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Morgan Stanley ABS Static Pool Information (Last Update: May 23 2012)

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2005-NC1— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-NC1
Closing Date2/25/2005
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor12.21%
 
Delinquency Status (*)
30+ Days8.36%
60+ Days3.79%
90+ Days2.87%
120+ Days0.00%
 
Bankruptcy4.97%
Foreclosure9.15%
REO2.12%
 
Cumulative Net Loss4.67%
Loss Severity76.39%
 
Prepayment Experience
1mo CPR7.89%
3mo CPR9.88%
6mo CPR10.04%
9mo CPR9.52%
12mo CPR9.07%
Life CPR25.26%


* Delinquency methodology: OTS