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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-NC1
Closing Date2/25/2005
Collateral Factor Date12/1/2008
 
Performance Summary
Current Pool Factor17.76%
 
Delinquency Status (*)
30+ Days7.91%
60+ Days3.90%
90+ Days2.62%
120+ Days0.00%
 
Bankruptcy3.75%
Foreclosure6.98%
REO4.46%
 
Cumulative Net Loss2.23%
Loss Severity64.06%
 
Prepayment Experience
1mo CPR15.62%
3mo CPR18.24%
6mo CPR20.11%
9mo CPR19.10%
12mo CPR19.48%
Life CPR35.64%


* Delinquency methodology: OTS