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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date3/1/2007
 
Performance Summary
Current Pool Factor25.04%
 
Delinquency Status (*)
30+ Days5.77%
60+ Days1.79%
90+ Days0.71%
120+ Days0.00%
 
Bankruptcy2.33%
Foreclosure4.77%
REO1.23%
 
Cumulative Net Loss0.39%
Loss Severity23.03%
 
Prepayment Experience
1mo CPR39.42%
3mo CPR41.60%
6mo CPR46.77%
9mo CPR55.46%
12mo CPR50.72%
Life CPR44.19%


* Delinquency methodology: OTS