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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 2005


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date12/1/2005
 
Performance Summary
Current Pool Factor36.77%
 
Delinquency Status (*)
30+ Days7.06%
60+ Days2.78%
90+ Days1.21%
120+ Days0.00%
 
Bankruptcy2.65%
Foreclosure3.35%
REO0.85%
 
Cumulative Net Loss0.19%
Loss Severity30.68%
 
Prepayment Experience
1mo CPR56.64%
3mo CPR48.24%
6mo CPR49.29%
9mo CPR50.62%
12mo CPR51.51%
Life CPR44.51%


* Delinquency methodology: OTS