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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date7/1/2006
 
Performance Summary
Current Pool Factor21.00%
 
Delinquency Status (*)
30+ Days8.21%
60+ Days4.56%
90+ Days2.41%
120+ Days0.00%
 
Bankruptcy2.88%
Foreclosure4.91%
REO2.34%
 
Cumulative Net Loss0.38%
Loss Severity35.65%
 
Prepayment Experience
1mo CPR56.53%
3mo CPR50.47%
6mo CPR58.36%
9mo CPR59.01%
12mo CPR56.28%
Life CPR49.45%


* Delinquency methodology: OTS