| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2004-SD3 |
| Closing Date | 9/30/2004 |
| Collateral Factor Date | 6/1/2009 |
| |
| Performance Summary | |
| Current Pool Factor | 25.06% |
| |
| Delinquency Status (*) | |
| 30+ Days | 10.70% |
| 60+ Days | 8.04% |
| 90+ Days | 6.06% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 3.70% |
| Foreclosure | 6.24% |
| REO | 0.18% |
| |
| Cumulative Net Loss | 2.36% |
| Loss Severity | 100.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 21.19% |
| 3mo CPR | 18.49% |
| 6mo CPR | 15.40% |
| 9mo CPR | 15.62% |
| 12mo CPR | 14.71% |
| Life CPR | 24.13% |
|