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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC3— January 2007


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date1/1/2007
 
Performance Summary
Current Pool Factor15.56%
 
Delinquency Status (*)
30+ Days8.35%
60+ Days3.67%
90+ Days1.91%
120+ Days0.00%
 
Bankruptcy3.87%
Foreclosure5.59%
REO4.13%
 
Cumulative Net Loss0.53%
Loss Severity32.26%
 
Prepayment Experience
1mo CPR49.63%
3mo CPR45.34%
6mo CPR44.47%
9mo CPR46.59%
12mo CPR51.94%
Life CPR48.62%


* Delinquency methodology: OTS