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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 2009


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-SD3
Closing Date9/30/2004
Collateral Factor Date12/1/2009
 
Performance Summary
Current Pool Factor23.70%
 
Delinquency Status (*)
30+ Days11.99%
60+ Days9.86%
90+ Days8.62%
120+ Days0.00%
 
Bankruptcy3.97%
Foreclosure8.18%
REO1.04%
 
Cumulative Net Loss2.48%
Loss Severity58.56%
 
Prepayment Experience
1mo CPR18.50%
3mo CPR9.31%
6mo CPR7.99%
9mo CPR11.72%
12mo CPR11.86%
Life CPR22.75%


* Delinquency methodology: OTS