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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date4/1/2009
 
Performance Summary
Current Pool Factor8.51%
 
Delinquency Status (*)
30+ Days15.14%
60+ Days11.54%
90+ Days9.41%
120+ Days0.00%
 
Bankruptcy5.96%
Foreclosure6.55%
REO1.38%
 
Cumulative Net Loss1.65%
Loss Severity62.49%
 
Prepayment Experience
1mo CPR6.68%
3mo CPR7.06%
6mo CPR9.90%
9mo CPR11.74%
12mo CPR13.02%
Life CPR38.27%


* Delinquency methodology: OTS