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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date6/1/2009
 
Performance Summary
Current Pool Factor10.57%
 
Delinquency Status (*)
30+ Days4.22%
60+ Days2.17%
90+ Days1.32%
120+ Days0.00%
 
Bankruptcy3.22%
Foreclosure3.40%
REO1.08%
 
Cumulative Net Loss1.69%
Loss Severity56.37%
 
Prepayment Experience
1mo CPR17.50%
3mo CPR15.48%
6mo CPR11.81%
9mo CPR12.65%
12mo CPR13.57%
Life CPR33.20%


* Delinquency methodology: OTS