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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 2006


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date12/1/2006
 
Performance Summary
Current Pool Factor17.83%
 
Delinquency Status (*)
30+ Days3.94%
60+ Days1.58%
90+ Days0.94%
120+ Days0.00%
 
Bankruptcy3.59%
Foreclosure3.03%
REO2.13%
 
Cumulative Net Loss0.70%
Loss Severity52.59%
 
Prepayment Experience
1mo CPR30.31%
3mo CPR36.11%
6mo CPR37.50%
9mo CPR39.68%
12mo CPR41.57%
Life CPR44.01%


* Delinquency methodology: OTS