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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date11/1/2008
 
Performance Summary
Current Pool Factor8.92%
 
Delinquency Status (*)
30+ Days11.98%
60+ Days6.67%
90+ Days3.88%
120+ Days0.00%
 
Bankruptcy7.11%
Foreclosure5.29%
REO3.26%
 
Cumulative Net Loss1.49%
Loss Severity67.47%
 
Prepayment Experience
1mo CPR14.73%
3mo CPR14.14%
6mo CPR14.38%
9mo CPR16.08%
12mo CPR17.02%
Life CPR40.37%


* Delinquency methodology: OTS