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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date11/1/2008
 
Performance Summary
Current Pool Factor15.43%
 
Delinquency Status (*)
30+ Days8.41%
60+ Days3.69%
90+ Days2.88%
120+ Days0.00%
 
Bankruptcy2.26%
Foreclosure6.35%
REO2.72%
 
Cumulative Net Loss1.35%
Loss Severity67.94%
 
Prepayment Experience
1mo CPR25.70%
3mo CPR16.28%
6mo CPR14.71%
9mo CPR16.57%
12mo CPR17.38%
Life CPR36.70%


* Delinquency methodology: OTS