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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC8— January 2010


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date1/1/2010
 
Performance Summary
Current Pool Factor13.00%
 
Delinquency Status (*)
30+ Days13.79%
60+ Days9.13%
90+ Days7.45%
120+ Days0.00%
 
Bankruptcy3.27%
Foreclosure10.72%
REO0.95%
 
Cumulative Net Loss2.06%
Loss Severity57.04%
 
Prepayment Experience
1mo CPR8.99%
3mo CPR10.83%
6mo CPR11.97%
9mo CPR12.60%
12mo CPR12.76%
Life CPR31.89%


* Delinquency methodology: OTS