| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-WMC1 |
| Closing Date | 1/26/2006 |
| Collateral Factor Date | 5/1/2008 |
| |
| Performance Summary | |
| Current Pool Factor | 46.72% |
| |
| Delinquency Status (*) | |
| 30+ Days | 15.01% |
| 60+ Days | 8.67% |
| 90+ Days | 4.16% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 2.32% |
| Foreclosure | 24.14% |
| REO | 8.69% |
| |
| Cumulative Net Loss | 5.13% |
| Loss Severity | 68.92% |
| |
| Prepayment Experience | |
| 1mo CPR | 32.78% |
| 3mo CPR | 30.67% |
| 6mo CPR | 30.77% |
| 9mo CPR | 34.04% |
| 12mo CPR | 30.98% |
| Life CPR | 27.42% |
|