| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2004-SD3 |
| Closing Date | 9/30/2004 |
| Collateral Factor Date | 10/1/2008 |
| |
| Performance Summary | |
| Current Pool Factor | 28.53% |
| |
| Delinquency Status (*) | |
| 30+ Days | 9.59% |
| 60+ Days | 5.82% |
| 90+ Days | 4.07% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 3.60% |
| Foreclosure | 1.88% |
| REO | 0.91% |
| |
| Cumulative Net Loss | 1.81% |
| Loss Severity | 30.28% |
| |
| Prepayment Experience | |
| 1mo CPR | 14.46% |
| 3mo CPR | 15.02% |
| 6mo CPR | 13.61% |
| 9mo CPR | 13.99% |
| 12mo CPR | 13.27% |
| Life CPR | 25.37% |
|