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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date11/1/2004
 
Performance Summary
Current Pool Factor67.44%
 
Delinquency Status (*)
30+ Days1.91%
60+ Days1.28%
90+ Days0.86%
120+ Days0.00%
 
Bankruptcy0.60%
Foreclosure1.30%
REO0.00%
 
Cumulative Net Loss0.02%
Loss Severity0.47%
 
Prepayment Experience
1mo CPR53.79%
3mo CPR50.41%
6mo CPR44.91%
9mo CPR39.15%
Life CPR36.97%


* Delinquency methodology: OTS