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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2005-NC1— February 2008


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-NC1
Closing Date2/25/2005
Collateral Factor Date2/1/2008
 
Performance Summary
Current Pool Factor21.50%
 
Delinquency Status (*)
30+ Days9.27%
60+ Days4.52%
90+ Days3.47%
120+ Days0.00%
 
Bankruptcy3.40%
Foreclosure7.28%
REO4.87%
 
Cumulative Net Loss1.04%
Loss Severity56.73%
 
Prepayment Experience
1mo CPR19.43%
3mo CPR23.18%
6mo CPR24.11%
9mo CPR27.31%
12mo CPR30.20%
Life CPR39.50%


* Delinquency methodology: OTS