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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date10/1/2006
 
Performance Summary
Current Pool Factor19.28%
 
Delinquency Status (*)
30+ Days3.56%
60+ Days1.79%
90+ Days1.03%
120+ Days0.00%
 
Bankruptcy3.43%
Foreclosure2.96%
REO2.02%
 
Cumulative Net Loss0.60%
Loss Severity44.58%
 
Prepayment Experience
1mo CPR35.39%
3mo CPR36.80%
6mo CPR40.76%
9mo CPR41.33%
12mo CPR47.71%
Life CPR44.43%


* Delinquency methodology: OTS