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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date4/1/2009
 
Performance Summary
Current Pool Factor10.96%
 
Delinquency Status (*)
30+ Days2.94%
60+ Days1.22%
90+ Days0.75%
120+ Days0.00%
 
Bankruptcy3.20%
Foreclosure3.60%
REO1.82%
 
Cumulative Net Loss1.62%
Loss Severity46.10%
 
Prepayment Experience
1mo CPR10.25%
3mo CPR7.68%
6mo CPR9.96%
9mo CPR12.18%
12mo CPR13.13%
Life CPR33.63%


* Delinquency methodology: OTS