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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-WMC1
Closing Date1/26/2006
Collateral Factor Date5/1/2009
 
Performance Summary
Current Pool Factor31.48%
 
Delinquency Status (*)
30+ Days13.13%
60+ Days7.50%
90+ Days4.62%
120+ Days1.14%
 
Bankruptcy2.61%
Foreclosure26.03%
REO7.92%
 
Cumulative Net Loss14.31%
Loss Severity74.12%
 
Prepayment Experience
1mo CPR34.83%
3mo CPR32.27%
6mo CPR32.13%
9mo CPR34.08%
12mo CPR32.26%
Life CPR28.92%


* Delinquency methodology: OTS