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Morgan Stanley ABS Static Pool Information (Last Update: May 23 2012)

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2006-WMC1— December 2011


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-WMC1
Closing Date1/26/2006
Collateral Factor Date12/1/2011
 
Performance Summary
Current Pool Factor20.19%
 
Delinquency Status (*)
30+ Days17.86%
60+ Days12.86%
90+ Days11.35%
120+ Days10.25%
 
Bankruptcy3.98%
Foreclosure22.48%
REO2.25%
 
Cumulative Net Loss22.23%
Loss Severity100.00%
 
Prepayment Experience
1mo CPR14.90%
3mo CPR9.69%
6mo CPR9.03%
9mo CPR9.87%
12mo CPR10.24%
Life CPR23.15%


* Delinquency methodology: OTS