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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date10/1/2009
 
Performance Summary
Current Pool Factor10.09%
 
Delinquency Status (*)
30+ Days6.73%
60+ Days3.20%
90+ Days2.51%
120+ Days0.00%
 
Bankruptcy3.36%
Foreclosure2.58%
REO1.17%
 
Cumulative Net Loss1.78%
Loss Severity100.00%
 
Prepayment Experience
1mo CPR11.33%
3mo CPR11.16%
6mo CPR13.66%
9mo CPR11.76%
12mo CPR11.87%
Life CPR32.11%


* Delinquency methodology: OTS