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

MORGAN STANLEY MORTGAGE LOAN TRUST, SERIES 2004-11AR— January 2012


DEAL NAMEMorgan Stanley Mortgage Loan Trust, Series 2004-11AR
Closing Date12/29/2004
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor17.12%
 
Delinquency Status (*)
30+ Days8.35%
60+ Days4.43%
90+ Days3.31%
120+ Days2.73%
 
Bankruptcy3.01%
Foreclosure8.04%
REO0.92%
 
Cumulative Net Loss2.69%
Loss Severity74.29%
 
Prepayment Experience
1mo CPR9.96%
3mo CPR8.17%
6mo CPR7.02%
9mo CPR6.73%
12mo CPR7.31%
Life CPR21.67%


* Delinquency methodology: MBA