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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date2/1/2008
 
Performance Summary
Current Pool Factor17.86%
 
Delinquency Status (*)
30+ Days6.26%
60+ Days2.93%
90+ Days0.70%
120+ Days0.00%
 
Bankruptcy2.38%
Foreclosure6.02%
REO3.57%
 
Cumulative Net Loss0.78%
Loss Severity49.85%
 
Prepayment Experience
1mo CPR15.28%
3mo CPR19.51%
6mo CPR23.45%
9mo CPR29.02%
12mo CPR30.91%
Life CPR40.57%


* Delinquency methodology: OTS