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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 2007


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date10/1/2007
 
Performance Summary
Current Pool Factor25.55%
 
Delinquency Status (*)
30+ Days10.53%
60+ Days5.03%
90+ Days3.00%
120+ Days0.00%
 
Bankruptcy3.36%
Foreclosure7.60%
REO5.12%
 
Cumulative Net Loss0.74%
Loss Severity49.11%
 
Prepayment Experience
1mo CPR22.72%
3mo CPR26.71%
6mo CPR29.30%
9mo CPR35.26%
12mo CPR46.30%
Life CPR40.49%


* Delinquency methodology: OTS