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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC1— February 2008


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date2/1/2008
 
Performance Summary
Current Pool Factor13.30%
 
Delinquency Status (*)
30+ Days3.51%
60+ Days1.60%
90+ Days1.50%
120+ Days0.00%
 
Bankruptcy3.44%
Foreclosure2.91%
REO3.55%
 
Cumulative Net Loss1.03%
Loss Severity41.00%
 
Prepayment Experience
1mo CPR10.24%
3mo CPR13.31%
6mo CPR14.55%
9mo CPR15.83%
12mo CPR17.67%
Life CPR38.33%


* Delinquency methodology: OTS