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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date6/1/2008
 
Performance Summary
Current Pool Factor12.47%
 
Delinquency Status (*)
30+ Days2.59%
60+ Days1.29%
90+ Days0.81%
120+ Days0.00%
 
Bankruptcy4.00%
Foreclosure2.05%
REO3.18%
 
Cumulative Net Loss1.21%
Loss Severity73.60%
 
Prepayment Experience
1mo CPR12.40%
3mo CPR16.42%
6mo CPR14.84%
9mo CPR14.74%
12mo CPR15.93%
Life CPR36.91%


* Delinquency methodology: OTS