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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2003-NC8— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2003-NC8
Closing Date9/25/2003
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor5.45%
 
Delinquency Status (*)
30+ Days16.15%
60+ Days13.25%
90+ Days11.01%
120+ Days0.00%
 
Bankruptcy5.63%
Foreclosure12.58%
REO1.46%
 
Cumulative Net Loss2.45%
Loss Severity99.54%
 
Prepayment Experience
1mo CPR4.13%
3mo CPR11.23%
6mo CPR11.00%
9mo CPR9.34%
12mo CPR9.58%
Life CPR28.59%


* Delinquency methodology: OTS