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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date12/1/2004
 
Performance Summary
Current Pool Factor63.40%
 
Delinquency Status (*)
30+ Days1.08%
60+ Days0.39%
90+ Days0.22%
120+ Days0.00%
 
Bankruptcy1.08%
Foreclosure1.53%
REO0.34%
 
Cumulative Net Loss0.02%
Loss Severity6.01%
 
Prepayment Experience
1mo CPR51.84%
3mo CPR52.43%
6mo CPR47.19%
9mo CPR42.70%
Life CPR38.50%


* Delinquency methodology: OTS