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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-WMC1
Closing Date1/26/2006
Collateral Factor Date6/1/2009
 
Performance Summary
Current Pool Factor30.15%
 
Delinquency Status (*)
30+ Days13.10%
60+ Days8.30%
90+ Days5.73%
120+ Days2.11%
 
Bankruptcy2.87%
Foreclosure26.04%
REO6.74%
 
Cumulative Net Loss15.26%
Loss Severity77.17%
 
Prepayment Experience
1mo CPR39.92%
3mo CPR34.57%
6mo CPR33.84%
9mo CPR35.06%
12mo CPR33.20%
Life CPR29.21%


* Delinquency methodology: OTS