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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 2007


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date2/1/2007
 
Performance Summary
Current Pool Factor14.89%
 
Delinquency Status (*)
30+ Days7.29%
60+ Days3.47%
90+ Days2.04%
120+ Days0.00%
 
Bankruptcy4.54%
Foreclosure6.17%
REO4.31%
 
Cumulative Net Loss0.56%
Loss Severity39.53%
 
Prepayment Experience
1mo CPR40.38%
3mo CPR44.54%
6mo CPR44.38%
9mo CPR46.23%
12mo CPR49.08%
Life CPR48.40%


* Delinquency methodology: OTS