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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date7/1/2006
 
Performance Summary
Current Pool Factor43.34%
 
Delinquency Status (*)
30+ Days4.25%
60+ Days1.18%
90+ Days0.69%
120+ Days0.00%
 
Bankruptcy1.45%
Foreclosure2.80%
REO0.62%
 
Cumulative Net Loss0.18%
Loss Severity43.99%
 
Prepayment Experience
1mo CPR54.67%
3mo CPR41.01%
6mo CPR37.91%
9mo CPR39.02%
12mo CPR41.42%
Life CPR38.86%


* Delinquency methodology: OTS