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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-WMC1
Closing Date1/26/2006
Collateral Factor Date2/1/2010
 
Performance Summary
Current Pool Factor25.79%
 
Delinquency Status (*)
30+ Days23.77%
60+ Days19.49%
90+ Days15.14%
120+ Days11.23%
 
Bankruptcy2.56%
Foreclosure26.72%
REO2.48%
 
Cumulative Net Loss18.26%
Loss Severity74.50%
 
Prepayment Experience
1mo CPR5.93%
3mo CPR12.28%
6mo CPR18.41%
9mo CPR22.60%
12mo CPR25.14%
Life CPR27.83%


* Delinquency methodology: OTS