| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2004-SD3 |
| Closing Date | 9/30/2004 |
| Collateral Factor Date | 11/1/2009 |
| |
| Performance Summary | |
| Current Pool Factor | 24.17% |
| |
| Delinquency Status (*) | |
| 30+ Days | 10.48% |
| 60+ Days | 8.45% |
| 90+ Days | 7.52% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 4.14% |
| Foreclosure | 9.73% |
| REO | 0.49% |
| |
| Cumulative Net Loss | 2.43% |
| Loss Severity | 100.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 4.69% |
| 3mo CPR | 3.24% |
| 6mo CPR | 8.54% |
| 9mo CPR | 10.87% |
| 12mo CPR | 10.96% |
| Life CPR | 22.81% |
|