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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date10/1/2009
 
Performance Summary
Current Pool Factor13.44%
 
Delinquency Status (*)
30+ Days13.06%
60+ Days7.95%
90+ Days4.59%
120+ Days0.00%
 
Bankruptcy3.33%
Foreclosure11.01%
REO1.21%
 
Cumulative Net Loss1.92%
Loss Severity30.60%
 
Prepayment Experience
1mo CPR8.04%
3mo CPR12.99%
6mo CPR13.37%
9mo CPR13.38%
12mo CPR13.81%
Life CPR32.81%


* Delinquency methodology: OTS