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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date12/1/2009
 
Performance Summary
Current Pool Factor13.12%
 
Delinquency Status (*)
30+ Days13.91%
60+ Days9.23%
90+ Days6.50%
120+ Days0.00%
 
Bankruptcy3.23%
Foreclosure11.10%
REO0.85%
 
Cumulative Net Loss2.02%
Loss Severity100.00%
 
Prepayment Experience
1mo CPR6.75%
3mo CPR10.52%
6mo CPR12.47%
9mo CPR13.93%
12mo CPR12.60%
Life CPR32.21%


* Delinquency methodology: OTS