Home  
 
 
Morgan Stanley ABS Static Pool Information (Last Update: May 23 2012)

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2006-HE8— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-HE8
Closing Date11/29/2006
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor39.04%
 
Delinquency Status (*)
30+ Days16.53%
60+ Days13.62%
90+ Days12.45%
120+ Days11.52%
 
Bankruptcy4.50%
Foreclosure24.09%
REO5.74%
 
Cumulative Net Loss26.49%
Loss Severity100.00%
 
Prepayment Experience
1mo CPR13.12%
3mo CPR13.43%
6mo CPR13.68%
9mo CPR13.86%
12mo CPR13.30%
Life CPR16.15%


* Delinquency methodology: OTS