| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2004-SD3 |
| Closing Date | 9/30/2004 |
| Collateral Factor Date | 10/1/2009 |
| |
| Performance Summary | |
| Current Pool Factor | 24.33% |
| |
| Delinquency Status (*) | |
| 30+ Days | 11.17% |
| 60+ Days | 8.87% |
| 90+ Days | 6.46% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 3.95% |
| Foreclosure | 9.28% |
| REO | 0.36% |
| |
| Cumulative Net Loss | 2.42% |
| Loss Severity | 100.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 3.92% |
| 3mo CPR | 5.04% |
| 6mo CPR | 8.19% |
| 9mo CPR | 10.96% |
| 12mo CPR | 12.67% |
| Life CPR | 23.07% |
|