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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 2009


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-NC1
Closing Date2/25/2005
Collateral Factor Date2/1/2009
 
Performance Summary
Current Pool Factor17.25%
 
Delinquency Status (*)
30+ Days7.79%
60+ Days4.11%
90+ Days2.85%
120+ Days0.00%
 
Bankruptcy4.20%
Foreclosure8.47%
REO4.48%
 
Cumulative Net Loss2.42%
Loss Severity63.03%
 
Prepayment Experience
1mo CPR13.67%
3mo CPR15.11%
6mo CPR17.50%
9mo CPR18.27%
12mo CPR18.55%
Life CPR34.90%


* Delinquency methodology: OTS