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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date9/1/2009
 
Performance Summary
Current Pool Factor13.55%
 
Delinquency Status (*)
30+ Days11.98%
60+ Days5.89%
90+ Days3.67%
120+ Days0.00%
 
Bankruptcy3.02%
Foreclosure10.92%
REO1.10%
 
Cumulative Net Loss1.90%
Loss Severity45.07%
 
Prepayment Experience
1mo CPR12.21%
3mo CPR14.24%
6mo CPR15.46%
9mo CPR13.26%
12mo CPR14.15%
Life CPR33.17%


* Delinquency methodology: OTS