| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2004-SD3 |
| Closing Date | 9/30/2004 |
| Collateral Factor Date | 6/1/2008 |
| |
| Performance Summary | |
| Current Pool Factor | 30.05% |
| |
| Delinquency Status (*) | |
| 30+ Days | 5.77% |
| 60+ Days | 3.26% |
| 90+ Days | 1.93% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 4.29% |
| Foreclosure | 2.60% |
| REO | 2.11% |
| |
| Cumulative Net Loss | 1.48% |
| Loss Severity | 85.54% |
| |
| Prepayment Experience | |
| 1mo CPR | 9.83% |
| 3mo CPR | 19.12% |
| 6mo CPR | 14.55% |
| 9mo CPR | 13.49% |
| 12mo CPR | 14.55% |
| Life CPR | 26.39% |
|