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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-SD2— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-SD2
Closing Date6/4/2004
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor14.16%
 
Delinquency Status (*)
30+ Days9.84%
60+ Days7.36%
90+ Days6.19%
120+ Days0.00%
 
Bankruptcy2.86%
Foreclosure9.94%
REO0.35%
 
Cumulative Net Loss4.20%
Loss Severity0.00%
 
Prepayment Experience
1mo CPR32.93%
3mo CPR15.22%
6mo CPR25.19%
9mo CPR21.15%
12mo CPR19.37%
Life CPR21.06%


* Delinquency methodology: OTS