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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date9/1/2005
 
Performance Summary
Current Pool Factor41.63%
 
Delinquency Status (*)
30+ Days3.21%
60+ Days0.94%
90+ Days0.45%
120+ Days0.00%
 
Bankruptcy2.56%
Foreclosure2.35%
REO1.18%
 
Cumulative Net Loss0.16%
Loss Severity25.31%
 
Prepayment Experience
1mo CPR47.87%
3mo CPR41.39%
6mo CPR41.69%
9mo CPR42.23%
12mo CPR44.97%
Life CPR40.21%


* Delinquency methodology: OTS