| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2004-SD3 |
| Closing Date | 9/30/2004 |
| Collateral Factor Date | 1/1/2008 |
| |
| Performance Summary | |
| Current Pool Factor | 32.45% |
| |
| Delinquency Status (*) | |
| 30+ Days | 4.08% |
| 60+ Days | 2.67% |
| 90+ Days | 1.35% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 4.85% |
| Foreclosure | 2.63% |
| REO | 2.03% |
| |
| Cumulative Net Loss | 1.22% |
| Loss Severity | 73.31% |
| |
| Prepayment Experience | |
| 1mo CPR | 11.49% |
| 3mo CPR | 11.09% |
| 6mo CPR | 14.74% |
| 9mo CPR | 17.30% |
| 12mo CPR | 19.19% |
| Life CPR | 27.64% |
|