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Morgan Stanley ABS Static Pool Information (Last Update: May 22 2012)

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2005-NC1— February 2010


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-NC1
Closing Date2/25/2005
Collateral Factor Date2/1/2010
 
Performance Summary
Current Pool Factor14.96%
 
Delinquency Status (*)
30+ Days12.01%
60+ Days7.87%
90+ Days5.45%
120+ Days0.00%
 
Bankruptcy4.82%
Foreclosure9.40%
REO3.05%
 
Cumulative Net Loss3.45%
Loss Severity61.75%
 
Prepayment Experience
1mo CPR5.70%
3mo CPR9.50%
6mo CPR9.77%
9mo CPR10.17%
12mo CPR11.81%
Life CPR30.86%


* Delinquency methodology: OTS