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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date9/1/2007
 
Performance Summary
Current Pool Factor19.80%
 
Delinquency Status (*)
30+ Days6.02%
60+ Days1.84%
90+ Days0.52%
120+ Days0.00%
 
Bankruptcy2.64%
Foreclosure4.94%
REO2.85%
 
Cumulative Net Loss0.57%
Loss Severity36.56%
 
Prepayment Experience
1mo CPR34.69%
3mo CPR38.31%
6mo CPR36.77%
9mo CPR38.46%
12mo CPR42.02%
Life CPR42.99%


* Delinquency methodology: OTS