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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-NC1
Closing Date2/25/2005
Collateral Factor Date8/1/2009
 
Performance Summary
Current Pool Factor15.89%
 
Delinquency Status (*)
30+ Days10.70%
60+ Days6.51%
90+ Days4.98%
120+ Days0.00%
 
Bankruptcy5.01%
Foreclosure6.79%
REO3.57%
 
Cumulative Net Loss3.05%
Loss Severity62.03%
 
Prepayment Experience
1mo CPR9.45%
3mo CPR10.98%
6mo CPR13.85%
9mo CPR14.25%
12mo CPR15.70%
Life CPR32.85%


* Delinquency methodology: OTS