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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date10/1/2007
 
Performance Summary
Current Pool Factor14.08%
 
Delinquency Status (*)
30+ Days3.72%
60+ Days1.93%
90+ Days1.38%
120+ Days0.00%
 
Bankruptcy3.81%
Foreclosure2.95%
REO2.93%
 
Cumulative Net Loss0.94%
Loss Severity88.12%
 
Prepayment Experience
1mo CPR11.68%
3mo CPR16.88%
6mo CPR18.37%
9mo CPR22.05%
12mo CPR25.95%
Life CPR40.07%


* Delinquency methodology: OTS