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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date11/1/2007
 
Performance Summary
Current Pool Factor18.91%
 
Delinquency Status (*)
30+ Days5.99%
60+ Days1.85%
90+ Days0.79%
120+ Days0.00%
 
Bankruptcy2.61%
Foreclosure5.43%
REO3.36%
 
Cumulative Net Loss0.62%
Loss Severity24.93%
 
Prepayment Experience
1mo CPR24.68%
3mo CPR27.18%
6mo CPR33.30%
9mo CPR34.30%
12mo CPR36.90%
Life CPR42.04%


* Delinquency methodology: OTS