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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC8— January 2008


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date1/1/2008
 
Performance Summary
Current Pool Factor18.12%
 
Delinquency Status (*)
30+ Days6.43%
60+ Days2.36%
90+ Days0.36%
120+ Days0.00%
 
Bankruptcy2.55%
Foreclosure6.35%
REO3.23%
 
Cumulative Net Loss0.74%
Loss Severity52.92%
 
Prepayment Experience
1mo CPR21.95%
3mo CPR22.60%
6mo CPR29.06%
9mo CPR30.93%
12mo CPR32.74%
Life CPR41.12%


* Delinquency methodology: OTS