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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date11/1/2009
 
Performance Summary
Current Pool Factor8.08%
 
Delinquency Status (*)
30+ Days18.14%
60+ Days15.23%
90+ Days12.46%
120+ Days0.00%
 
Bankruptcy6.35%
Foreclosure8.76%
REO0.84%
 
Cumulative Net Loss1.78%
Loss Severity81.74%
 
Prepayment Experience
1mo CPR4.11%
3mo CPR6.22%
6mo CPR6.77%
9mo CPR6.68%
12mo CPR7.49%
Life CPR35.57%


* Delinquency methodology: OTS