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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date10/1/2005
 
Performance Summary
Current Pool Factor37.27%
 
Delinquency Status (*)
30+ Days3.63%
60+ Days0.84%
90+ Days0.50%
120+ Days0.00%
 
Bankruptcy2.80%
Foreclosure2.68%
REO1.34%
 
Cumulative Net Loss0.19%
Loss Severity37.26%
 
Prepayment Experience
1mo CPR73.17%
3mo CPR55.37%
6mo CPR48.46%
9mo CPR46.32%
12mo CPR47.60%
Life CPR42.45%


* Delinquency methodology: OTS