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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2005-NC1— September 2007


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-NC1
Closing Date2/25/2005
Collateral Factor Date9/1/2007
 
Performance Summary
Current Pool Factor24.24%
 
Delinquency Status (*)
30+ Days7.76%
60+ Days3.53%
90+ Days2.28%
120+ Days0.00%
 
Bankruptcy3.25%
Foreclosure5.18%
REO4.29%
 
Cumulative Net Loss0.69%
Loss Severity42.39%
 
Prepayment Experience
1mo CPR24.30%
3mo CPR28.95%
6mo CPR32.46%
9mo CPR40.25%
12mo CPR47.21%
Life CPR41.65%


* Delinquency methodology: OTS