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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC1— January 2010


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date1/1/2010
 
Performance Summary
Current Pool Factor9.84%
 
Delinquency Status (*)
30+ Days6.25%
60+ Days3.55%
90+ Days2.65%
120+ Days0.00%
 
Bankruptcy3.52%
Foreclosure3.89%
REO1.57%
 
Cumulative Net Loss1.82%
Loss Severity0.00%
 
Prepayment Experience
1mo CPR10.96%
3mo CPR7.52%
6mo CPR9.39%
9mo CPR11.69%
12mo CPR10.75%
Life CPR31.24%


* Delinquency methodology: OTS