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Morgan Stanley ABS Static Pool Information (Last Update: May 22 2012)

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date2/1/2010
 
Performance Summary
Current Pool Factor12.87%
 
Delinquency Status (*)
30+ Days15.26%
60+ Days9.85%
90+ Days7.70%
120+ Days0.00%
 
Bankruptcy3.16%
Foreclosure10.48%
REO1.02%
 
Cumulative Net Loss2.09%
Loss Severity60.16%
 
Prepayment Experience
1mo CPR9.25%
3mo CPR8.34%
6mo CPR10.36%
9mo CPR11.44%
12mo CPR12.48%
Life CPR31.58%


* Delinquency methodology: OTS