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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC3— April 2008


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date4/1/2008
 
Performance Summary
Current Pool Factor9.93%
 
Delinquency Status (*)
30+ Days8.02%
60+ Days6.20%
90+ Days4.21%
120+ Days0.00%
 
Bankruptcy6.15%
Foreclosure6.57%
REO4.44%
 
Cumulative Net Loss1.20%
Loss Severity60.00%
 
Prepayment Experience
1mo CPR20.20%
3mo CPR17.46%
6mo CPR20.22%
9mo CPR22.96%
12mo CPR26.31%
Life CPR43.29%


* Delinquency methodology: OTS