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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC8— March 2008


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date3/1/2008
 
Performance Summary
Current Pool Factor17.47%
 
Delinquency Status (*)
30+ Days6.16%
60+ Days2.21%
90+ Days1.61%
120+ Days0.00%
 
Bankruptcy2.31%
Foreclosure6.09%
REO3.14%
 
Cumulative Net Loss0.88%
Loss Severity67.39%
 
Prepayment Experience
1mo CPR21.97%
3mo CPR19.84%
6mo CPR21.16%
9mo CPR27.40%
12mo CPR29.44%
Life CPR40.17%


* Delinquency methodology: OTS