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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-SD3— May 2009


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-SD3
Closing Date9/30/2004
Collateral Factor Date5/1/2009
 
Performance Summary
Current Pool Factor25.63%
 
Delinquency Status (*)
30+ Days10.45%
60+ Days7.54%
90+ Days5.43%
120+ Days0.00%
 
Bankruptcy3.71%
Foreclosure6.09%
REO0.18%
 
Cumulative Net Loss2.35%
Loss Severity87.19%
 
Prepayment Experience
1mo CPR2.57%
3mo CPR15.12%
6mo CPR13.14%
9mo CPR14.85%
12mo CPR13.72%
Life CPR24.17%


* Delinquency methodology: OTS