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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date5/1/2009
 
Performance Summary
Current Pool Factor14.29%
 
Delinquency Status (*)
30+ Days11.47%
60+ Days5.65%
90+ Days3.51%
120+ Days0.00%
 
Bankruptcy3.07%
Foreclosure8.54%
REO1.64%
 
Cumulative Net Loss1.72%
Loss Severity66.17%
 
Prepayment Experience
1mo CPR19.02%
3mo CPR15.42%
6mo CPR12.92%
9mo CPR14.07%
12mo CPR13.83%
Life CPR34.44%


* Delinquency methodology: OTS