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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date7/1/2007
 
Performance Summary
Current Pool Factor14.81%
 
Delinquency Status (*)
30+ Days3.29%
60+ Days1.44%
90+ Days1.00%
120+ Days0.00%
 
Bankruptcy3.70%
Foreclosure2.33%
REO2.62%
 
Cumulative Net Loss0.89%
Loss Severity79.29%
 
Prepayment Experience
1mo CPR19.38%
3mo CPR19.78%
6mo CPR24.45%
9mo CPR28.68%
12mo CPR30.87%
Life CPR41.43%


* Delinquency methodology: OTS