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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date7/1/2008
 
Performance Summary
Current Pool Factor9.45%
 
Delinquency Status (*)
30+ Days7.97%
60+ Days4.29%
90+ Days2.92%
120+ Days0.00%
 
Bankruptcy6.63%
Foreclosure6.04%
REO4.21%
 
Cumulative Net Loss1.33%
Loss Severity67.16%
 
Prepayment Experience
1mo CPR11.14%
3mo CPR16.71%
6mo CPR17.11%
9mo CPR19.13%
12mo CPR21.49%
Life CPR42.01%


* Delinquency methodology: OTS