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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date4/1/2007
 
Performance Summary
Current Pool Factor15.71%
 
Delinquency Status (*)
30+ Days3.38%
60+ Days1.84%
90+ Days1.08%
120+ Days0.00%
 
Bankruptcy3.88%
Foreclosure2.80%
REO1.88%
 
Cumulative Net Loss0.83%
Loss Severity33.94%
 
Prepayment Experience
1mo CPR25.88%
3mo CPR28.77%
6mo CPR32.70%
9mo CPR34.17%
12mo CPR36.93%
Life CPR42.80%


* Delinquency methodology: OTS