| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-HE5 |
| Closing Date | 6/30/2006 |
| Collateral Factor Date | 4/1/2009 |
| |
| Performance Summary | |
| Current Pool Factor | 51.15% |
| |
| Delinquency Status (*) | |
| 30+ Days | 28.99% |
| 60+ Days | 25.04% |
| 90+ Days | 22.01% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 3.85% |
| Foreclosure | 19.69% |
| REO | 8.25% |
| |
| Cumulative Net Loss | 11.84% |
| Loss Severity | 77.15% |
| |
| Prepayment Experience | |
| 1mo CPR | 22.31% |
| 3mo CPR | 21.83% |
| 6mo CPR | 23.39% |
| 9mo CPR | 24.14% |
| 12mo CPR | 26.26% |
| Life CPR | NA |
|