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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-WMC1
Closing Date1/26/2006
Collateral Factor Date9/1/2009
 
Performance Summary
Current Pool Factor28.14%
 
Delinquency Status (*)
30+ Days18.83%
60+ Days11.68%
90+ Days7.78%
120+ Days3.64%
 
Bankruptcy2.92%
Foreclosure27.36%
REO4.38%
 
Cumulative Net Loss16.70%
Loss Severity84.87%
 
Prepayment Experience
1mo CPR20.11%
3mo CPR23.38%
6mo CPR29.21%
9mo CPR30.53%
12mo CPR32.36%
Life CPR28.84%


* Delinquency methodology: OTS