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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date4/1/2007
 
Performance Summary
Current Pool Factor24.12%
 
Delinquency Status (*)
30+ Days6.02%
60+ Days1.68%
90+ Days0.79%
120+ Days0.00%
 
Bankruptcy2.31%
Foreclosure4.76%
REO1.45%
 
Cumulative Net Loss0.41%
Loss Severity22.82%
 
Prepayment Experience
1mo CPR35.35%
3mo CPR37.72%
6mo CPR42.76%
9mo CPR53.68%
12mo CPR50.80%
Life CPR43.91%


* Delinquency methodology: OTS