Home  
 
 
Morgan Stanley ABS Static Pool Information (Last Update: May 22 2012)

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2005-HE2— February 2010


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE2
Closing Date3/30/2005
Collateral Factor Date2/1/2010
 
Performance Summary
Current Pool Factor16.01%
 
Delinquency Status (*)
30+ Days22.73%
60+ Days18.20%
90+ Days15.37%
120+ Days0.00%
 
Bankruptcy5.55%
Foreclosure11.73%
REO1.94%
 
Cumulative Net Loss3.48%
Loss Severity67.77%
 
Prepayment Experience
1mo CPR7.06%
3mo CPR7.09%
6mo CPR6.95%
9mo CPR7.90%
12mo CPR8.73%
Life CPR30.42%


* Delinquency methodology: OTS