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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 2006


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC1
Closing Date1/29/2004
Collateral Factor Date11/1/2006
 
Performance Summary
Current Pool Factor18.40%
 
Delinquency Status (*)
30+ Days3.00%
60+ Days1.44%
90+ Days0.90%
120+ Days0.00%
 
Bankruptcy3.66%
Foreclosure3.16%
REO2.20%
 
Cumulative Net Loss0.65%
Loss Severity61.87%
 
Prepayment Experience
1mo CPR41.93%
3mo CPR37.81%
6mo CPR39.45%
9mo CPR41.05%
12mo CPR44.71%
Life CPR44.36%


* Delinquency methodology: OTS