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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-WMC1
Closing Date1/26/2006
Collateral Factor Date11/1/2009
 
Performance Summary
Current Pool Factor26.72%
 
Delinquency Status (*)
30+ Days21.29%
60+ Days14.84%
90+ Days10.44%
120+ Days7.93%
 
Bankruptcy2.80%
Foreclosure28.57%
REO2.53%
 
Cumulative Net Loss17.63%
Loss Severity66.62%
 
Prepayment Experience
1mo CPR31.73%
3mo CPR24.12%
6mo CPR27.29%
9mo CPR28.99%
12mo CPR29.76%
Life CPR28.73%


* Delinquency methodology: OTS