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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-WMC1
Closing Date1/26/2006
Collateral Factor Date11/1/2008
 
Performance Summary
Current Pool Factor38.37%
 
Delinquency Status (*)
30+ Days12.38%
60+ Days7.77%
90+ Days4.67%
120+ Days1.64%
 
Bankruptcy2.79%
Foreclosure22.71%
REO11.11%
 
Cumulative Net Loss9.71%
Loss Severity62.98%
 
Prepayment Experience
1mo CPR33.54%
3mo CPR37.48%
6mo CPR32.19%
9mo CPR31.71%
12mo CPR31.50%
Life CPR28.29%


* Delinquency methodology: OTS