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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-SD3— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-SD3
Closing Date9/30/2004
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor18.09%
 
Delinquency Status (*)
30+ Days9.88%
60+ Days7.27%
90+ Days6.14%
120+ Days0.00%
 
Bankruptcy4.76%
Foreclosure6.94%
REO2.72%
 
Cumulative Net Loss3.19%
Loss Severity73.47%
 
Prepayment Experience
1mo CPR8.65%
3mo CPR6.19%
6mo CPR4.22%
9mo CPR6.22%
12mo CPR8.46%
Life CPR19.24%


* Delinquency methodology: OTS