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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date7/1/2009
 
Performance Summary
Current Pool Factor8.31%
 
Delinquency Status (*)
30+ Days19.65%
60+ Days14.62%
90+ Days12.60%
120+ Days0.00%
 
Bankruptcy6.27%
Foreclosure6.02%
REO1.22%
 
Cumulative Net Loss1.70%
Loss Severity96.78%
 
Prepayment Experience
1mo CPR11.37%
3mo CPR6.95%
6mo CPR7.01%
9mo CPR8.93%
12mo CPR10.68%
Life CPR37.07%


* Delinquency methodology: OTS