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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2005-HE2— November 2009


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date11/1/2009
 
Performance Summary
Current Pool Factor16.37%
 
Delinquency Status (*)
30+ Days21.56%
60+ Days17.27%
90+ Days14.78%
120+ Days0.00%
 
Bankruptcy4.68%
Foreclosure9.30%
REO2.21%
 
Cumulative Net Loss3.34%
Loss Severity65.21%
 
Prepayment Experience
1mo CPR7.67%
3mo CPR6.87%
6mo CPR8.38%
9mo CPR9.34%
12mo CPR10.54%
Life CPR31.49%


* Delinquency methodology: OTS