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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date6/1/2007
 
Performance Summary
Current Pool Factor15.10%
 
Delinquency Status (*)
30+ Days2.67%
60+ Days1.37%
90+ Days0.86%
120+ Days0.00%
 
Bankruptcy3.75%
Foreclosure2.37%
REO2.36%
 
Cumulative Net Loss0.87%
Loss Severity61.17%
 
Prepayment Experience
1mo CPR14.88%
3mo CPR22.01%
6mo CPR27.28%
9mo CPR30.42%
12mo CPR32.68%
Life CPR41.87%


* Delinquency methodology: OTS