| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2004-SD3 |
| Closing Date | 9/30/2004 |
| Collateral Factor Date | 7/1/2009 |
| |
| Performance Summary | |
| Current Pool Factor | 24.82% |
| |
| Delinquency Status (*) | |
| 30+ Days | 12.06% |
| 60+ Days | 9.39% |
| 90+ Days | 6.79% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 4.23% |
| Foreclosure | 5.20% |
| REO | 0.08% |
| |
| Cumulative Net Loss | 2.38% |
| Loss Severity | 64.41% |
| |
| Prepayment Experience | |
| 1mo CPR | 8.46% |
| 3mo CPR | 11.13% |
| 6mo CPR | 13.67% |
| 9mo CPR | 14.99% |
| 12mo CPR | 15.03% |
| Life CPR | 23.89% |
|