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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date12/1/2009
 
Performance Summary
Current Pool Factor8.04%
 
Delinquency Status (*)
30+ Days19.15%
60+ Days15.25%
90+ Days13.53%
120+ Days0.00%
 
Bankruptcy6.05%
Foreclosure9.31%
REO0.98%
 
Cumulative Net Loss1.78%
Loss Severity100.00%
 
Prepayment Experience
1mo CPR3.65%
3mo CPR5.52%
6mo CPR6.57%
9mo CPR6.17%
12mo CPR6.57%
Life CPR35.20%


* Delinquency methodology: OTS