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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date2/1/2005
 
Performance Summary
Current Pool Factor57.41%
 
Delinquency Status (*)
30+ Days0.59%
60+ Days0.18%
90+ Days0.14%
120+ Days0.00%
 
Bankruptcy1.40%
Foreclosure2.87%
REO0.61%
 
Cumulative Net Loss0.03%
Loss Severity14.95%
 
Prepayment Experience
1mo CPR40.17%
3mo CPR46.87%
6mo CPR48.67%
9mo CPR45.57%
12mo CPR41.19%
Life CPR39.41%


* Delinquency methodology: OTS