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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date3/1/2008
 
Performance Summary
Current Pool Factor13.11%
 
Delinquency Status (*)
30+ Days3.96%
60+ Days1.65%
90+ Days1.23%
120+ Days0.00%
 
Bankruptcy3.33%
Foreclosure2.37%
REO3.79%
 
Cumulative Net Loss1.08%
Loss Severity95.86%
 
Prepayment Experience
1mo CPR14.39%
3mo CPR13.24%
6mo CPR13.90%
9mo CPR15.77%
12mo CPR17.43%
Life CPR37.93%


* Delinquency methodology: OTS