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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC1— March 2009


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date3/1/2009
 
Performance Summary
Current Pool Factor11.08%
 
Delinquency Status (*)
30+ Days4.23%
60+ Days2.21%
90+ Days1.36%
120+ Days0.00%
 
Bankruptcy3.11%
Foreclosure3.54%
REO1.64%
 
Cumulative Net Loss1.59%
Loss Severity64.91%
 
Prepayment Experience
1mo CPR5.35%
3mo CPR7.92%
6mo CPR11.15%
9mo CPR12.86%
12mo CPR13.76%
Life CPR33.94%


* Delinquency methodology: OTS