| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-WMC1 |
| Closing Date | 1/26/2006 |
| Collateral Factor Date | 5/1/2007 |
| |
| Performance Summary | |
| Current Pool Factor | 68.04% |
| |
| Delinquency Status (*) | |
| 30+ Days | 5.34% |
| 60+ Days | 2.07% |
| 90+ Days | 0.52% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 1.38% |
| Foreclosure | 5.81% |
| REO | 2.19% |
| |
| Cumulative Net Loss | 0.83% |
| Loss Severity | 71.10% |
| |
| Prepayment Experience | |
| 1mo CPR | 17.63% |
| 3mo CPR | 21.32% |
| 6mo CPR | 23.17% |
| 9mo CPR | 25.74% |
| 12mo CPR | 25.94% |
| Life CPR | 24.63% |
|