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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date12/1/2008
 
Performance Summary
Current Pool Factor18.29%
 
Delinquency Status (*)
30+ Days14.47%
60+ Days9.43%
90+ Days5.79%
120+ Days0.00%
 
Bankruptcy4.52%
Foreclosure8.88%
REO4.82%
 
Cumulative Net Loss2.49%
Loss Severity68.00%
 
Prepayment Experience
1mo CPR14.78%
3mo CPR15.70%
6mo CPR17.63%
9mo CPR18.49%
12mo CPR21.12%
Life CPR35.85%


* Delinquency methodology: OTS