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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date8/1/2006
 
Performance Summary
Current Pool Factor38.81%
 
Delinquency Status (*)
30+ Days5.01%
60+ Days1.68%
90+ Days0.57%
120+ Days0.00%
 
Bankruptcy1.60%
Foreclosure3.04%
REO0.70%
 
Cumulative Net Loss0.21%
Loss Severity39.10%
 
Prepayment Experience
1mo CPR73.11%
3mo CPR56.92%
6mo CPR46.49%
9mo CPR44.14%
12mo CPR45.11%
Life CPR41.20%


* Delinquency methodology: OTS