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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-WMC1
Closing Date1/26/2006
Collateral Factor Date8/1/2009
 
Performance Summary
Current Pool Factor28.70%
 
Delinquency Status (*)
30+ Days17.25%
60+ Days10.12%
90+ Days7.33%
120+ Days3.46%
 
Bankruptcy3.31%
Foreclosure26.71%
REO4.81%
 
Cumulative Net Loss16.27%
Loss Severity70.56%
 
Prepayment Experience
1mo CPR20.18%
3mo CPR30.33%
6mo CPR31.32%
9mo CPR31.55%
12mo CPR33.20%
Life CPR29.03%


* Delinquency methodology: OTS