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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date5/1/2008
 
Performance Summary
Current Pool Factor12.63%
 
Delinquency Status (*)
30+ Days3.12%
60+ Days1.33%
90+ Days0.85%
120+ Days0.00%
 
Bankruptcy3.96%
Foreclosure2.14%
REO3.23%
 
Cumulative Net Loss1.18%
Loss Severity69.15%
 
Prepayment Experience
1mo CPR18.79%
3mo CPR17.06%
6mo CPR15.20%
9mo CPR15.39%
12mo CPR16.14%
Life CPR37.29%


* Delinquency methodology: OTS