| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-WMC1 |
| Closing Date | 1/26/2006 |
| Collateral Factor Date | 3/1/2009 |
| |
| Performance Summary | |
| Current Pool Factor | 33.59% |
| |
| Delinquency Status (*) | |
| 30+ Days | 12.78% |
| 60+ Days | 7.23% |
| 90+ Days | 4.18% |
| 120+ Days | 1.20% |
| |
| Bankruptcy | 2.82% |
| Foreclosure | 22.80% |
| REO | 10.79% |
| |
| Cumulative Net Loss | 12.80% |
| Loss Severity | 68.99% |
| |
| Prepayment Experience | |
| 1mo CPR | 33.38% |
| 3mo CPR | 33.16% |
| 6mo CPR | 35.22% |
| 9mo CPR | 32.68% |
| 12mo CPR | 32.28% |
| Life CPR | 28.75% |
|