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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date12/1/2005
 
Performance Summary
Current Pool Factor30.86%
 
Delinquency Status (*)
30+ Days3.88%
60+ Days1.38%
90+ Days0.63%
120+ Days0.00%
 
Bankruptcy3.86%
Foreclosure2.79%
REO1.58%
 
Cumulative Net Loss0.26%
Loss Severity40.83%
 
Prepayment Experience
1mo CPR64.35%
3mo CPR69.41%
6mo CPR57.66%
9mo CPR52.97%
12mo CPR50.72%
Life CPR45.22%


* Delinquency methodology: OTS