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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date12/1/2008
 
Performance Summary
Current Pool Factor11.37%
 
Delinquency Status (*)
30+ Days4.54%
60+ Days2.32%
90+ Days1.50%
120+ Days0.00%
 
Bankruptcy2.92%
Foreclosure3.06%
REO1.72%
 
Cumulative Net Loss1.52%
Loss Severity100.00%
 
Prepayment Experience
1mo CPR13.97%
3mo CPR14.25%
6mo CPR15.21%
9mo CPR15.61%
12mo CPR15.03%
Life CPR35.03%


* Delinquency methodology: OTS