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Morgan Stanley ABS Static Pool Information (Last Update: February 08 2012)

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-SD3— January 2007


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-SD3
Closing Date9/30/2004
Collateral Factor Date1/1/2007
 
Performance Summary
Current Pool Factor40.84%
 
Delinquency Status (*)
30+ Days6.03%
60+ Days2.22%
90+ Days1.52%
120+ Days0.00%
 
Bankruptcy4.65%
Foreclosure3.48%
REO1.25%
 
Cumulative Net Loss0.70%
Loss Severity37.62%
 
Prepayment Experience
1mo CPR33.18%
3mo CPR25.21%
6mo CPR25.03%
9mo CPR25.52%
12mo CPR26.32%
Life CPR30.92%


* Delinquency methodology: OTS