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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-NC1
Closing Date2/25/2005
Collateral Factor Date11/1/2009
 
Performance Summary
Current Pool Factor15.40%
 
Delinquency Status (*)
30+ Days12.08%
60+ Days6.98%
90+ Days4.41%
120+ Days0.00%
 
Bankruptcy4.48%
Foreclosure8.76%
REO2.96%
 
Cumulative Net Loss3.24%
Loss Severity54.93%
 
Prepayment Experience
1mo CPR8.75%
3mo CPR10.10%
6mo CPR10.58%
9mo CPR12.67%
12mo CPR13.28%
Life CPR31.82%


* Delinquency methodology: OTS