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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 2009


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-NC1
Closing Date2/25/2005
Collateral Factor Date9/1/2009
 
Performance Summary
Current Pool Factor15.70%
 
Delinquency Status (*)
30+ Days11.25%
60+ Days6.48%
90+ Days4.63%
120+ Days0.00%
 
Bankruptcy4.81%
Foreclosure6.84%
REO3.28%
 
Cumulative Net Loss3.13%
Loss Severity58.96%
 
Prepayment Experience
1mo CPR11.92%
3mo CPR12.69%
6mo CPR12.65%
9mo CPR13.76%
12mo CPR14.89%
Life CPR32.52%


* Delinquency methodology: OTS