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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date7/1/2008
 
Performance Summary
Current Pool Factor16.36%
 
Delinquency Status (*)
30+ Days6.20%
60+ Days3.02%
90+ Days1.72%
120+ Days0.00%
 
Bankruptcy2.91%
Foreclosure6.39%
REO3.44%
 
Cumulative Net Loss1.06%
Loss Severity64.43%
 
Prepayment Experience
1mo CPR14.88%
3mo CPR17.99%
6mo CPR17.58%
9mo CPR19.31%
12mo CPR23.57%
Life CPR38.38%


* Delinquency methodology: OTS