| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-WMC1 |
| Closing Date | 1/26/2006 |
| Collateral Factor Date | 9/1/2006 |
| |
| Performance Summary | |
| Current Pool Factor | 82.85% |
| |
| Delinquency Status (*) | |
| 30+ Days | 3.66% |
| 60+ Days | 1.17% |
| 90+ Days | 0.33% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 0.43% |
| Foreclosure | 2.52% |
| REO | 0.28% |
| |
| Cumulative Net Loss | 0.12% |
| Loss Severity | 100.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 30.59% |
| 3mo CPR | 27.49% |
| 6mo CPR | 26.66% |
| Life CPR | 24.14% |
|