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Morgan Stanley ABS Static Pool Information (Last Update: February 08 2012)

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2006-WMC1— July 2008


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-WMC1
Closing Date1/26/2006
Collateral Factor Date7/1/2008
 
Performance Summary
Current Pool Factor44.25%
 
Delinquency Status (*)
30+ Days11.58%
60+ Days6.70%
90+ Days3.28%
120+ Days0.55%
 
Bankruptcy2.50%
Foreclosure24.17%
REO12.31%
 
Cumulative Net Loss6.49%
Loss Severity65.35%
 
Prepayment Experience
1mo CPR25.79%
3mo CPR29.29%
6mo CPR27.80%
9mo CPR32.16%
12mo CPR32.07%
Life CPR27.43%


* Delinquency methodology: OTS