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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date12/1/2006
 
Performance Summary
Current Pool Factor16.49%
 
Delinquency Status (*)
30+ Days9.28%
60+ Days4.29%
90+ Days2.61%
120+ Days0.00%
 
Bankruptcy3.87%
Foreclosure5.13%
REO3.88%
 
Cumulative Net Loss0.50%
Loss Severity31.22%
 
Prepayment Experience
1mo CPR43.12%
3mo CPR43.80%
6mo CPR45.87%
9mo CPR47.70%
12mo CPR54.70%
Life CPR48.58%


* Delinquency methodology: OTS