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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC1— May 2007


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date5/1/2007
 
Performance Summary
Current Pool Factor15.32%
 
Delinquency Status (*)
30+ Days4.02%
60+ Days1.54%
90+ Days1.22%
120+ Days0.00%
 
Bankruptcy3.81%
Foreclosure2.29%
REO1.99%
 
Cumulative Net Loss0.85%
Loss Severity58.50%
 
Prepayment Experience
1mo CPR24.67%
3mo CPR22.73%
6mo CPR29.66%
9mo CPR32.56%
12mo CPR34.83%
Life CPR42.41%


* Delinquency methodology: OTS