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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date10/1/2007
 
Performance Summary
Current Pool Factor19.38%
 
Delinquency Status (*)
30+ Days6.11%
60+ Days1.90%
90+ Days0.67%
120+ Days0.00%
 
Bankruptcy3.02%
Foreclosure5.40%
REO3.11%
 
Cumulative Net Loss0.59%
Loss Severity35.25%
 
Prepayment Experience
1mo CPR21.48%
3mo CPR34.89%
6mo CPR34.70%
9mo CPR35.76%
12mo CPR38.90%
Life CPR42.47%


* Delinquency methodology: OTS