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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date4/1/2009
 
Performance Summary
Current Pool Factor14.56%
 
Delinquency Status (*)
30+ Days10.36%
60+ Days5.08%
90+ Days3.39%
120+ Days0.00%
 
Bankruptcy3.20%
Foreclosure7.66%
REO2.47%
 
Cumulative Net Loss1.61%
Loss Severity51.92%
 
Prepayment Experience
1mo CPR20.66%
3mo CPR13.20%
6mo CPR14.13%
9mo CPR13.06%
12mo CPR14.33%
Life CPR34.69%


* Delinquency methodology: OTS