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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date12/1/2009
 
Performance Summary
Current Pool Factor16.26%
 
Delinquency Status (*)
30+ Days22.18%
60+ Days17.64%
90+ Days14.85%
120+ Days0.00%
 
Bankruptcy4.83%
Foreclosure10.38%
REO1.94%
 
Cumulative Net Loss3.39%
Loss Severity59.45%
 
Prepayment Experience
1mo CPR6.49%
3mo CPR6.36%
6mo CPR7.93%
9mo CPR8.66%
12mo CPR9.76%
Life CPR31.12%


* Delinquency methodology: OTS