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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date3/1/2006
 
Performance Summary
Current Pool Factor51.39%
 
Delinquency Status (*)
30+ Days3.95%
60+ Days1.22%
90+ Days0.63%
120+ Days0.00%
 
Bankruptcy1.30%
Foreclosure2.53%
REO0.48%
 
Cumulative Net Loss0.11%
Loss Severity31.43%
 
Prepayment Experience
1mo CPR35.40%
3mo CPR37.89%
6mo CPR40.00%
9mo CPR43.17%
12mo CPR42.23%
Life CPR38.72%


* Delinquency methodology: OTS