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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date8/1/2008
 
Performance Summary
Current Pool Factor16.19%
 
Delinquency Status (*)
30+ Days8.02%
60+ Days2.77%
90+ Days1.92%
120+ Days0.00%
 
Bankruptcy2.69%
Foreclosure6.32%
REO3.40%
 
Cumulative Net Loss1.11%
Loss Severity64.52%
 
Prepayment Experience
1mo CPR10.16%
3mo CPR13.04%
6mo CPR16.68%
9mo CPR17.71%
12mo CPR20.20%
Life CPR37.86%


* Delinquency methodology: OTS