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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-WMC1
Closing Date1/26/2006
Collateral Factor Date10/1/2008
 
Performance Summary
Current Pool Factor39.72%
 
Delinquency Status (*)
30+ Days14.79%
60+ Days9.82%
90+ Days7.10%
120+ Days2.72%
 
Bankruptcy2.38%
Foreclosure22.15%
REO11.32%
 
Cumulative Net Loss8.86%
Loss Severity57.57%
 
Prepayment Experience
1mo CPR46.40%
3mo CPR34.72%
6mo CPR32.07%
9mo CPR30.20%
12mo CPR32.82%
Life CPR28.13%


* Delinquency methodology: OTS