| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2004-SD3 |
| Closing Date | 9/30/2004 |
| Collateral Factor Date | 3/1/2008 |
| |
| Performance Summary | |
| Current Pool Factor | 31.84% |
| |
| Delinquency Status (*) | |
| 30+ Days | 5.38% |
| 60+ Days | 2.59% |
| 90+ Days | 1.84% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 4.67% |
| Foreclosure | 1.72% |
| REO | 1.97% |
| |
| Cumulative Net Loss | 1.39% |
| Loss Severity | 65.05% |
| |
| Prepayment Experience | |
| 1mo CPR | 7.38% |
| 3mo CPR | 9.80% |
| 6mo CPR | 10.57% |
| 9mo CPR | 13.01% |
| 12mo CPR | 16.53% |
| Life CPR | 26.86% |
|