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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date3/1/2006
 
Performance Summary
Current Pool Factor26.28%
 
Delinquency Status (*)
30+ Days3.91%
60+ Days1.64%
90+ Days0.75%
120+ Days0.00%
 
Bankruptcy3.75%
Foreclosure2.95%
REO2.10%
 
Cumulative Net Loss0.33%
Loss Severity21.16%
 
Prepayment Experience
1mo CPR43.47%
3mo CPR46.75%
6mo CPR59.67%
9mo CPR54.32%
12mo CPR51.51%
Life CPR45.41%


* Delinquency methodology: OTS