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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-NC1
Closing Date2/25/2005
Collateral Factor Date7/1/2008
 
Performance Summary
Current Pool Factor19.61%
 
Delinquency Status (*)
30+ Days5.59%
60+ Days2.44%
90+ Days1.50%
120+ Days0.00%
 
Bankruptcy3.81%
Foreclosure8.48%
REO6.59%
 
Cumulative Net Loss1.48%
Loss Severity62.39%
 
Prepayment Experience
1mo CPR21.21%
3mo CPR16.51%
6mo CPR18.74%
9mo CPR21.46%
12mo CPR22.19%
Life CPR37.31%


* Delinquency methodology: OTS