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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-NC1
Closing Date2/25/2005
Collateral Factor Date7/1/2009
 
Performance Summary
Current Pool Factor16.04%
 
Delinquency Status (*)
30+ Days10.25%
60+ Days6.70%
90+ Days4.59%
120+ Days0.00%
 
Bankruptcy4.95%
Foreclosure7.04%
REO3.47%
 
Cumulative Net Loss2.97%
Loss Severity53.91%
 
Prepayment Experience
1mo CPR16.66%
3mo CPR13.26%
6mo CPR14.52%
9mo CPR15.38%
12mo CPR16.92%
Life CPR33.23%


* Delinquency methodology: OTS