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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date9/1/2009
 
Performance Summary
Current Pool Factor16.59%
 
Delinquency Status (*)
30+ Days20.90%
60+ Days16.53%
90+ Days13.90%
120+ Days0.00%
 
Bankruptcy4.77%
Foreclosure8.65%
REO2.04%
 
Cumulative Net Loss3.27%
Loss Severity62.05%
 
Prepayment Experience
1mo CPR7.81%
3mo CPR9.48%
6mo CPR9.79%
9mo CPR10.87%
12mo CPR12.08%
Life CPR32.27%


* Delinquency methodology: OTS