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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2005-HE2— March 2007


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date3/1/2007
 
Performance Summary
Current Pool Factor31.88%
 
Delinquency Status (*)
30+ Days8.17%
60+ Days3.85%
90+ Days2.02%
120+ Days0.00%
 
Bankruptcy2.63%
Foreclosure6.42%
REO3.10%
 
Cumulative Net Loss0.26%
Loss Severity16.78%
 
Prepayment Experience
1mo CPR44.72%
3mo CPR55.39%
6mo CPR59.00%
9mo CPR51.84%
12mo CPR48.47%
Life CPR43.00%


* Delinquency methodology: OTS