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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date2/1/2006
 
Performance Summary
Current Pool Factor27.59%
 
Delinquency Status (*)
30+ Days4.16%
60+ Days1.53%
90+ Days1.04%
120+ Days0.00%
 
Bankruptcy3.65%
Foreclosure2.96%
REO1.87%
 
Cumulative Net Loss0.32%
Loss Severity29.82%
 
Prepayment Experience
1mo CPR44.46%
3mo CPR54.32%
6mo CPR60.17%
9mo CPR54.24%
12mo CPR51.34%
Life CPR45.47%


* Delinquency methodology: OTS