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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2006-WMC1— January 2010


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-WMC1
Closing Date1/26/2006
Collateral Factor Date1/1/2010
 
Performance Summary
Current Pool Factor25.94%
 
Delinquency Status (*)
30+ Days23.84%
60+ Days18.43%
90+ Days13.79%
120+ Days10.06%
 
Bankruptcy3.22%
Foreclosure26.99%
REO2.21%
 
Cumulative Net Loss18.13%
Loss Severity74.35%
 
Prepayment Experience
1mo CPR12.52%
3mo CPR21.16%
6mo CPR20.60%
9mo CPR25.67%
12mo CPR27.03%
Life CPR28.23%


* Delinquency methodology: OTS