| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2004-SD3 |
| Closing Date | 9/30/2004 |
| Collateral Factor Date | 5/1/2008 |
| |
| Performance Summary | |
| Current Pool Factor | 30.36% |
| |
| Delinquency Status (*) | |
| 30+ Days | 5.14% |
| 60+ Days | 2.51% |
| 90+ Days | 1.88% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 4.17% |
| Foreclosure | 2.40% |
| REO | 2.21% |
| |
| Cumulative Net Loss | 1.45% |
| Loss Severity | 64.06% |
| |
| Prepayment Experience | |
| 1mo CPR | 21.22% |
| 3mo CPR | 18.38% |
| 6mo CPR | 14.26% |
| 9mo CPR | 14.91% |
| 12mo CPR | 17.31% |
| Life CPR | 26.72% |
|