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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2005-HE2— September 2006


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date9/1/2006
 
Performance Summary
Current Pool Factor49.96%
 
Delinquency Status (*)
30+ Days5.85%
60+ Days2.10%
90+ Days1.04%
120+ Days0.00%
 
Bankruptcy1.38%
Foreclosure4.46%
REO1.13%
 
Cumulative Net Loss0.10%
Loss Severity18.01%
 
Prepayment Experience
1mo CPR33.34%
3mo CPR33.33%
6mo CPR35.10%
9mo CPR36.58%
12mo CPR38.87%
Life CPR36.42%


* Delinquency methodology: OTS