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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date2/1/2009
 
Performance Summary
Current Pool Factor11.15%
 
Delinquency Status (*)
30+ Days4.23%
60+ Days2.44%
90+ Days1.02%
120+ Days0.00%
 
Bankruptcy3.14%
Foreclosure3.53%
REO1.56%
 
Cumulative Net Loss1.58%
Loss Severity85.01%
 
Prepayment Experience
1mo CPR7.32%
3mo CPR10.80%
6mo CPR12.57%
9mo CPR13.59%
12mo CPR14.47%
Life CPR34.32%


* Delinquency methodology: OTS