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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 2006


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date7/1/2006
 
Performance Summary
Current Pool Factor21.69%
 
Delinquency Status (*)
30+ Days4.47%
60+ Days1.77%
90+ Days1.12%
120+ Days0.00%
 
Bankruptcy3.44%
Foreclosure2.79%
REO2.11%
 
Cumulative Net Loss0.49%
Loss Severity50.51%
 
Prepayment Experience
1mo CPR41.22%
3mo CPR44.31%
6mo CPR43.41%
9mo CPR50.86%
12mo CPR52.02%
Life CPR45.08%


* Delinquency methodology: OTS