Loss3.29%
Loss Severity79.31%
 
Prepayment Experience
1mo CPR5.08%
3mo CPR9.63%
6mo CPR8.47%
9mo CPR9.33%
12mo CPR11.17%
Life CPR31.86%


* Delinquency methodology: OTS