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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date3/1/2007
 
Performance Summary
Current Pool Factor16.13%
 
Delinquency Status (*)
30+ Days3.66%
60+ Days1.95%
90+ Days1.22%
120+ Days0.00%
 
Bankruptcy3.91%
Foreclosure2.93%
REO1.87%
 
Cumulative Net Loss0.81%
Loss Severity60.39%
 
Prepayment Experience
1mo CPR17.27%
3mo CPR32.11%
6mo CPR34.22%
9mo CPR35.84%
12mo CPR37.96%
Life CPR43.18%


* Delinquency methodology: OTS