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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date6/1/2006
 
Performance Summary
Current Pool Factor22.53%
 
Delinquency Status (*)
30+ Days8.16%
60+ Days3.83%
90+ Days1.95%
120+ Days0.00%
 
Bankruptcy2.88%
Foreclosure5.55%
REO2.55%
 
Cumulative Net Loss0.34%
Loss Severity34.57%
 
Prepayment Experience
1mo CPR50.10%
3mo CPR51.17%
6mo CPR62.06%
9mo CPR57.93%
12mo CPR56.14%
Life CPR49.18%


* Delinquency methodology: OTS