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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date12/1/2007
 
Performance Summary
Current Pool Factor23.48%
 
Delinquency Status (*)
30+ Days10.14%
60+ Days5.16%
90+ Days3.16%
120+ Days0.00%
 
Bankruptcy4.08%
Foreclosure9.25%
REO5.41%
 
Cumulative Net Loss0.95%
Loss Severity51.74%
 
Prepayment Experience
1mo CPR40.37%
3mo CPR34.29%
6mo CPR31.34%
9mo CPR33.00%
12mo CPR39.49%
Life CPR40.42%


* Delinquency methodology: OTS