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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date3/1/2006
 
Performance Summary
Current Pool Factor27.03%
 
Delinquency Status (*)
30+ Days8.06%
60+ Days3.94%
90+ Days2.07%
120+ Days0.00%
 
Bankruptcy2.87%
Foreclosure4.49%
REO1.53%
 
Cumulative Net Loss0.27%
Loss Severity49.24%
 
Prepayment Experience
1mo CPR65.26%
3mo CPR70.51%
6mo CPR60.93%
9mo CPR57.68%
12mo CPR56.60%
Life CPR48.91%


* Delinquency methodology: OTS