| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-WMC1 |
| Closing Date | 1/26/2006 |
| Collateral Factor Date | 9/1/2007 |
| |
| Performance Summary | |
| Current Pool Factor | 61.92% |
| |
| Delinquency Status (*) | |
| 30+ Days | 8.06% |
| 60+ Days | 2.96% |
| 90+ Days | 0.88% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 1.59% |
| Foreclosure | 8.56% |
| REO | 3.44% |
| |
| Cumulative Net Loss | 1.63% |
| Loss Severity | 50.85% |
| |
| Prepayment Experience | |
| 1mo CPR | 32.98% |
| 3mo CPR | 25.33% |
| 6mo CPR | 22.65% |
| 9mo CPR | 23.23% |
| 12mo CPR | 24.78% |
| Life CPR | 24.53% |
|