| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-WMC1 |
| Closing Date | 1/26/2006 |
| Collateral Factor Date | 12/1/2007 |
| |
| Performance Summary | |
| Current Pool Factor | 53.97% |
| |
| Delinquency Status (*) | |
| 30+ Days | 16.49% |
| 60+ Days | 7.53% |
| 90+ Days | 1.72% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 2.23% |
| Foreclosure | 12.06% |
| REO | 5.60% |
| |
| Cumulative Net Loss | 2.38% |
| Loss Severity | 54.58% |
| |
| Prepayment Experience | |
| 1mo CPR | 39.25% |
| 3mo CPR | 42.04% |
| 6mo CPR | 34.20% |
| 9mo CPR | 29.74% |
| 12mo CPR | 28.43% |
| Life CPR | 27.08% |
|