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Morgan Stanley ABS Static Pool Information (Last Update: May 22 2012)

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date2/1/2010
 
Performance Summary
Current Pool Factor9.72%
 
Delinquency Status (*)
30+ Days7.11%
60+ Days3.89%
90+ Days2.78%
120+ Days0.00%
 
Bankruptcy3.34%
Foreclosure3.82%
REO1.49%
 
Cumulative Net Loss1.86%
Loss Severity99.20%
 
Prepayment Experience
1mo CPR11.27%
3mo CPR8.93%
6mo CPR10.02%
9mo CPR10.87%
12mo CPR11.09%
Life CPR31.01%


* Delinquency methodology: OTS