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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC1— August 2006


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date8/1/2006
 
Performance Summary
Current Pool Factor20.79%
 
Delinquency Status (*)
30+ Days3.54%
60+ Days1.52%
90+ Days1.10%
120+ Days0.00%
 
Bankruptcy3.50%
Foreclosure2.95%
REO1.90%
 
Cumulative Net Loss0.54%
Loss Severity38.50%
 
Prepayment Experience
1mo CPR39.07%
3mo CPR40.96%
6mo CPR42.54%
9mo CPR46.79%
12mo CPR52.21%
Life CPR44.94%


* Delinquency methodology: OTS