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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date12/1/2008
 
Performance Summary
Current Pool Factor8.79%
 
Delinquency Status (*)
30+ Days13.85%
60+ Days9.64%
90+ Days5.18%
120+ Days0.00%
 
Bankruptcy7.26%
Foreclosure5.24%
REO2.51%
 
Cumulative Net Loss1.54%
Loss Severity95.70%
 
Prepayment Experience
1mo CPR14.43%
3mo CPR12.59%
6mo CPR14.09%
9mo CPR15.99%
12mo CPR16.27%
Life CPR39.99%


* Delinquency methodology: OTS