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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date6/1/2008
 
Performance Summary
Current Pool Factor9.55%
 
Delinquency Status (*)
30+ Days8.21%
60+ Days4.42%
90+ Days2.63%
120+ Days0.00%
 
Bankruptcy6.61%
Foreclosure6.89%
REO3.92%
 
Cumulative Net Loss1.31%
Loss Severity59.89%
 
Prepayment Experience
1mo CPR16.48%
3mo CPR19.64%
6mo CPR18.28%
9mo CPR20.26%
12mo CPR23.13%
Life CPR42.50%


* Delinquency methodology: OTS