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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-WMC1
Closing Date1/26/2006
Collateral Factor Date2/1/2009
 
Performance Summary
Current Pool Factor34.77%
 
Delinquency Status (*)
30+ Days13.00%
60+ Days7.18%
90+ Days3.49%
120+ Days0.72%
 
Bankruptcy2.23%
Foreclosure24.19%
REO10.85%
 
Cumulative Net Loss12.03%
Loss Severity74.89%
 
Prepayment Experience
1mo CPR30.84%
3mo CPR32.03%
6mo CPR34.88%
9mo CPR32.19%
12mo CPR31.83%
Life CPR28.62%


* Delinquency methodology: OTS