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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date3/1/2008
 
Performance Summary
Current Pool Factor10.13%
 
Delinquency Status (*)
30+ Days10.01%
60+ Days6.89%
90+ Days4.48%
120+ Days0.00%
 
Bankruptcy5.89%
Foreclosure6.57%
REO4.71%
 
Cumulative Net Loss1.14%
Loss Severity75.24%
 
Prepayment Experience
1mo CPR15.59%
3mo CPR16.69%
6mo CPR20.47%
9mo CPR24.19%
12mo CPR28.70%
Life CPR43.70%


* Delinquency methodology: OTS