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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC3— January 2008


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date1/1/2008
 
Performance Summary
Current Pool Factor10.45%
 
Delinquency Status (*)
30+ Days10.81%
60+ Days6.05%
90+ Days3.41%
120+ Days0.00%
 
Bankruptcy5.43%
Foreclosure5.30%
REO5.28%
 
Cumulative Net Loss1.05%
Loss Severity63.16%
 
Prepayment Experience
1mo CPR17.69%
3mo CPR22.74%
6mo CPR25.49%
9mo CPR28.99%
12mo CPR32.07%
Life CPR44.68%


* Delinquency methodology: OTS