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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC8— January 2007


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date1/1/2007
 
Performance Summary
Current Pool Factor27.23%
 
Delinquency Status (*)
30+ Days6.89%
60+ Days2.54%
90+ Days1.08%
120+ Days0.00%
 
Bankruptcy1.95%
Foreclosure4.50%
REO1.04%
 
Cumulative Net Loss0.34%
Loss Severity34.97%
 
Prepayment Experience
1mo CPR46.72%
3mo CPR47.36%
6mo CPR60.05%
9mo CPR54.51%
12mo CPR50.20%
Life CPR44.58%


* Delinquency methodology: OTS