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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date3/1/2009
 
Performance Summary
Current Pool Factor8.57%
 
Delinquency Status (*)
30+ Days14.31%
60+ Days10.57%
90+ Days8.74%
120+ Days0.00%
 
Bankruptcy6.39%
Foreclosure6.63%
REO1.52%
 
Cumulative Net Loss1.64%
Loss Severity100.00%
 
Prepayment Experience
1mo CPR8.26%
3mo CPR7.72%
6mo CPR10.41%
9mo CPR12.17%
12mo CPR14.11%
Life CPR38.69%


* Delinquency methodology: OTS