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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC8— January 2009


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date1/1/2009
 
Performance Summary
Current Pool Factor15.15%
 
Delinquency Status (*)
30+ Days9.50%
60+ Days3.50%
90+ Days1.79%
120+ Days0.00%
 
Bankruptcy2.42%
Foreclosure8.33%
REO2.50%
 
Cumulative Net Loss1.43%
Loss Severity41.61%
 
Prepayment Experience
1mo CPR6.82%
3mo CPR15.02%
6mo CPR12.99%
9mo CPR14.70%
12mo CPR15.34%
Life CPR35.79%


* Delinquency methodology: OTS