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Morgan Stanley ABS Static Pool Information (Last Update: May 23 2012)

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC3— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor6.80%
 
Delinquency Status (*)
30+ Days12.70%
60+ Days9.13%
90+ Days7.42%
120+ Days0.00%
 
Bankruptcy4.91%
Foreclosure17.29%
REO2.11%
 
Cumulative Net Loss2.14%
Loss Severity87.52%
 
Prepayment Experience
1mo CPR2.77%
3mo CPR5.33%
6mo CPR5.27%
9mo CPR5.18%
12mo CPR5.35%
Life CPR28.39%


* Delinquency methodology: OTS