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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2005-HE2— January 2010


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date1/1/2010
 
Performance Summary
Current Pool Factor16.13%
 
Delinquency Status (*)
30+ Days22.58%
60+ Days18.01%
90+ Days15.29%
120+ Days0.00%
 
Bankruptcy5.43%
Foreclosure11.06%
REO1.90%
 
Cumulative Net Loss3.44%
Loss Severity64.86%
 
Prepayment Experience
1mo CPR7.67%
3mo CPR7.26%
6mo CPR8.44%
9mo CPR8.05%
12mo CPR8.80%
Life CPR30.77%


* Delinquency methodology: OTS