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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-WMC1
Closing Date1/26/2006
Collateral Factor Date9/1/2008
 
Performance Summary
Current Pool Factor41.86%
 
Delinquency Status (*)
30+ Days14.33%
60+ Days9.67%
90+ Days5.96%
120+ Days1.71%
 
Bankruptcy2.29%
Foreclosure22.99%
REO12.80%
 
Cumulative Net Loss7.74%
Loss Severity55.90%
 
Prepayment Experience
1mo CPR31.36%
3mo CPR27.24%
6mo CPR29.18%
9mo CPR28.42%
12mo CPR32.11%
Life CPR27.46%


* Delinquency methodology: OTS