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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-NC1
Closing Date2/25/2005
Collateral Factor Date1/1/2009
 
Performance Summary
Current Pool Factor17.48%
 
Delinquency Status (*)
30+ Days7.74%
60+ Days3.67%
90+ Days2.40%
120+ Days0.00%
 
Bankruptcy3.88%
Foreclosure8.09%
REO4.46%
 
Cumulative Net Loss2.33%
Loss Severity63.39%
 
Prepayment Experience
1mo CPR16.03%
3mo CPR17.12%
6mo CPR19.25%
9mo CPR18.36%
12mo CPR19.02%
Life CPR35.28%


* Delinquency methodology: OTS