| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-WMC1 |
| Closing Date | 1/26/2006 |
| Collateral Factor Date | 2/1/2007 |
| |
| Performance Summary | |
| Current Pool Factor | 72.36% |
| |
| Delinquency Status (*) | |
| 30+ Days | 5.92% |
| 60+ Days | 1.93% |
| 90+ Days | 0.40% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 0.93% |
| Foreclosure | 5.10% |
| REO | 1.32% |
| |
| Cumulative Net Loss | 0.38% |
| Loss Severity | 58.67% |
| |
| Prepayment Experience | |
| 1mo CPR | 23.89% |
| 3mo CPR | 24.98% |
| 6mo CPR | 27.85% |
| 9mo CPR | 27.41% |
| 12mo CPR | 26.24% |
| Life CPR | 25.37% |
|