| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-HE5 |
| Closing Date | 6/30/2006 |
| Collateral Factor Date | 4/1/2008 |
| |
| Performance Summary | |
| Current Pool Factor | 69.75% |
| |
| Delinquency Status (*) | |
| 30+ Days | 14.11% |
| 60+ Days | 10.15% |
| 90+ Days | 7.55% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 3.01% |
| Foreclosure | 14.59% |
| REO | 8.75% |
| |
| Cumulative Net Loss | 2.93% |
| Loss Severity | 65.06% |
| |
| Prepayment Experience | |
| 1mo CPR | 17.82% |
| 3mo CPR | 14.34% |
| 6mo CPR | 14.43% |
| 9mo CPR | 14.78% |
| 12mo CPR | 16.33% |
| Life CPR | NA |
|