| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-HE5 |
| Closing Date | 6/30/2006 |
| Collateral Factor Date | 6/1/2008 |
| |
| Performance Summary | |
| Current Pool Factor | 65.09% |
| |
| Delinquency Status (*) | |
| 30+ Days | 20.87% |
| 60+ Days | 15.59% |
| 90+ Days | 12.51% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 2.41% |
| Foreclosure | 13.95% |
| REO | 7.50% |
| |
| Cumulative Net Loss | 4.13% |
| Loss Severity | 65.45% |
| |
| Prepayment Experience | |
| 1mo CPR | 33.99% |
| 3mo CPR | 28.73% |
| 6mo CPR | 21.65% |
| 9mo CPR | 18.87% |
| 12mo CPR | 18.83% |
| Life CPR | NA |
|