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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date6/1/2007
 
Performance Summary
Current Pool Factor12.57%
 
Delinquency Status (*)
30+ Days8.14%
60+ Days3.26%
90+ Days1.41%
120+ Days0.00%
 
Bankruptcy4.64%
Foreclosure5.71%
REO5.60%
 
Cumulative Net Loss0.73%
Loss Severity46.81%
 
Prepayment Experience
1mo CPR41.45%
3mo CPR40.67%
6mo CPR41.26%
9mo CPR42.13%
12mo CPR43.64%
Life CPR47.51%


* Delinquency methodology: OTS