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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date6/1/2006
 
Performance Summary
Current Pool Factor46.34%
 
Delinquency Status (*)
30+ Days4.03%
60+ Days1.31%
90+ Days0.71%
120+ Days0.00%
 
Bankruptcy1.45%
Foreclosure2.61%
REO0.49%
 
Cumulative Net Loss0.16%
Loss Severity32.78%
 
Prepayment Experience
1mo CPR34.40%
3mo CPR33.20%
6mo CPR35.59%
9mo CPR37.82%
12mo CPR40.83%
Life CPR37.89%


* Delinquency methodology: OTS