| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-WMC1 |
| Closing Date | 1/26/2006 |
| Collateral Factor Date | 10/1/2007 |
| |
| Performance Summary | |
| Current Pool Factor | 59.43% |
| |
| Delinquency Status (*) | |
| 30+ Days | 9.66% |
| 60+ Days | 3.90% |
| 90+ Days | 0.98% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 2.16% |
| Foreclosure | 9.26% |
| REO | 4.16% |
| |
| Cumulative Net Loss | 1.78% |
| Loss Severity | 59.71% |
| |
| Prepayment Experience | |
| 1mo CPR | 38.62% |
| 3mo CPR | 31.61% |
| 6mo CPR | 25.75% |
| 9mo CPR | 24.96% |
| 12mo CPR | 25.65% |
| Life CPR | 25.27% |
|