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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date3/1/2005
 
Performance Summary
Current Pool Factor54.85%
 
Delinquency Status (*)
30+ Days0.73%
60+ Days0.22%
90+ Days0.14%
120+ Days0.00%
 
Bankruptcy1.61%
Foreclosure3.05%
REO0.70%
 
Cumulative Net Loss0.04%
Loss Severity5.25%
 
Prepayment Experience
1mo CPR41.37%
3mo CPR43.27%
6mo CPR48.06%
9mo CPR45.92%
12mo CPR42.85%
Life CPR39.56%


* Delinquency methodology: OTS