| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-HE5 |
| Closing Date | 6/30/2006 |
| Collateral Factor Date | 2/1/2008 |
| |
| Performance Summary | |
| Current Pool Factor | 71.73% |
| |
| Delinquency Status (*) | |
| 30+ Days | 14.26% |
| 60+ Days | 9.95% |
| 90+ Days | 6.71% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 2.72% |
| Foreclosure | 14.01% |
| REO | 7.51% |
| |
| Cumulative Net Loss | 2.23% |
| Loss Severity | 58.08% |
| |
| Prepayment Experience | |
| 1mo CPR | 13.11% |
| 3mo CPR | 14.28% |
| 6mo CPR | 13.69% |
| 9mo CPR | 16.21% |
| 12mo CPR | 17.13% |
| Life CPR | NA |
|