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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date8/1/2005
 
Performance Summary
Current Pool Factor44.00%
 
Delinquency Status (*)
30+ Days1.18%
60+ Days0.40%
90+ Days0.28%
120+ Days0.00%
 
Bankruptcy2.39%
Foreclosure2.36%
REO1.10%
 
Cumulative Net Loss0.14%
Loss Severity35.99%
 
Prepayment Experience
1mo CPR36.46%
3mo CPR39.57%
6mo CPR40.54%
9mo CPR42.73%
12mo CPR44.76%
Life CPR39.78%


* Delinquency methodology: OTS