| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-HE5 |
| Closing Date | 6/30/2006 |
| Collateral Factor Date | 3/1/2008 |
| |
| Performance Summary | |
| Current Pool Factor | 70.94% |
| |
| Delinquency Status (*) | |
| 30+ Days | 14.00% |
| 60+ Days | 9.84% |
| 90+ Days | 7.00% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 2.89% |
| Foreclosure | 14.68% |
| REO | 8.19% |
| |
| Cumulative Net Loss | 2.51% |
| Loss Severity | 55.65% |
| |
| Prepayment Experience | |
| 1mo CPR | 11.99% |
| 3mo CPR | 13.84% |
| 6mo CPR | 13.41% |
| 9mo CPR | 15.19% |
| 12mo CPR | 16.40% |
| Life CPR | NA |
|