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Morgan Stanley ABS Static Pool Information (Last Update: May 23 2012)

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC1— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor7.56%
 
Delinquency Status (*)
30+ Days4.95%
60+ Days2.52%
90+ Days1.69%
120+ Days0.00%
 
Bankruptcy3.32%
Foreclosure4.19%
REO1.88%
 
Cumulative Net Loss2.13%
Loss Severity91.01%
 
Prepayment Experience
1mo CPR15.46%
3mo CPR9.90%
6mo CPR12.14%
9mo CPR10.60%
12mo CPR9.37%
Life CPR26.58%


* Delinquency methodology: OTS