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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date9/1/2007
 
Performance Summary
Current Pool Factor11.43%
 
Delinquency Status (*)
30+ Days9.12%
60+ Days3.22%
90+ Days1.17%
120+ Days0.00%
 
Bankruptcy4.90%
Foreclosure5.69%
REO4.98%
 
Cumulative Net Loss0.87%
Loss Severity66.95%
 
Prepayment Experience
1mo CPR26.45%
3mo CPR31.00%
6mo CPR36.02%
9mo CPR38.03%
12mo CPR39.54%
Life CPR46.45%


* Delinquency methodology: OTS