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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date8/1/2009
 
Performance Summary
Current Pool Factor10.36%
 
Delinquency Status (*)
30+ Days4.88%
60+ Days2.77%
90+ Days1.83%
120+ Days0.00%
 
Bankruptcy3.22%
Foreclosure2.86%
REO1.15%
 
Cumulative Net Loss1.74%
Loss Severity26.87%
 
Prepayment Experience
1mo CPR7.53%
3mo CPR12.39%
6mo CPR12.01%
9mo CPR11.61%
12mo CPR12.32%
Life CPR32.60%


* Delinquency methodology: OTS