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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 2005


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date11/1/2005
 
Performance Summary
Current Pool Factor39.47%
 
Delinquency Status (*)
30+ Days6.53%
60+ Days2.46%
90+ Days1.00%
120+ Days0.00%
 
Bankruptcy2.38%
Foreclosure2.91%
REO0.92%
 
Cumulative Net Loss0.17%
Loss Severity36.83%
 
Prepayment Experience
1mo CPR41.81%
3mo CPR45.16%
6mo CPR47.81%
9mo CPR50.35%
12mo CPR50.42%
Life CPR43.79%


* Delinquency methodology: OTS