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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-HE8— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-HE8
Closing Date10/28/2004
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor10.77%
 
Delinquency Status (*)
30+ Days11.62%
60+ Days8.34%
90+ Days6.50%
120+ Days0.00%
 
Bankruptcy5.07%
Foreclosure16.18%
REO2.00%
 
Cumulative Net Loss2.94%
Loss Severity100.00%
 
Prepayment Experience
1mo CPR1.42%
3mo CPR6.65%
6mo CPR9.14%
9mo CPR8.14%
12mo CPR7.90%
Life CPRNA


* Delinquency methodology: OTS