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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date9/1/2007
 
Performance Summary
Current Pool Factor14.25%
 
Delinquency Status (*)
30+ Days3.21%
60+ Days1.55%
90+ Days1.08%
120+ Days0.00%
 
Bankruptcy3.59%
Foreclosure3.33%
REO2.76%
 
Cumulative Net Loss0.92%
Loss Severity68.91%
 
Prepayment Experience
1mo CPR18.18%
3mo CPR19.36%
6mo CPR20.73%
9mo CPR24.78%
12mo CPR27.86%
Life CPR40.59%


* Delinquency methodology: OTS