| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-WMC1 |
| Closing Date | 1/26/2006 |
| Collateral Factor Date | 8/1/2008 |
| |
| Performance Summary | |
| Current Pool Factor | 43.21% |
| |
| Delinquency Status (*) | |
| 30+ Days | 25.07% |
| 60+ Days | 19.84% |
| 90+ Days | 16.11% |
| 120+ Days | 9.66% |
| |
| Bankruptcy | 2.07% |
| Foreclosure | 12.30% |
| REO | 12.92% |
| |
| Cumulative Net Loss | 7.04% |
| Loss Severity | 61.19% |
| |
| Prepayment Experience | |
| 1mo CPR | 24.34% |
| 3mo CPR | 26.43% |
| 6mo CPR | 28.61% |
| 9mo CPR | 29.37% |
| 12mo CPR | 32.23% |
| Life CPR | 27.33% |
|