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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date9/1/2006
 
Performance Summary
Current Pool Factor34.51%
 
Delinquency Status (*)
30+ Days5.27%
60+ Days1.50%
90+ Days0.56%
120+ Days0.00%
 
Bankruptcy1.58%
Foreclosure3.09%
REO0.87%
 
Cumulative Net Loss0.24%
Loss Severity47.55%
 
Prepayment Experience
1mo CPR75.28%
3mo CPR68.87%
6mo CPR54.41%
9mo CPR49.46%
12mo CPR47.70%
Life CPR43.48%


* Delinquency methodology: OTS