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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date4/1/2007
 
Performance Summary
Current Pool Factor13.62%
 
Delinquency Status (*)
30+ Days8.22%
60+ Days3.64%
90+ Days1.56%
120+ Days0.00%
 
Bankruptcy4.47%
Foreclosure5.23%
REO5.83%
 
Cumulative Net Loss0.61%
Loss Severity53.16%
 
Prepayment Experience
1mo CPR46.42%
3mo CPR40.51%
6mo CPR43.02%
9mo CPR43.21%
12mo CPR45.16%
Life CPR48.00%


* Delinquency methodology: OTS