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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC1— January 2009


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date1/1/2009
 
Performance Summary
Current Pool Factor11.24%
 
Delinquency Status (*)
30+ Days4.29%
60+ Days1.93%
90+ Days1.20%
120+ Days0.00%
 
Bankruptcy3.30%
Foreclosure3.51%
REO1.26%
 
Cumulative Net Loss1.57%
Loss Severity84.58%
 
Prepayment Experience
1mo CPR10.97%
3mo CPR12.15%
6mo CPR14.32%
9mo CPR14.85%
12mo CPR14.70%
Life CPR34.69%


* Delinquency methodology: OTS