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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC5— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC5
Closing Date6/30/2004
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor9.33%
 
Delinquency Status (*)
30+ Days11.44%
60+ Days8.24%
90+ Days6.21%
120+ Days0.00%
 
Bankruptcy3.43%
Foreclosure21.23%
REO3.49%
 
Cumulative Net Loss2.42%
Loss Severity27.12%
 
Prepayment Experience
1mo CPR4.38%
3mo CPR4.42%
6mo CPR5.31%
9mo CPR4.76%
12mo CPR4.81%
Life CPR25.84%


* Delinquency methodology: OTS