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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC8— May 2007


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date5/1/2007
 
Performance Summary
Current Pool Factor23.29%
 
Delinquency Status (*)
30+ Days6.21%
60+ Days1.95%
90+ Days0.42%
120+ Days0.00%
 
Bankruptcy2.48%
Foreclosure4.98%
REO1.62%
 
Cumulative Net Loss0.43%
Loss Severity32.21%
 
Prepayment Experience
1mo CPR33.77%
3mo CPR36.23%
6mo CPR40.24%
9mo CPR48.84%
12mo CPR50.97%
Life CPR43.60%


* Delinquency methodology: OTS