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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date12/1/2006
 
Performance Summary
Current Pool Factor28.72%
 
Delinquency Status (*)
30+ Days6.84%
60+ Days2.07%
90+ Days0.74%
120+ Days0.00%
 
Bankruptcy1.83%
Foreclosure4.17%
REO1.00%
 
Cumulative Net Loss0.30%
Loss Severity31.46%
 
Prepayment Experience
1mo CPR46.46%
3mo CPR51.47%
6mo CPR61.12%
9mo CPR53.43%
12mo CPR49.96%
Life CPR44.50%


* Delinquency methodology: OTS