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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 2006


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date1/1/2006
 
Performance Summary
Current Pool Factor32.73%
 
Delinquency Status (*)
30+ Days7.41%
60+ Days3.20%
90+ Days1.32%
120+ Days0.00%
 
Bankruptcy2.88%
Foreclosure4.08%
REO0.92%
 
Cumulative Net Loss0.21%
Loss Severity46.06%
 
Prepayment Experience
1mo CPR74.97%
3mo CPR60.18%
6mo CPR54.03%
9mo CPR53.12%
12mo CPR53.39%
Life CPR46.58%


* Delinquency methodology: OTS