| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-HE5 |
| Closing Date | 6/30/2006 |
| Collateral Factor Date | 3/1/2007 |
| |
| Performance Summary | |
| Current Pool Factor | 85.34% |
| |
| Delinquency Status (*) | |
| 30+ Days | 8.43% |
| 60+ Days | 3.72% |
| 90+ Days | 1.71% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 0.66% |
| Foreclosure | 6.80% |
| REO | 0.61% |
| |
| Cumulative Net Loss | 0.30% |
| Loss Severity | 74.88% |
| |
| Prepayment Experience | |
| 1mo CPR | 20.73% |
| 3mo CPR | 23.62% |
| Life CPR | NA |
|