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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 2007


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date1/1/2007
 
Performance Summary
Current Pool Factor17.16%
 
Delinquency Status (*)
30+ Days4.12%
60+ Days1.68%
90+ Days0.96%
120+ Days0.00%
 
Bankruptcy4.09%
Foreclosure2.66%
REO2.23%
 
Cumulative Net Loss0.73%
Loss Severity52.10%
 
Prepayment Experience
1mo CPR35.80%
3mo CPR36.25%
6mo CPR36.59%
9mo CPR39.34%
12mo CPR40.15%
Life CPR43.81%


* Delinquency methodology: OTS