| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2004-SD3 |
| Closing Date | 9/30/2004 |
| Collateral Factor Date | 12/1/2008 |
| |
| Performance Summary | |
| Current Pool Factor | 27.58% |
| |
| Delinquency Status (*) | |
| 30+ Days | 9.19% |
| 60+ Days | 6.27% |
| 90+ Days | 4.10% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 4.67% |
| Foreclosure | 2.80% |
| REO | 0.61% |
| |
| Cumulative Net Loss | 2.03% |
| Loss Severity | 74.57% |
| |
| Prepayment Experience | |
| 1mo CPR | 7.86% |
| 3mo CPR | 15.93% |
| 6mo CPR | 13.92% |
| 9mo CPR | 15.72% |
| 12mo CPR | 14.23% |
| Life CPR | 25.06% |
|