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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC1— January 2008


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date1/1/2008
 
Performance Summary
Current Pool Factor13.44%
 
Delinquency Status (*)
30+ Days4.18%
60+ Days2.15%
90+ Days1.58%
120+ Days0.00%
 
Bankruptcy3.37%
Foreclosure2.85%
REO3.32%
 
Cumulative Net Loss1.02%
Loss Severity42.13%
 
Prepayment Experience
1mo CPR15.00%
3mo CPR15.61%
6mo CPR16.26%
9mo CPR17.48%
12mo CPR20.52%
Life CPR38.80%


* Delinquency methodology: OTS