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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC1— June 2006


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date6/1/2006
 
Performance Summary
Current Pool Factor22.70%
 
Delinquency Status (*)
30+ Days3.11%
60+ Days1.08%
90+ Days0.66%
120+ Days0.00%
 
Bankruptcy3.83%
Foreclosure2.86%
REO2.18%
 
Cumulative Net Loss0.45%
Loss Severity43.42%
 
Prepayment Experience
1mo CPR42.37%
3mo CPR43.66%
6mo CPR45.26%
9mo CPR54.94%
12mo CPR51.88%
Life CPR45.24%


* Delinquency methodology: OTS