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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date8/1/2009
 
Performance Summary
Current Pool Factor8.26%
 
Delinquency Status (*)
30+ Days18.22%
60+ Days15.35%
90+ Days12.07%
120+ Days0.00%
 
Bankruptcy6.46%
Foreclosure6.16%
REO1.13%
 
Cumulative Net Loss1.72%
Loss Severity100.00%
 
Prepayment Experience
1mo CPR5.56%
3mo CPR7.32%
6mo CPR6.91%
9mo CPR7.90%
12mo CPR9.80%
Life CPR36.68%


* Delinquency methodology: OTS