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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date12/1/2008
 
Performance Summary
Current Pool Factor15.26%
 
Delinquency Status (*)
30+ Days8.79%
60+ Days3.42%
90+ Days1.62%
120+ Days0.00%
 
Bankruptcy2.34%
Foreclosure7.53%
REO2.41%
 
Cumulative Net Loss1.41%
Loss Severity53.79%
 
Prepayment Experience
1mo CPR11.34%
3mo CPR16.75%
6mo CPR14.28%
9mo CPR15.38%
12mo CPR16.58%
Life CPR36.27%


* Delinquency methodology: OTS