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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date4/1/2005
 
Performance Summary
Current Pool Factor52.23%
 
Delinquency Status (*)
30+ Days0.83%
60+ Days0.34%
90+ Days0.14%
120+ Days0.00%
 
Bankruptcy1.78%
Foreclosure2.51%
REO0.85%
 
Cumulative Net Loss0.05%
Loss Severity75.40%
 
Prepayment Experience
1mo CPR43.75%
3mo CPR41.78%
6mo CPR46.73%
9mo CPR46.71%
12mo CPR43.97%
Life CPR39.85%


* Delinquency methodology: OTS