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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date11/1/2007
 
Performance Summary
Current Pool Factor13.84%
 
Delinquency Status (*)
30+ Days4.16%
60+ Days2.07%
90+ Days1.45%
120+ Days0.00%
 
Bankruptcy3.39%
Foreclosure3.21%
REO2.72%
 
Cumulative Net Loss0.97%
Loss Severity48.44%
 
Prepayment Experience
1mo CPR17.20%
3mo CPR15.75%
6mo CPR17.05%
9mo CPR19.04%
12mo CPR23.70%
Life CPR39.66%


* Delinquency methodology: OTS