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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date10/1/2006
 
Performance Summary
Current Pool Factor32.06%
 
Delinquency Status (*)
30+ Days6.44%
60+ Days1.84%
90+ Days0.64%
120+ Days0.00%
 
Bankruptcy1.72%
Foreclosure2.99%
REO0.82%
 
Cumulative Net Loss0.26%
Loss Severity34.09%
 
Prepayment Experience
1mo CPR58.23%
3mo CPR69.70%
6mo CPR57.73%
9mo CPR51.12%
12mo CPR48.80%
Life CPR44.21%


* Delinquency methodology: OTS