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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC8— August 2009


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date8/1/2009
 
Performance Summary
Current Pool Factor13.72%
 
Delinquency Status (*)
30+ Days12.08%
60+ Days4.90%
90+ Days3.56%
120+ Days0.00%
 
Bankruptcy2.97%
Foreclosure10.48%
REO1.54%
 
Cumulative Net Loss1.85%
Loss Severity63.91%
 
Prepayment Experience
1mo CPR18.35%
3mo CPR13.44%
6mo CPR14.48%
9mo CPR13.15%
12mo CPR13.96%
Life CPR33.48%


* Delinquency methodology: OTS