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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date9/1/2008
 
Performance Summary
Current Pool Factor11.88%
 
Delinquency Status (*)
30+ Days3.88%
60+ Days1.48%
90+ Days0.62%
120+ Days0.00%
 
Bankruptcy3.69%
Foreclosure1.98%
REO2.37%
 
Cumulative Net Loss1.38%
Loss Severity77.54%
 
Prepayment Experience
1mo CPR14.14%
3mo CPR16.17%
6mo CPR16.30%
9mo CPR15.30%
12mo CPR15.11%
Life CPR35.96%


* Delinquency methodology: OTS