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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC6— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC6
Closing Date7/28/2004
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor8.91%
 
Delinquency Status (*)
30+ Days8.46%
60+ Days3.92%
90+ Days2.80%
120+ Days0.00%
 
Bankruptcy5.71%
Foreclosure11.89%
REO2.39%
 
Cumulative Net Loss2.81%
Loss Severity96.43%
 
Prepayment Experience
1mo CPR4.11%
3mo CPR7.63%
6mo CPR6.71%
9mo CPR6.43%
12mo CPR6.60%
Life CPR26.60%


* Delinquency methodology: OTS