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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date5/1/2009
 
Performance Summary
Current Pool Factor10.76%
 
Delinquency Status (*)
30+ Days3.76%
60+ Days1.62%
90+ Days1.01%
120+ Days0.00%
 
Bankruptcy3.12%
Foreclosure3.45%
REO1.35%
 
Cumulative Net Loss1.67%
Loss Severity79.92%
 
Prepayment Experience
1mo CPR18.34%
3mo CPR11.49%
6mo CPR11.16%
9mo CPR12.23%
12mo CPR13.09%
Life CPR33.42%


* Delinquency methodology: OTS