| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-WMC1 |
| Closing Date | 1/26/2006 |
| Collateral Factor Date | 10/1/2006 |
| |
| Performance Summary | |
| Current Pool Factor | 80.44% |
| |
| Delinquency Status (*) | |
| 30+ Days | 4.36% |
| 60+ Days | 1.07% |
| 90+ Days | 0.27% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 0.77% |
| Foreclosure | 2.85% |
| REO | 0.36% |
| |
| Cumulative Net Loss | 0.17% |
| Loss Severity | 45.70% |
| |
| Prepayment Experience | |
| 1mo CPR | 29.38% |
| 3mo CPR | 28.14% |
| 6mo CPR | 27.41% |
| 9mo CPR | 24.74% |
| Life CPR | 24.74% |
|