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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-WMC1
Closing Date1/26/2006
Collateral Factor Date12/1/2009
 
Performance Summary
Current Pool Factor26.26%
 
Delinquency Status (*)
30+ Days22.37%
60+ Days17.20%
90+ Days12.66%
120+ Days8.54%
 
Bankruptcy3.15%
Foreclosure28.15%
REO2.23%
 
Cumulative Net Loss17.91%
Loss Severity67.49%
 
Prepayment Experience
1mo CPR17.96%
3mo CPR23.44%
6mo CPR23.40%
9mo CPR27.33%
12mo CPR28.81%
Life CPR28.52%


* Delinquency methodology: OTS