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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date7/1/2007
 
Performance Summary
Current Pool Factor12.18%
 
Delinquency Status (*)
30+ Days7.28%
60+ Days3.17%
90+ Days1.15%
120+ Days0.00%
 
Bankruptcy4.67%
Foreclosure6.27%
REO5.58%
 
Cumulative Net Loss0.76%
Loss Severity40.06%
 
Prepayment Experience
1mo CPR30.71%
3mo CPR35.36%
6mo CPR37.99%
9mo CPR40.60%
12mo CPR41.36%
Life CPR47.13%


* Delinquency methodology: OTS