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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-HE9— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-HE9
Closing Date11/30/2004
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor10.44%
 
Delinquency Status (*)
30+ Days13.29%
60+ Days10.36%
90+ Days8.93%
120+ Days0.00%
 
Bankruptcy4.59%
Foreclosure22.60%
REO3.86%
 
Cumulative Net Loss2.90%
Loss Severity89.08%
 
Prepayment Experience
1mo CPR7.49%
3mo CPR5.37%
6mo CPR5.46%
9mo CPR5.08%
12mo CPR4.89%
Life CPR26.15%


* Delinquency methodology: OTS