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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date1/1/2007
 
Performance Summary
Current Pool Factor35.67%
 
Delinquency Status (*)
30+ Days7.90%
60+ Days3.60%
90+ Days1.67%
120+ Days0.00%
 
Bankruptcy2.38%
Foreclosure6.48%
REO2.26%
 
Cumulative Net Loss0.21%
Loss Severity31.53%
 
Prepayment Experience
1mo CPR66.39%
3mo CPR69.32%
6mo CPR54.74%
9mo CPR49.59%
12mo CPR46.55%
Life CPR42.46%


* Delinquency methodology: OTS