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Morgan Stanley ABS Static Pool Information (Last Update: May 23 2012)

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC8— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor10.69%
 
Delinquency Status (*)
30+ Days13.30%
60+ Days9.22%
90+ Days6.83%
120+ Days0.00%
 
Bankruptcy3.98%
Foreclosure14.21%
REO0.81%
 
Cumulative Net Loss2.48%
Loss Severity49.85%
 
Prepayment Experience
1mo CPR5.00%
3mo CPR4.44%
6mo CPR6.92%
9mo CPR6.96%
12mo CPR6.82%
Life CPR25.86%


* Delinquency methodology: OTS