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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date9/1/2006
 
Performance Summary
Current Pool Factor19.10%
 
Delinquency Status (*)
30+ Days8.83%
60+ Days4.23%
90+ Days2.02%
120+ Days0.00%
 
Bankruptcy3.35%
Foreclosure4.78%
REO3.26%
 
Cumulative Net Loss0.42%
Loss Severity26.14%
 
Prepayment Experience
1mo CPR44.31%
3mo CPR47.81%
6mo CPR49.52%
9mo CPR57.82%
12mo CPR55.61%
Life CPR49.04%


* Delinquency methodology: OTS