| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-HE5 |
| Closing Date | 6/30/2006 |
| Collateral Factor Date | 11/1/2008 |
| |
| Performance Summary | |
| Current Pool Factor | 57.20% |
| |
| Delinquency Status (*) | |
| 30+ Days | 20.58% |
| 60+ Days | 15.92% |
| 90+ Days | 11.62% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 4.15% |
| Foreclosure | 18.28% |
| REO | 12.13% |
| |
| Cumulative Net Loss | 7.77% |
| Loss Severity | 74.51% |
| |
| Prepayment Experience | |
| 1mo CPR | 24.73% |
| 3mo CPR | 24.74% |
| 6mo CPR | 27.59% |
| 9mo CPR | 25.63% |
| 12mo CPR | 22.95% |
| Life CPR | NA |
|