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Morgan Stanley ABS Static Pool Information (Last Update: May 23 2012)

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2006-NC3— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC3
Closing Date4/28/2006
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor23.67%
 
Delinquency Status (*)
30+ Days9.34%
60+ Days4.81%
90+ Days3.39%
120+ Days0.00%
 
Bankruptcy4.87%
Foreclosure13.01%
REO4.45%
 
Cumulative Net Loss22.40%
Loss Severity82.76%
 
Prepayment Experience
1mo CPR18.97%
3mo CPR15.29%
6mo CPR13.62%
9mo CPR14.00%
12mo CPR14.50%
Life CPRNA


* Delinquency methodology: OTS