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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date9/1/2008
 
Performance Summary
Current Pool Factor9.12%
 
Delinquency Status (*)
30+ Days10.57%
60+ Days5.00%
90+ Days2.90%
120+ Days0.00%
 
Bankruptcy6.84%
Foreclosure5.60%
REO3.57%
 
Cumulative Net Loss1.42%
Loss Severity71.87%
 
Prepayment Experience
1mo CPR19.10%
3mo CPR15.51%
6mo CPR17.61%
9mo CPR17.40%
12mo CPR19.13%
Life CPR41.24%


* Delinquency methodology: OTS