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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 2008


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date11/1/2008
 
Performance Summary
Current Pool Factor11.53%
 
Delinquency Status (*)
30+ Days4.51%
60+ Days1.99%
90+ Days1.15%
120+ Days0.00%
 
Bankruptcy3.06%
Foreclosure2.58%
REO1.76%
 
Cumulative Net Loss1.47%
Loss Severity67.17%
 
Prepayment Experience
1mo CPR11.48%
3mo CPR14.30%
6mo CPR14.95%
9mo CPR15.66%
12mo CPR15.08%
Life CPR35.33%


* Delinquency methodology: OTS