| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-WMC1 |
| Closing Date | 1/26/2006 |
| Collateral Factor Date | 3/1/2007 |
| |
| Performance Summary | |
| Current Pool Factor | 70.64% |
| |
| Delinquency Status (*) | |
| 30+ Days | 5.42% |
| 60+ Days | 2.04% |
| 90+ Days | 0.52% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 0.83% |
| Foreclosure | 5.95% |
| REO | 1.22% |
| |
| Cumulative Net Loss | 0.50% |
| Loss Severity | 40.56% |
| |
| Prepayment Experience | |
| 1mo CPR | 24.65% |
| 3mo CPR | 24.37% |
| 6mo CPR | 26.85% |
| 9mo CPR | 27.07% |
| 12mo CPR | 26.76% |
| Life CPR | 25.32% |
|