| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-WMC1 |
| Closing Date | 1/26/2006 |
| Collateral Factor Date | 7/1/2007 |
| |
| Performance Summary | |
| Current Pool Factor | 65.45% |
| |
| Delinquency Status (*) | |
| 30+ Days | 6.93% |
| 60+ Days | 2.70% |
| 90+ Days | 0.87% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 1.45% |
| Foreclosure | 6.28% |
| REO | 2.64% |
| |
| Cumulative Net Loss | 1.21% |
| Loss Severity | 42.97% |
| |
| Prepayment Experience | |
| 1mo CPR | 20.07% |
| 3mo CPR | 19.39% |
| 6mo CPR | 21.40% |
| 9mo CPR | 23.55% |
| 12mo CPR | 24.73% |
| Life CPR | 24.15% |
|