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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2005-HE4— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-HE4
Closing Date8/26/2005
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor15.42%
 
Delinquency Status (*)
30+ Days20.05%
60+ Days16.10%
90+ Days15.08%
120+ Days14.53%
 
Bankruptcy8.56%
Foreclosure17.66%
REO6.35%
 
Cumulative Net Loss12.27%
Loss Severity80.73%
 
Prepayment Experience
1mo CPR20.38%
3mo CPR14.95%
6mo CPR13.78%
9mo CPR13.49%
12mo CPR12.57%
Life CPR24.51%


* Delinquency methodology: OTS