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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC3— February 2006


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date2/1/2006
 
Performance Summary
Current Pool Factor29.54%
 
Delinquency Status (*)
30+ Days7.21%
60+ Days3.32%
90+ Days1.65%
120+ Days0.00%
 
Bankruptcy3.08%
Foreclosure4.74%
REO1.12%
 
Cumulative Net Loss0.23%
Loss Severity52.63%
 
Prepayment Experience
1mo CPR70.43%
3mo CPR68.23%
6mo CPR58.26%
9mo CPR55.77%
12mo CPR55.59%
Life CPR48.00%


* Delinquency methodology: OTS