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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date5/1/2007
 
Performance Summary
Current Pool Factor13.16%
 
Delinquency Status (*)
30+ Days7.73%
60+ Days3.43%
90+ Days1.73%
120+ Days0.00%
 
Bankruptcy4.60%
Foreclosure5.59%
REO5.71%
 
Cumulative Net Loss0.66%
Loss Severity53.24%
 
Prepayment Experience
1mo CPR33.41%
3mo CPR38.28%
6mo CPR41.54%
9mo CPR42.45%
12mo CPR44.38%
Life CPR47.66%


* Delinquency methodology: OTS