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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC3— March 2007


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date3/1/2007
 
Performance Summary
Current Pool Factor14.37%
 
Delinquency Status (*)
30+ Days7.67%
60+ Days3.06%
90+ Days1.92%
120+ Days0.00%
 
Bankruptcy4.60%
Foreclosure5.47%
REO5.25%
 
Cumulative Net Loss0.57%
Loss Severity57.13%
 
Prepayment Experience
1mo CPR34.09%
3mo CPR41.77%
6mo CPR42.80%
9mo CPR44.55%
12mo CPR46.29%
Life CPR48.04%


* Delinquency methodology: OTS