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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date2/1/2009
 
Performance Summary
Current Pool Factor14.96%
 
Delinquency Status (*)
30+ Days9.69%
60+ Days4.41%
90+ Days2.26%
120+ Days0.00%
 
Bankruptcy2.45%
Foreclosure8.89%
REO2.55%
 
Cumulative Net Loss1.45%
Loss Severity69.12%
 
Prepayment Experience
1mo CPR12.39%
3mo CPR10.22%
6mo CPR13.31%
9mo CPR13.26%
12mo CPR15.04%
Life CPR35.40%


* Delinquency methodology: OTS