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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-SD3
Closing Date9/30/2004
Collateral Factor Date12/1/2007
 
Performance Summary
Current Pool Factor32.84%
 
Delinquency Status (*)
30+ Days4.80%
60+ Days1.77%
90+ Days1.40%
120+ Days0.00%
 
Bankruptcy5.46%
Foreclosure2.88%
REO2.03%
 
Cumulative Net Loss1.16%
Loss Severity30.81%
 
Prepayment Experience
1mo CPR7.93%
3mo CPR11.30%
6mo CPR14.56%
9mo CPR18.64%
12mo CPR21.07%
Life CPR28.00%


* Delinquency methodology: OTS