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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC1— February 2007


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date2/1/2007
 
Performance Summary
Current Pool Factor16.41%
 
Delinquency Status (*)
30+ Days3.80%
60+ Days1.69%
90+ Days1.02%
120+ Days0.00%
 
Bankruptcy4.06%
Foreclosure2.94%
REO1.78%
 
Cumulative Net Loss0.78%
Loss Severity37.51%
 
Prepayment Experience
1mo CPR40.92%
3mo CPR35.88%
6mo CPR36.93%
9mo CPR38.37%
12mo CPR39.85%
Life CPR43.74%


* Delinquency methodology: OTS