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Morgan Stanley ABS Static Pool Information (Last Update: May 23 2012)

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2005-WMC2— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-WMC2
Closing Date3/30/2005
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor9.35%
 
Delinquency Status (*)
30+ Days24.12%
60+ Days21.22%
90+ Days19.67%
120+ Days18.85%
 
Bankruptcy7.72%
Foreclosure20.01%
REO5.07%
 
Cumulative Net Loss4.22%
Loss Severity74.91%
 
Prepayment Experience
1mo CPR18.24%
3mo CPR8.94%
6mo CPR8.37%
9mo CPR7.45%
12mo CPR7.42%
Life CPR28.51%


* Delinquency methodology: OTS