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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date7/1/2008
 
Performance Summary
Current Pool Factor12.27%
 
Delinquency Status (*)
30+ Days3.05%
60+ Days1.23%
90+ Days0.79%
120+ Days0.00%
 
Bankruptcy3.91%
Foreclosure2.00%
REO3.22%
 
Cumulative Net Loss1.24%
Loss Severity66.77%
 
Prepayment Experience
1mo CPR16.46%
3mo CPR15.93%
6mo CPR15.09%
9mo CPR15.27%
12mo CPR15.69%
Life CPR36.58%


* Delinquency methodology: OTS