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Morgan Stanley ABS Static Pool Information (Last Update: May 23 2012)

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2005-NC2— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-NC2
Closing Date4/29/2005
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor12.36%
 
Delinquency Status (*)
30+ Days27.71%
60+ Days24.33%
90+ Days22.01%
120+ Days0.00%
 
Bankruptcy4.16%
Foreclosure15.44%
REO3.06%
 
Cumulative Net Loss4.24%
Loss Severity72.69%
 
Prepayment Experience
1mo CPR9.66%
3mo CPR7.34%
6mo CPR7.47%
9mo CPR7.92%
12mo CPR8.10%
Life CPR25.74%


* Delinquency methodology: OTS