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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date6/1/2009
 
Performance Summary
Current Pool Factor14.15%
 
Delinquency Status (*)
30+ Days10.49%
60+ Days5.11%
90+ Days3.40%
120+ Days0.00%
 
Bankruptcy3.16%
Foreclosure9.18%
REO2.11%
 
Cumulative Net Loss1.75%
Loss Severity88.24%
 
Prepayment Experience
1mo CPR9.66%
3mo CPR16.64%
6mo CPR12.69%
9mo CPR14.07%
12mo CPR13.50%
Life CPR34.06%


* Delinquency methodology: OTS