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Morgan Stanley ABS Static Pool Information (Last Update: February 10 2012)

    MORGAN STANLEY MORTGAGE LOAN TRUST 2004-10AR
Collateral Performance History
Seller Glossary Servicer Glossary

DEAL NAMEMSM 2004-10AR
Closing Date10/29/2004
 
Initial Collateral Characteristics
Principal Balance ($)372,976,461
 
Sellers (Over 10%)Morgan Stanley Mortgage Capital Inc.(62.52%),Chevy Chase Bank, F.S.B.(18.49%),Morgan Stanley Credit Corporation(11.36%)
 
Servicers (Over 10%)Option One Mortgage Corporation(62.52%),Chevy Chase Bank, F.S.B.(18.49%),Morgan Stanley Credit Corporation(11.36%)
 
Number of Loans1,339
Avg Loan Balance ($)278,549
 
Fixed/Floating
% FRM0
% ARM100
% Short Arm0
% 3/1 or 3/613.77
% 5/1 or 5/679.08
% 7/1 or 7/67.15
% 10/1 or 10/60
 
% IO82.8
Wtd Avg IO Term (months)89
 
Wtd Avg Current Mortgage Rate (%)5.35
< 4.00%0.19
4.0000% - 4.9999%11.93
5.0000% - 5.9999%85.33
6.0000% - 6.9999%2.55
7.0000% - 7.9999%0
8.0000% - 8.9999%0
9.0000% - 9.9999%0
10.0000% - 10.9999%0
11.000% +0
 
Non-Zero Wtd Avg Margin (%)2.351
Non-Zero Wtd Avg Initial Cap (%)5.432
Non-Zero Wtd Avg Periodic Cap (%)1.734
 
Lien Composition
% 1st Lien100
% 2nd Lien0
 
Non-Zero Wtd Avg FICO717
% FICO below 660 (inc. N/A)12.51
% FICO below 620 (inc. N/A)2.51
 
Wtd Avg Orig LTV74.26
% LTV > 805.87
% LTV > 903.92
% LTV > 952.81
 
Documentation Level
% Full/Alt Documentation59.2
% Stated Documentation0.52
% Limited Documentation29.37
% No Documentation4.83
% No Ratio Documentation1.55
% Lite Documentation4.08
 
% Owner Occupied89.21
% Investor5.85
% Second Home4.94
 
Loan Purpose
% Cashout Refinance22.03
% Purchase64.05
% Rate Term Refinance13.92
 
State Concentration (Over 5%)CA(30.34%),VA(10.64%),FL(8.18%),AZ(7.53%),MD(5.74%)
 
% Prepay Penalty45.7
 
Wtd Avg Std Orig Term (months)360
Wtd Avg Std Rem Term (months)358
Wtd Average Loan Age (months)2

Collateral Performance History