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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2003-SD1— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2003-SD1
Closing Date6/30/2003
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor7.73%
 
Delinquency Status (*)
30+ Days11.25%
60+ Days8.69%
90+ Days5.14%
120+ Days4.76%
 
Bankruptcy7.26%
Foreclosure11.80%
REO1.43%
 
Cumulative Net Loss5.53%
Loss Severity100.00%
 
Prepayment Experience
1mo CPR9.75%
3mo CPR10.89%
6mo CPR7.20%
9mo CPR10.95%
12mo CPR9.69%
Life CPR24.32%


* Delinquency methodology: OTS