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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date10/1/2008
 
Performance Summary
Current Pool Factor9.05%
 
Delinquency Status (*)
30+ Days10.51%
60+ Days5.79%
90+ Days3.51%
120+ Days0.00%
 
Bankruptcy6.92%
Foreclosure5.75%
REO3.58%
 
Cumulative Net Loss1.44%
Loss Severity67.86%
 
Prepayment Experience
1mo CPR7.94%
3mo CPR14.52%
6mo CPR15.63%
9mo CPR16.26%
12mo CPR18.03%
Life CPR40.76%


* Delinquency methodology: OTS