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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date10/1/2009
 
Performance Summary
Current Pool Factor8.13%
 
Delinquency Status (*)
30+ Days18.04%
60+ Days15.10%
90+ Days12.78%
120+ Days0.00%
 
Bankruptcy6.32%
Foreclosure8.13%
REO0.98%
 
Cumulative Net Loss1.75%
Loss Severity100.00%
 
Prepayment Experience
1mo CPR8.71%
3mo CPR6.69%
6mo CPR6.82%
9mo CPR6.91%
12mo CPR8.38%
Life CPR35.95%


* Delinquency methodology: OTS