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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date6/1/2008
 
Performance Summary
Current Pool Factor16.60%
 
Delinquency Status (*)
30+ Days6.38%
60+ Days3.06%
90+ Days1.65%
120+ Days0.00%
 
Bankruptcy2.50%
Foreclosure7.00%
REO3.00%
 
Cumulative Net Loss1.04%
Loss Severity65.12%
 
Prepayment Experience
1mo CPR13.98%
3mo CPR17.52%
6mo CPR18.76%
9mo CPR20.01%
12mo CPR25.09%
Life CPR38.83%


* Delinquency methodology: OTS