| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2004-SD3 |
| Closing Date | 9/30/2004 |
| Collateral Factor Date | 4/1/2008 |
| |
| Performance Summary | |
| Current Pool Factor | 31.02% |
| |
| Delinquency Status (*) | |
| 30+ Days | 4.59% |
| 60+ Days | 2.46% |
| 90+ Days | 1.51% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 4.41% |
| Foreclosure | 2.47% |
| REO | 1.82% |
| |
| Cumulative Net Loss | 1.42% |
| Loss Severity | 71.66% |
| |
| Prepayment Experience | |
| 1mo CPR | 25.48% |
| 3mo CPR | 14.80% |
| 6mo CPR | 12.97% |
| 9mo CPR | 14.77% |
| 12mo CPR | 16.69% |
| Life CPR | 26.83% |
|