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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date10/1/2006
 
Performance Summary
Current Pool Factor18.15%
 
Delinquency Status (*)
30+ Days8.87%
60+ Days4.33%
90+ Days2.49%
120+ Days0.00%
 
Bankruptcy3.42%
Foreclosure4.54%
REO3.61%
 
Cumulative Net Loss0.44%
Loss Severity29.11%
 
Prepayment Experience
1mo CPR45.24%
3mo CPR43.59%
6mo CPR47.17%
9mo CPR53.94%
12mo CPR55.63%
Life CPR48.93%


* Delinquency methodology: OTS