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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date9/1/2009
 
Performance Summary
Current Pool Factor10.21%
 
Delinquency Status (*)
30+ Days5.37%
60+ Days3.05%
90+ Days2.55%
120+ Days0.00%
 
Bankruptcy3.33%
Foreclosure2.51%
REO1.15%
 
Cumulative Net Loss1.77%
Loss Severity82.45%
 
Prepayment Experience
1mo CPR14.41%
3mo CPR11.30%
6mo CPR13.48%
9mo CPR11.67%
12mo CPR12.36%
Life CPR32.37%


* Delinquency methodology: OTS