| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-WMC1 |
| Closing Date | 1/26/2006 |
| Collateral Factor Date | 11/1/2006 |
| |
| Performance Summary | |
| Current Pool Factor | 77.87% |
| |
| Delinquency Status (*) | |
| 30+ Days | 5.42% |
| 60+ Days | 1.08% |
| 90+ Days | 0.35% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 0.80% |
| Foreclosure | 2.81% |
| REO | 0.59% |
| |
| Cumulative Net Loss | 0.21% |
| Loss Severity | 44.48% |
| |
| Prepayment Experience | |
| 1mo CPR | 31.83% |
| 3mo CPR | 30.61% |
| 6mo CPR | 28.60% |
| 9mo CPR | 26.65% |
| Life CPR | 25.48% |
|