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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC3— January 2010


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date1/1/2010
 
Performance Summary
Current Pool Factor8.00%
 
Delinquency Status (*)
30+ Days19.51%
60+ Days15.74%
90+ Days13.03%
120+ Days0.00%
 
Bankruptcy5.78%
Foreclosure9.79%
REO1.38%
 
Cumulative Net Loss1.78%
Loss Severity100.00%
 
Prepayment Experience
1mo CPR4.53%
3mo CPR4.10%
6mo CPR5.40%
9mo CPR5.92%
12mo CPR6.22%
Life CPR34.84%


* Delinquency methodology: OTS