| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2004-SD3 |
| Closing Date | 9/30/2004 |
| Collateral Factor Date | 1/1/2010 |
| |
| Performance Summary | |
| Current Pool Factor | 23.60% |
| |
| Delinquency Status (*) | |
| 30+ Days | 12.20% |
| 60+ Days | 9.63% |
| 90+ Days | 9.14% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 4.04% |
| Foreclosure | 7.54% |
| REO | 1.22% |
| |
| Cumulative Net Loss | 2.50% |
| Loss Severity | 100.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 2.21% |
| 3mo CPR | 8.77% |
| 6mo CPR | 6.94% |
| 9mo CPR | 8.41% |
| 12mo CPR | 10.45% |
| Life CPR | 22.48% |
|