| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-HE5 |
| Closing Date | 6/30/2006 |
| Collateral Factor Date | 11/1/2007 |
| |
| Performance Summary | |
| Current Pool Factor | 74.66% |
| |
| Delinquency Status (*) | |
| 30+ Days | 13.43% |
| 60+ Days | 7.58% |
| 90+ Days | 4.39% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 2.05% |
| Foreclosure | 11.85% |
| REO | 5.20% |
| |
| Cumulative Net Loss | 1.38% |
| Loss Severity | 44.60% |
| |
| Prepayment Experience | |
| 1mo CPR | 13.85% |
| 3mo CPR | 13.10% |
| 6mo CPR | 17.16% |
| 9mo CPR | 18.06% |
| 12mo CPR | 19.67% |
| Life CPR | NA |
|