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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date12/1/2007
 
Performance Summary
Current Pool Factor10.63%
 
Delinquency Status (*)
30+ Days9.02%
60+ Days4.49%
90+ Days2.79%
120+ Days0.00%
 
Bankruptcy5.33%
Foreclosure5.70%
REO5.12%
 
Cumulative Net Loss1.01%
Loss Severity61.07%
 
Prepayment Experience
1mo CPR23.68%
3mo CPR24.07%
6mo CPR27.68%
9mo CPR32.30%
12mo CPR34.84%
Life CPR45.17%


* Delinquency methodology: OTS