| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2004-SD3 |
| Closing Date | 9/30/2004 |
| Collateral Factor Date | 12/1/2004 |
| |
| Performance Summary | |
| Current Pool Factor | 88.76% |
| |
| Delinquency Status (*) | |
| 30+ Days | 6.03% |
| 60+ Days | 3.37% |
| 90+ Days | 1.97% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 2.35% |
| Foreclosure | 2.38% |
| REO | 0.00% |
| |
| Cumulative Net Loss | 0.00% |
| Loss Severity | 0.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 41.55% |
| 3mo CPR | 37.12% |
| Life CPR | 37.12% |
|