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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-HE4— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-HE4
Closing Date6/29/2004
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor9.13%
 
Delinquency Status (*)
30+ Days12.26%
60+ Days8.92%
90+ Days7.98%
120+ Days0.00%
 
Bankruptcy6.53%
Foreclosure14.46%
REO2.40%
 
Cumulative Net Loss2.98%
Loss Severity93.77%
 
Prepayment Experience
1mo CPR4.10%
3mo CPR7.12%
6mo CPR6.14%
9mo CPR6.15%
12mo CPR6.06%
Life CPR26.08%


* Delinquency methodology: OTS