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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC3— February 2009


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date2/1/2009
 
Performance Summary
Current Pool Factor8.65%
 
Delinquency Status (*)
30+ Days13.04%
60+ Days9.87%
90+ Days7.52%
120+ Days0.00%
 
Bankruptcy6.07%
Foreclosure6.72%
REO1.74%
 
Cumulative Net Loss1.61%
Loss Severity62.18%
 
Prepayment Experience
1mo CPR6.18%
3mo CPR9.82%
6mo CPR12.21%
9mo CPR13.03%
12mo CPR14.67%
Life CPR39.11%


* Delinquency methodology: OTS