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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-HE2— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-HE2
Closing Date4/29/2004
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor6.46%
 
Delinquency Status (*)
30+ Days9.80%
60+ Days7.12%
90+ Days5.65%
120+ Days0.00%
 
Bankruptcy3.43%
Foreclosure14.75%
REO2.99%
 
Cumulative Net Loss2.00%
Loss Severity58.12%
 
Prepayment Experience
1mo CPR7.06%
3mo CPR9.02%
6mo CPR7.73%
9mo CPR8.05%
12mo CPR7.35%
Life CPR28.85%


* Delinquency methodology: OTS