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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date5/1/2009
 
Performance Summary
Current Pool Factor8.46%
 
Delinquency Status (*)
30+ Days16.43%
60+ Days11.69%
90+ Days10.00%
120+ Days0.00%
 
Bankruptcy5.94%
Foreclosure6.95%
REO1.26%
 
Cumulative Net Loss1.66%
Loss Severity81.93%
 
Prepayment Experience
1mo CPR4.41%
3mo CPR6.48%
6mo CPR8.18%
9mo CPR10.49%
12mo CPR11.55%
Life CPR37.83%


* Delinquency methodology: OTS