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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date7/1/2009
 
Performance Summary
Current Pool Factor10.44%
 
Delinquency Status (*)
30+ Days4.48%
60+ Days2.48%
90+ Days1.27%
120+ Days0.00%
 
Bankruptcy3.17%
Foreclosure3.30%
REO1.08%
 
Cumulative Net Loss1.73%
Loss Severity75.43%
 
Prepayment Experience
1mo CPR11.71%
3mo CPR15.96%
6mo CPR11.96%
9mo CPR12.05%
12mo CPR13.19%
Life CPR32.92%


* Delinquency methodology: OTS