| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2004-SD3 |
| Closing Date | 9/30/2004 |
| Collateral Factor Date | 6/1/2005 |
| |
| Performance Summary | |
| Current Pool Factor | 70.41% |
| |
| Delinquency Status (*) | |
| 30+ Days | 6.38% |
| 60+ Days | 2.90% |
| 90+ Days | 1.79% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 4.12% |
| Foreclosure | 2.62% |
| REO | 0.56% |
| |
| Cumulative Net Loss | 0.03% |
| Loss Severity | 0.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 38.29% |
| 3mo CPR | 39.10% |
| 6mo CPR | 36.18% |
| 9mo CPR | 36.51% |
| Life CPR | 36.51% |
|