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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2006-WMC1— January 2009


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-WMC1
Closing Date1/26/2006
Collateral Factor Date1/1/2009
 
Performance Summary
Current Pool Factor35.88%
 
Delinquency Status (*)
30+ Days12.72%
60+ Days6.74%
90+ Days3.12%
120+ Days1.00%
 
Bankruptcy2.28%
Foreclosure25.23%
REO10.26%
 
Cumulative Net Loss11.24%
Loss Severity66.64%
 
Prepayment Experience
1mo CPR35.18%
3mo CPR33.01%
6mo CPR33.88%
9mo CPR32.40%
12mo CPR30.92%
Life CPR28.55%


* Delinquency methodology: OTS