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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date10/1/2004
 
Performance Summary
Current Pool Factor71.99%
 
Delinquency Status (*)
30+ Days1.84%
60+ Days1.12%
90+ Days0.57%
120+ Days0.00%
 
Bankruptcy0.51%
Foreclosure1.39%
REO0.00%
 
Cumulative Net Loss0.02%
Loss Severity36.73%
 
Prepayment Experience
1mo CPR51.63%
3mo CPR46.65%
6mo CPR41.06%
9mo CPR34.76%
Life CPR34.76%


* Delinquency methodology: OTS