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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2006-WMC2— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-WMC2
Closing Date6/28/2006
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor28.84%
 
Delinquency Status (*)
30+ Days17.26%
60+ Days13.15%
90+ Days10.73%
120+ Days9.63%
 
Bankruptcy4.49%
Foreclosure27.72%
REO4.49%
 
Cumulative Net Loss33.65%
Loss Severity100.00%
 
Prepayment Experience
1mo CPR9.38%
3mo CPR11.28%
6mo CPR13.29%
9mo CPR14.18%
12mo CPR14.54%
Life CPR22.53%


* Delinquency methodology: OTS