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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC8— January 2006


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date1/1/2006
 
Performance Summary
Current Pool Factor55.29%
 
Delinquency Status (*)
30+ Days4.14%
60+ Days1.43%
90+ Days0.50%
120+ Days0.00%
 
Bankruptcy1.51%
Foreclosure2.18%
REO0.44%
 
Cumulative Net Loss0.05%
Loss Severity20.07%
 
Prepayment Experience
1mo CPR43.50%
3mo CPR41.15%
6mo CPR44.72%
9mo CPR44.17%
12mo CPR41.29%
Life CPR39.25%


* Delinquency methodology: OTS