| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2004-WMC3 |
| Closing Date | 12/21/2004 |
| Collateral Factor Date | 1/1/2012 |
| |
| Performance Summary | |
| Current Pool Factor | 7.95% |
| |
| Delinquency Status (*) | |
| 30+ Days | 24.70% |
| 60+ Days | 20.94% |
| 90+ Days | 19.45% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 4.32% |
| Foreclosure | 19.02% |
| REO | 3.94% |
| |
| Cumulative Net Loss | 3.59% |
| Loss Severity | 98.10% |
| |
| Prepayment Experience | |
| 1mo CPR | 1.00% |
| 3mo CPR | 3.60% |
| 6mo CPR | 6.86% |
| 9mo CPR | 6.37% |
| 12mo CPR | 6.30% |
| Life CPR | 29.28% |
|