| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2004-SD3 |
| Closing Date | 9/30/2004 |
| Collateral Factor Date | 1/1/2005 |
| |
| Performance Summary | |
| Current Pool Factor | 84.90% |
| |
| Delinquency Status (*) | |
| 30+ Days | 7.14% |
| 60+ Days | 3.23% |
| 90+ Days | 1.55% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 2.73% |
| Foreclosure | 3.22% |
| REO | 0.05% |
| |
| Cumulative Net Loss | 0.00% |
| Loss Severity | 0.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 40.47% |
| 3mo CPR | 36.78% |
| Life CPR | 37.98% |
|