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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-NC1
Closing Date2/25/2005
Collateral Factor Date3/1/2009
 
Performance Summary
Current Pool Factor16.93%
 
Delinquency Status (*)
30+ Days8.80%
60+ Days4.94%
90+ Days3.36%
120+ Days0.00%
 
Bankruptcy3.90%
Foreclosure8.09%
REO3.80%
 
Cumulative Net Loss2.57%
Loss Severity61.54%
 
Prepayment Experience
1mo CPR18.52%
3mo CPR16.12%
6mo CPR17.22%
9mo CPR18.83%
12mo CPR18.40%
Life CPR34.60%


* Delinquency methodology: OTS