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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date5/1/2006
 
Performance Summary
Current Pool Factor23.89%
 
Delinquency Status (*)
30+ Days9.43%
60+ Days4.24%
90+ Days2.00%
120+ Days0.00%
 
Bankruptcy2.72%
Foreclosure4.69%
REO2.33%
 
Cumulative Net Loss0.30%
Loss Severity54.14%
 
Prepayment Experience
1mo CPR43.97%
3mo CPR56.72%
6mo CPR62.94%
9mo CPR57.77%
12mo CPR56.02%
Life CPR49.14%


* Delinquency methodology: OTS