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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date2/1/2007
 
Performance Summary
Current Pool Factor26.13%
 
Delinquency Status (*)
30+ Days5.39%
60+ Days1.89%
90+ Days0.87%
120+ Days0.00%
 
Bankruptcy2.22%
Foreclosure4.88%
REO1.38%
 
Cumulative Net Loss0.37%
Loss Severity53.61%
 
Prepayment Experience
1mo CPR38.23%
3mo CPR43.94%
6mo CPR54.15%
9mo CPR55.07%
12mo CPR50.45%
Life CPR44.36%


* Delinquency methodology: OTS