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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 2009


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-NC1
Closing Date2/25/2005
Collateral Factor Date12/1/2009
 
Performance Summary
Current Pool Factor15.23%
 
Delinquency Status (*)
30+ Days11.90%
60+ Days8.20%
90+ Days5.80%
120+ Days0.00%
 
Bankruptcy4.78%
Foreclosure8.47%
REO2.79%
 
Cumulative Net Loss3.33%
Loss Severity74.75%
 
Prepayment Experience
1mo CPR11.24%
3mo CPR9.80%
6mo CPR11.26%
9mo CPR11.73%
12mo CPR12.82%
Life CPR31.51%


* Delinquency methodology: OTS