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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date10/1/2008
 
Performance Summary
Current Pool Factor11.67%
 
Delinquency Status (*)
30+ Days3.95%
60+ Days1.99%
90+ Days1.06%
120+ Days0.00%
 
Bankruptcy3.15%
Foreclosure2.54%
REO1.87%
 
Cumulative Net Loss1.44%
Loss Severity78.66%
 
Prepayment Experience
1mo CPR17.20%
3mo CPR16.42%
6mo CPR16.18%
9mo CPR15.54%
12mo CPR15.57%
Life CPR35.68%


* Delinquency methodology: OTS