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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date4/1/2008
 
Performance Summary
Current Pool Factor12.87%
 
Delinquency Status (*)
30+ Days3.20%
60+ Days1.46%
90+ Days1.06%
120+ Days0.00%
 
Bankruptcy3.43%
Foreclosure2.14%
REO3.66%
 
Cumulative Net Loss1.13%
Loss Severity70.40%
 
Prepayment Experience
1mo CPR17.96%
3mo CPR14.26%
6mo CPR14.95%
9mo CPR15.61%
12mo CPR16.70%
Life CPR37.60%


* Delinquency methodology: OTS