| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2004-WMC1 |
| Closing Date | 7/29/2004 |
| Collateral Factor Date | 1/1/2012 |
| |
| Performance Summary | |
| Current Pool Factor | 7.00% |
| |
| Delinquency Status (*) | |
| 30+ Days | 5.92% |
| 60+ Days | 2.88% |
| 90+ Days | 2.46% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 6.36% |
| Foreclosure | 3.76% |
| REO | 4.50% |
| |
| Cumulative Net Loss | 2.42% |
| Loss Severity | 0.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 0.56% |
| 3mo CPR | 6.98% |
| 6mo CPR | 7.18% |
| 9mo CPR | 7.75% |
| 12mo CPR | 7.25% |
| Life CPR | 29.01% |
|