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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-WMC1
Closing Date1/26/2006
Collateral Factor Date12/1/2008
 
Performance Summary
Current Pool Factor37.22%
 
Delinquency Status (*)
30+ Days11.43%
60+ Days5.82%
90+ Days3.33%
120+ Days0.88%
 
Bankruptcy2.77%
Foreclosure25.19%
REO10.70%
 
Cumulative Net Loss10.39%
Loss Severity69.83%
 
Prepayment Experience
1mo CPR30.07%
3mo CPR37.12%
6mo CPR32.37%
9mo CPR31.94%
12mo CPR30.71%
Life CPR28.35%


* Delinquency methodology: OTS