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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC2— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC2
Closing Date2/27/2004
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor6.76%
 
Delinquency Status (*)
30+ Days9.59%
60+ Days7.09%
90+ Days6.11%
120+ Days0.00%
 
Bankruptcy3.75%
Foreclosure16.42%
REO2.73%
 
Cumulative Net Loss1.99%
Loss Severity83.10%
 
Prepayment Experience
1mo CPR10.37%
3mo CPR6.39%
6mo CPR6.20%
9mo CPR6.37%
12mo CPR7.32%
Life CPR27.90%


* Delinquency methodology: OTS