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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date12/1/2007
 
Performance Summary
Current Pool Factor18.52%
 
Delinquency Status (*)
30+ Days5.79%
60+ Days2.08%
90+ Days0.66%
120+ Days0.00%
 
Bankruptcy2.64%
Foreclosure5.85%
REO3.42%
 
Cumulative Net Loss0.67%
Loss Severity53.13%
 
Prepayment Experience
1mo CPR21.10%
3mo CPR22.44%
6mo CPR30.88%
9mo CPR32.36%
12mo CPR34.84%
Life CPR41.56%


* Delinquency methodology: OTS