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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2005-WMC4— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2005-WMC4
Closing Date5/27/2005
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor10.04%
 
Delinquency Status (*)
30+ Days27.90%
60+ Days26.11%
90+ Days24.67%
120+ Days23.85%
 
Bankruptcy6.37%
Foreclosure24.05%
REO4.84%
 
Cumulative Net Loss6.55%
Loss Severity77.56%
 
Prepayment Experience
1mo CPR11.22%
3mo CPR11.31%
6mo CPR12.17%
9mo CPR11.72%
12mo CPR11.08%
Life CPR28.41%


* Delinquency methodology: OTS