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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 2009


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date2/1/2009
 
Performance Summary
Current Pool Factor17.80%
 
Delinquency Status (*)
30+ Days17.09%
60+ Days11.97%
90+ Days9.46%
120+ Days0.00%
 
Bankruptcy4.57%
Foreclosure7.78%
REO4.07%
 
Cumulative Net Loss2.70%
Loss Severity71.03%
 
Prepayment Experience
1mo CPR8.17%
3mo CPR14.03%
6mo CPR16.22%
9mo CPR16.83%
12mo CPR18.18%
Life CPR35.05%


* Delinquency methodology: OTS