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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date6/1/2009
 
Performance Summary
Current Pool Factor8.41%
 
Delinquency Status (*)
30+ Days18.33%
60+ Days13.91%
90+ Days10.34%
120+ Days0.00%
 
Bankruptcy6.02%
Foreclosure6.98%
REO1.18%
 
Cumulative Net Loss1.67%
Loss Severity50.20%
 
Prepayment Experience
1mo CPR4.89%
3mo CPR5.34%
6mo CPR6.55%
9mo CPR8.91%
12mo CPR10.63%
Life CPR37.41%


* Delinquency methodology: OTS