| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2004-SD3 |
| Closing Date | 9/30/2004 |
| Collateral Factor Date | 1/1/2009 |
| |
| Performance Summary | |
| Current Pool Factor | 27.05% |
| |
| Delinquency Status (*) | |
| 30+ Days | 8.62% |
| 60+ Days | 6.62% |
| 90+ Days | 4.27% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 4.49% |
| Foreclosure | 3.33% |
| REO | 0.63% |
| |
| Cumulative Net Loss | 2.09% |
| Loss Severity | 38.19% |
| |
| Prepayment Experience | |
| 1mo CPR | 18.99% |
| 3mo CPR | 17.44% |
| 6mo CPR | 16.25% |
| 9mo CPR | 14.91% |
| 12mo CPR | 14.87% |
| Life CPR | 24.95% |
|