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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date7/1/2007
 
Performance Summary
Current Pool Factor21.64%
 
Delinquency Status (*)
30+ Days6.11%
60+ Days1.56%
90+ Days0.53%
120+ Days0.00%
 
Bankruptcy2.86%
Foreclosure4.52%
REO2.26%
 
Cumulative Net Loss0.50%
Loss Severity42.53%
 
Prepayment Experience
1mo CPR33.26%
3mo CPR34.49%
6mo CPR36.16%
9mo CPR40.15%
12mo CPR49.55%
Life CPR43.12%


* Delinquency methodology: OTS