| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2004-SD1 |
| Closing Date | 1/30/2004 |
| Collateral Factor Date | 1/1/2012 |
| |
| Performance Summary | |
| Current Pool Factor | 10.94% |
| |
| Delinquency Status (*) | |
| 30+ Days | 7.72% |
| 60+ Days | 4.13% |
| 90+ Days | 3.71% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 0.57% |
| Foreclosure | 7.42% |
| REO | 0.35% |
| |
| Cumulative Net Loss | 2.37% |
| Loss Severity | 0.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 5.53% |
| 3mo CPR | 15.18% |
| 6mo CPR | 9.78% |
| 9mo CPR | 14.25% |
| 12mo CPR | 14.37% |
| Life CPR | 22.46% |
|