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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date8/1/2008
 
Performance Summary
Current Pool Factor12.05%
 
Delinquency Status (*)
30+ Days3.07%
60+ Days1.37%
90+ Days0.74%
120+ Days0.00%
 
Bankruptcy3.69%
Foreclosure2.23%
REO2.81%
 
Cumulative Net Loss1.32%
Loss Severity69.08%
 
Prepayment Experience
1mo CPR17.87%
3mo CPR15.61%
6mo CPR16.34%
9mo CPR15.35%
12mo CPR15.45%
Life CPR36.29%


* Delinquency methodology: OTS