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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date5/1/2008
 
Performance Summary
Current Pool Factor9.71%
 
Delinquency Status (*)
30+ Days8.13%
60+ Days5.07%
90+ Days3.74%
120+ Days0.00%
 
Bankruptcy5.93%
Foreclosure7.06%
REO3.91%
 
Cumulative Net Loss1.28%
Loss Severity78.12%
 
Prepayment Experience
1mo CPR22.12%
3mo CPR19.36%
6mo CPR19.45%
9mo CPR21.36%
12mo CPR25.36%
Life CPR42.93%


* Delinquency methodology: OTS