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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-HE5— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-HE5
Closing Date7/27/2004
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor8.58%
 
Delinquency Status (*)
30+ Days8.19%
60+ Days3.93%
90+ Days3.37%
120+ Days0.00%
 
Bankruptcy4.93%
Foreclosure11.10%
REO2.83%
 
Cumulative Net Loss2.83%
Loss Severity97.76%
 
Prepayment Experience
1mo CPR1.85%
3mo CPR9.50%
6mo CPR8.68%
9mo CPR7.50%
12mo CPR7.46%
Life CPR27.00%


* Delinquency methodology: OTS