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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date12/1/2007
 
Performance Summary
Current Pool Factor13.64%
 
Delinquency Status (*)
30+ Days10.63%
60+ Days3.92%
90+ Days2.04%
120+ Days0.00%
 
Bankruptcy3.42%
Foreclosure3.21%
REO2.45%
 
Cumulative Net Loss1.00%
Loss Severity58.80%
 
Prepayment Experience
1mo CPR14.59%
3mo CPR14.53%
6mo CPR16.99%
9mo CPR18.74%
12mo CPR22.38%
Life CPR39.22%


* Delinquency methodology: OTS