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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2005-HE2— February 2008


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date2/1/2008
 
Performance Summary
Current Pool Factor22.05%
 
Delinquency Status (*)
30+ Days12.28%
60+ Days6.89%
90+ Days4.37%
120+ Days0.00%
 
Bankruptcy4.54%
Foreclosure9.76%
REO5.85%
 
Cumulative Net Loss1.16%
Loss Severity55.37%
 
Prepayment Experience
1mo CPR31.94%
3mo CPR34.12%
6mo CPR31.94%
9mo CPR31.64%
12mo CPR33.71%
Life CPR39.91%


* Delinquency methodology: OTS