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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date10/1/2008
 
Performance Summary
Current Pool Factor15.84%
 
Delinquency Status (*)
30+ Days9.09%
60+ Days4.40%
90+ Days2.37%
120+ Days0.00%
 
Bankruptcy2.20%
Foreclosure6.15%
REO3.44%
 
Cumulative Net Loss1.22%
Loss Severity55.67%
 
Prepayment Experience
1mo CPR12.39%
3mo CPR10.84%
6mo CPR14.50%
9mo CPR15.41%
12mo CPR17.28%
Life CPR36.91%


* Delinquency methodology: OTS