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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date11/1/2009
 
Performance Summary
Current Pool Factor13.22%
 
Delinquency Status (*)
30+ Days13.64%
60+ Days8.56%
90+ Days6.05%
120+ Days0.00%
 
Bankruptcy3.25%
Foreclosure11.26%
REO0.65%
 
Cumulative Net Loss2.00%
Loss Severity64.12%
 
Prepayment Experience
1mo CPR16.38%
3mo CPR12.32%
6mo CPR12.94%
9mo CPR13.78%
12mo CPR12.96%
Life CPR32.57%


* Delinquency methodology: OTS