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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date8/1/2007
 
Performance Summary
Current Pool Factor11.73%
 
Delinquency Status (*)
30+ Days7.33%
60+ Days2.95%
90+ Days1.37%
120+ Days0.00%
 
Bankruptcy5.00%
Foreclosure5.90%
REO4.92%
 
Cumulative Net Loss0.81%
Loss Severity41.46%
 
Prepayment Experience
1mo CPR35.33%
3mo CPR36.01%
6mo CPR37.16%
9mo CPR39.77%
12mo CPR40.92%
Life CPR46.87%


* Delinquency methodology: OTS