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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-HE6— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-HE6
Closing Date8/25/2004
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor11.72%
 
Delinquency Status (*)
30+ Days12.56%
60+ Days8.67%
90+ Days7.20%
120+ Days0.00%
 
Bankruptcy4.00%
Foreclosure16.45%
REO1.91%
 
Cumulative Net Loss2.95%
Loss Severity80.43%
 
Prepayment Experience
1mo CPR6.21%
3mo CPR6.23%
6mo CPR8.78%
9mo CPR7.06%
12mo CPR6.66%
Life CPR24.11%


* Delinquency methodology: OTS