| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-WMC1 |
| Closing Date | 1/26/2006 |
| Collateral Factor Date | 1/1/2007 |
| |
| Performance Summary | |
| Current Pool Factor | 74.07% |
| |
| Delinquency Status (*) | |
| 30+ Days | 6.68% |
| 60+ Days | 2.50% |
| 90+ Days | 0.58% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 0.85% |
| Foreclosure | 4.07% |
| REO | 1.11% |
| |
| Cumulative Net Loss | 0.29% |
| Loss Severity | 37.36% |
| |
| Prepayment Experience | |
| 1mo CPR | 24.55% |
| 3mo CPR | 27.68% |
| 6mo CPR | 27.91% |
| 9mo CPR | 27.50% |
| 12mo CPR | 25.49% |
| Life CPR | 25.49% |
|