| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-WMC1 |
| Closing Date | 1/26/2006 |
| Collateral Factor Date | 1/1/2008 |
| |
| Performance Summary | |
| Current Pool Factor | 52.20% |
| |
| Delinquency Status (*) | |
| 30+ Days | 19.10% |
| 60+ Days | 9.23% |
| 90+ Days | 2.54% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 2.50% |
| Foreclosure | 15.33% |
| REO | 6.48% |
| |
| Cumulative Net Loss | 2.65% |
| Loss Severity | 53.42% |
| |
| Prepayment Experience | |
| 1mo CPR | 32.72% |
| 3mo CPR | 40.17% |
| 6mo CPR | 36.07% |
| 9mo CPR | 30.93% |
| 12mo CPR | 29.11% |
| Life CPR | 27.33% |
|