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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date11/1/2009
 
Performance Summary
Current Pool Factor10.01%
 
Delinquency Status (*)
30+ Days7.16%
60+ Days3.66%
90+ Days2.31%
120+ Days0.00%
 
Bankruptcy3.53%
Foreclosure2.82%
REO0.88%
 
Cumulative Net Loss1.81%
Loss Severity87.46%
 
Prepayment Experience
1mo CPR7.13%
3mo CPR11.04%
6mo CPR11.76%
9mo CPR11.74%
12mo CPR11.52%
Life CPR31.81%


* Delinquency methodology: OTS