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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC1— January 2005


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date1/1/2005
 
Performance Summary
Current Pool Factor59.98%
 
Delinquency Status (*)
30+ Days0.91%
60+ Days0.37%
90+ Days0.21%
120+ Days0.00%
 
Bankruptcy1.25%
Foreclosure2.02%
REO0.55%
 
Cumulative Net Loss0.03%
Loss Severity22.99%
 
Prepayment Experience
1mo CPR47.95%
3mo CPR51.25%
6mo CPR49.01%
9mo CPR44.68%
12mo CPR39.35%
Life CPR39.35%


* Delinquency methodology: OTS