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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date1/1/2006
 
Performance Summary
Current Pool Factor29.01%
 
Delinquency Status (*)
30+ Days3.79%
60+ Days1.47%
90+ Days0.92%
120+ Days0.00%
 
Bankruptcy3.72%
Foreclosure3.07%
REO1.55%
 
Cumulative Net Loss0.29%
Loss Severity36.93%
 
Prepayment Experience
1mo CPR51.86%
3mo CPR62.83%
6mo CPR59.27%
9mo CPR53.78%
12mo CPR51.04%
Life CPR45.51%


* Delinquency methodology: OTS