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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date4/1/2006
 
Performance Summary
Current Pool Factor25.19%
 
Delinquency Status (*)
30+ Days3.46%
60+ Days1.52%
90+ Days1.19%
120+ Days0.00%
 
Bankruptcy3.63%
Foreclosure2.74%
REO2.30%
 
Cumulative Net Loss0.36%
Loss Severity43.00%
 
Prepayment Experience
1mo CPR39.13%
3mo CPR42.42%
6mo CPR53.79%
9mo CPR54.32%
12mo CPR51.20%
Life CPR45.19%


* Delinquency methodology: OTS