| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2005-WMC1 |
| Closing Date | 2/24/2005 |
| Collateral Factor Date | 1/1/2012 |
| |
| Performance Summary | |
| Current Pool Factor | 8.40% |
| |
| Delinquency Status (*) | |
| 30+ Days | 21.11% |
| 60+ Days | 19.04% |
| 90+ Days | 17.62% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 6.64% |
| Foreclosure | 23.58% |
| REO | 5.72% |
| |
| Cumulative Net Loss | 4.90% |
| Loss Severity | 90.91% |
| |
| Prepayment Experience | |
| 1mo CPR | 8.63% |
| 3mo CPR | 8.13% |
| 6mo CPR | 6.55% |
| 9mo CPR | 7.62% |
| 12mo CPR | 7.51% |
| Life CPR | 29.35% |
|