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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date4/1/2006
 
Performance Summary
Current Pool Factor25.10%
 
Delinquency Status (*)
30+ Days8.34%
60+ Days3.84%
90+ Days2.08%
120+ Days0.00%
 
Bankruptcy3.02%
Foreclosure4.49%
REO1.71%
 
Cumulative Net Loss0.29%
Loss Severity48.51%
 
Prepayment Experience
1mo CPR58.34%
3mo CPR65.01%
6mo CPR62.70%
9mo CPR58.05%
12mo CPR56.44%
Life CPR49.34%


* Delinquency methodology: OTS