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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date7/1/2005
 
Performance Summary
Current Pool Factor45.74%
 
Delinquency Status (*)
30+ Days0.91%
60+ Days0.35%
90+ Days0.22%
120+ Days0.00%
 
Bankruptcy2.43%
Foreclosure2.46%
REO0.87%
 
Cumulative Net Loss0.12%
Loss Severity35.19%
 
Prepayment Experience
1mo CPR39.21%
3mo CPR40.47%
6mo CPR41.13%
9mo CPR44.72%
12mo CPR45.22%
Life CPR39.95%


* Delinquency methodology: OTS