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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date7/1/2009
 
Performance Summary
Current Pool Factor13.98%
 
Delinquency Status (*)
30+ Days11.25%
60+ Days4.56%
90+ Days3.51%
120+ Days0.00%
 
Bankruptcy2.81%
Foreclosure10.33%
REO1.85%
 
Cumulative Net Loss1.80%
Loss Severity73.74%
 
Prepayment Experience
1mo CPR12.00%
3mo CPR13.69%
6mo CPR13.54%
9mo CPR14.06%
12mo CPR13.27%
Life CPR33.72%


* Delinquency methodology: OTS