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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date11/1/2007
 
Performance Summary
Current Pool Factor10.89%
 
Delinquency Status (*)
30+ Days8.85%
60+ Days4.30%
90+ Days2.21%
120+ Days0.00%
 
Bankruptcy4.77%
Foreclosure6.10%
REO5.53%
 
Cumulative Net Loss0.95%
Loss Severity56.08%
 
Prepayment Experience
1mo CPR26.57%
3mo CPR25.00%
6mo CPR30.78%
9mo CPR33.38%
12mo CPR36.41%
Life CPR45.59%


* Delinquency methodology: OTS