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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 2006


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date9/1/2006
 
Performance Summary
Current Pool Factor20.02%
 
Delinquency Status (*)
30+ Days3.83%
60+ Days1.40%
90+ Days1.11%
120+ Days0.00%
 
Bankruptcy3.48%
Foreclosure2.91%
REO2.02%
 
Cumulative Net Loss0.56%
Loss Severity43.92%
 
Prepayment Experience
1mo CPR35.73%
3mo CPR38.76%
6mo CPR41.34%
9mo CPR43.22%
12mo CPR51.38%
Life CPR44.68%


* Delinquency methodology: OTS