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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date9/1/2008
 
Performance Summary
Current Pool Factor16.03%
 
Delinquency Status (*)
30+ Days8.11%
60+ Days3.18%
90+ Days1.61%
120+ Days0.00%
 
Bankruptcy2.54%
Foreclosure6.54%
REO3.44%
 
Cumulative Net Loss1.16%
Loss Severity71.69%
 
Prepayment Experience
1mo CPR9.82%
3mo CPR11.67%
6mo CPR14.65%
9mo CPR16.49%
12mo CPR18.03%
Life CPR37.36%


* Delinquency methodology: OTS