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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date11/1/2006
 
Performance Summary
Current Pool Factor17.30%
 
Delinquency Status (*)
30+ Days8.57%
60+ Days4.41%
90+ Days2.21%
120+ Days0.00%
 
Bankruptcy3.58%
Foreclosure4.62%
REO3.68%
 
Cumulative Net Loss0.48%
Loss Severity37.12%
 
Prepayment Experience
1mo CPR43.00%
3mo CPR44.20%
6mo CPR47.03%
9mo CPR50.48%
12mo CPR55.71%
Life CPR48.75%


* Delinquency methodology: OTS