| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-WMC1 |
| Closing Date | 1/26/2006 |
| Collateral Factor Date | 7/1/2009 |
| |
| Performance Summary | |
| Current Pool Factor | 29.26% |
| |
| Delinquency Status (*) | |
| 30+ Days | 15.58% |
| 60+ Days | 9.01% |
| 90+ Days | 6.26% |
| 120+ Days | 2.96% |
| |
| Bankruptcy | 3.26% |
| Foreclosure | 26.39% |
| REO | 5.45% |
| |
| Cumulative Net Loss | 15.90% |
| Loss Severity | 73.01% |
| |
| Prepayment Experience | |
| 1mo CPR | 29.46% |
| 3mo CPR | 34.89% |
| 6mo CPR | 32.93% |
| 9mo CPR | 33.07% |
| 12mo CPR | 33.49% |
| Life CPR | 29.22% |
|