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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date2/1/2010
 
Performance Summary
Current Pool Factor7.95%
 
Delinquency Status (*)
30+ Days20.08%
60+ Days15.77%
90+ Days12.87%
120+ Days0.00%
 
Bankruptcy5.71%
Foreclosure11.44%
REO1.32%
 
Cumulative Net Loss1.79%
Loss Severity99.10%
 
Prepayment Experience
1mo CPR4.40%
3mo CPR4.21%
6mo CPR5.23%
9mo CPR5.93%
12mo CPR6.08%
Life CPR34.48%


* Delinquency methodology: OTS