| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2004-SD3 |
| Closing Date | 9/30/2004 |
| Collateral Factor Date | 2/1/2008 |
| |
| Performance Summary | |
| Current Pool Factor | 32.10% |
| |
| Delinquency Status (*) | |
| 30+ Days | 3.94% |
| 60+ Days | 2.44% |
| 90+ Days | 1.78% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 4.78% |
| Foreclosure | 2.79% |
| REO | 1.83% |
| |
| Cumulative Net Loss | 1.35% |
| Loss Severity | 59.23% |
| |
| Prepayment Experience | |
| 1mo CPR | 10.53% |
| 3mo CPR | 10.00% |
| 6mo CPR | 13.16% |
| 9mo CPR | 16.98% |
| 12mo CPR | 18.65% |
| Life CPR | 27.27% |
|