| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-HE5 |
| Closing Date | 6/30/2006 |
| Collateral Factor Date | 7/1/2008 |
| |
| Performance Summary | |
| Current Pool Factor | 63.19% |
| |
| Delinquency Status (*) | |
| 30+ Days | 16.09% |
| 60+ Days | 10.96% |
| 90+ Days | 7.08% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 3.60% |
| Foreclosure | 16.75% |
| REO | 10.47% |
| |
| Cumulative Net Loss | 4.76% |
| Loss Severity | 61.73% |
| |
| Prepayment Experience | |
| 1mo CPR | 29.53% |
| 3mo CPR | 32.28% |
| 6mo CPR | 23.87% |
| 9mo CPR | 20.89% |
| 12mo CPR | 19.58% |
| Life CPR | NA |
|