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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-HE1— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-HE1
Closing Date2/26/2004
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor7.50%
 
Delinquency Status (*)
30+ Days9.46%
60+ Days6.14%
90+ Days5.16%
120+ Days0.00%
 
Bankruptcy3.33%
Foreclosure17.11%
REO1.49%
 
Cumulative Net Loss2.21%
Loss Severity94.08%
 
Prepayment Experience
1mo CPR12.40%
3mo CPR8.77%
6mo CPR7.90%
9mo CPR7.01%
12mo CPR7.36%
Life CPR26.92%


* Delinquency methodology: OTS