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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date11/1/2005
 
Performance Summary
Current Pool Factor33.66%
 
Delinquency Status (*)
30+ Days3.34%
60+ Days0.98%
90+ Days0.56%
120+ Days0.00%
 
Bankruptcy3.47%
Foreclosure2.72%
REO1.49%
 
Cumulative Net Loss0.22%
Loss Severity46.34%
 
Prepayment Experience
1mo CPR70.10%
3mo CPR65.29%
6mo CPR54.20%
9mo CPR50.30%
12mo CPR49.47%
Life CPR44.14%


* Delinquency methodology: OTS