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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date8/1/2007
 
Performance Summary
Current Pool Factor20.54%
 
Delinquency Status (*)
30+ Days6.26%
60+ Days1.87%
90+ Days0.56%
120+ Days0.00%
 
Bankruptcy2.92%
Foreclosure4.55%
REO2.42%
 
Cumulative Net Loss0.56%
Loss Severity46.05%
 
Prepayment Experience
1mo CPR46.05%
3mo CPR38.82%
6mo CPR37.54%
9mo CPR39.79%
12mo CPR46.52%
Life CPR43.22%


* Delinquency methodology: OTS