| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-WMC1 |
| Closing Date | 1/26/2006 |
| Collateral Factor Date | 11/1/2007 |
| |
| Performance Summary | |
| Current Pool Factor | 56.28% |
| |
| Delinquency Status (*) | |
| 30+ Days | 12.35% |
| 60+ Days | 4.29% |
| 90+ Days | 1.08% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 2.24% |
| Foreclosure | 10.68% |
| REO | 5.09% |
| |
| Cumulative Net Loss | 2.10% |
| Loss Severity | 56.29% |
| |
| Prepayment Experience | |
| 1mo CPR | 47.71% |
| 3mo CPR | 40.10% |
| 6mo CPR | 31.18% |
| 9mo CPR | 28.04% |
| 12mo CPR | 27.29% |
| Life CPR | 26.48% |
|