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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 2008


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-NC1
Closing Date2/25/2005
Collateral Factor Date9/1/2008
 
Performance Summary
Current Pool Factor18.76%
 
Delinquency Status (*)
30+ Days5.73%
60+ Days3.01%
90+ Days1.98%
120+ Days0.00%
 
Bankruptcy3.57%
Foreclosure7.58%
REO5.90%
 
Cumulative Net Loss1.79%
Loss Severity48.38%
 
Prepayment Experience
1mo CPR20.37%
3mo CPR21.91%
6mo CPR19.50%
9mo CPR19.86%
12mo CPR21.53%
Life CPR36.69%


* Delinquency methodology: OTS