| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-HE5 |
| Closing Date | 6/30/2006 |
| Collateral Factor Date | 11/1/2006 |
| |
| Performance Summary | |
| Current Pool Factor | 93.41% |
| |
| Delinquency Status (*) | |
| 30+ Days | 7.01% |
| 60+ Days | 3.38% |
| 90+ Days | 1.26% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 0.19% |
| Foreclosure | 1.03% |
| REO | 0.01% |
| |
| Cumulative Net Loss | 0.01% |
| Loss Severity | 100.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 22.49% |
| 3mo CPR | 18.90% |
| Life CPR | 14.69% |
|