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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date9/1/2009
 
Performance Summary
Current Pool Factor8.20%
 
Delinquency Status (*)
30+ Days18.31%
60+ Days15.66%
90+ Days12.15%
120+ Days0.00%
 
Bankruptcy6.67%
Foreclosure7.06%
REO0.99%
 
Cumulative Net Loss1.74%
Loss Severity89.67%
 
Prepayment Experience
1mo CPR5.76%
3mo CPR7.60%
6mo CPR6.48%
9mo CPR6.91%
12mo CPR8.66%
Life CPR36.30%


* Delinquency methodology: OTS