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Morgan Stanley ABS Static Pool Information (Last Update: May 23 2012)

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC4— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC4
Closing Date5/27/2004
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor8.19%
 
Delinquency Status (*)
30+ Days8.80%
60+ Days3.79%
90+ Days2.38%
120+ Days0.00%
 
Bankruptcy4.84%
Foreclosure5.51%
REO1.58%
 
Cumulative Net Loss2.84%
Loss Severity61.68%
 
Prepayment Experience
1mo CPR22.32%
3mo CPR15.46%
6mo CPR13.01%
9mo CPR10.97%
12mo CPR10.24%
Life CPR26.85%


* Delinquency methodology: OTS