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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date8/1/2006
 
Performance Summary
Current Pool Factor20.07%
 
Delinquency Status (*)
30+ Days8.39%
60+ Days3.75%
90+ Days2.25%
120+ Days0.00%
 
Bankruptcy3.17%
Foreclosure5.23%
REO2.54%
 
Cumulative Net Loss0.42%
Loss Severity60.83%
 
Prepayment Experience
1mo CPR41.15%
3mo CPR49.67%
6mo CPR53.33%
9mo CPR58.97%
12mo CPR55.88%
Life CPR49.20%


* Delinquency methodology: OTS