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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2005-NC1— June 2009


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-NC1
Closing Date2/25/2005
Collateral Factor Date6/1/2009
 
Performance Summary
Current Pool Factor16.31%
 
Delinquency Status (*)
30+ Days10.52%
60+ Days6.49%
90+ Days4.84%
120+ Days0.00%
 
Bankruptcy4.63%
Foreclosure7.40%
REO3.75%
 
Cumulative Net Loss2.87%
Loss Severity77.70%
 
Prepayment Experience
1mo CPR6.41%
3mo CPR12.63%
6mo CPR14.33%
9mo CPR15.67%
12mo CPR17.29%
Life CPR33.51%


* Delinquency methodology: OTS