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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC3— January 2009


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC3
Closing Date4/16/2004
Collateral Factor Date1/1/2009
 
Performance Summary
Current Pool Factor8.71%
 
Delinquency Status (*)
30+ Days12.96%
60+ Days9.78%
90+ Days7.01%
120+ Days0.00%
 
Bankruptcy6.48%
Foreclosure5.95%
REO2.02%
 
Cumulative Net Loss1.59%
Loss Severity99.19%
 
Prepayment Experience
1mo CPR8.68%
3mo CPR12.65%
6mo CPR13.76%
9mo CPR14.77%
12mo CPR15.47%
Life CPR39.56%


* Delinquency methodology: OTS