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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date10/1/2007
 
Performance Summary
Current Pool Factor11.18%
 
Delinquency Status (*)
30+ Days9.18%
60+ Days3.71%
90+ Days1.41%
120+ Days0.00%
 
Bankruptcy5.16%
Foreclosure6.07%
REO5.23%
 
Cumulative Net Loss0.90%
Loss Severity61.19%
 
Prepayment Experience
1mo CPR21.85%
3mo CPR28.11%
6mo CPR31.88%
9mo CPR34.89%
12mo CPR37.73%
Life CPR45.97%


* Delinquency methodology: OTS