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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date5/1/2006
 
Performance Summary
Current Pool Factor23.79%
 
Delinquency Status (*)
30+ Days3.64%
60+ Days1.64%
90+ Days1.27%
120+ Days0.00%
 
Bankruptcy3.80%
Foreclosure2.28%
REO2.20%
 
Cumulative Net Loss0.43%
Loss Severity44.88%
 
Prepayment Experience
1mo CPR48.87%
3mo CPR44.01%
6mo CPR49.44%
9mo CPR55.43%
12mo CPR51.90%
Life CPR45.34%


* Delinquency methodology: OTS