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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date5/1/2005
 
Performance Summary
Current Pool Factor50.06%
 
Delinquency Status (*)
30+ Days0.76%
60+ Days0.30%
90+ Days0.24%
120+ Days0.00%
 
Bankruptcy1.92%
Foreclosure2.71%
REO0.99%
 
Cumulative Net Loss0.05%
Loss Severity10.70%
 
Prepayment Experience
1mo CPR39.26%
3mo CPR41.49%
6mo CPR44.25%
9mo CPR46.38%
12mo CPR44.58%
Life CPR39.81%


* Delinquency methodology: OTS