| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-HE5 |
| Closing Date | 6/30/2006 |
| Collateral Factor Date | 12/1/2009 |
| |
| Performance Summary | |
| Current Pool Factor | 44.13% |
| |
| Delinquency Status (*) | |
| 30+ Days | 33.84% |
| 60+ Days | 30.46% |
| 90+ Days | 27.82% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 4.46% |
| Foreclosure | 20.65% |
| REO | 5.04% |
| |
| Cumulative Net Loss | 16.84% |
| Loss Severity | 75.13% |
| |
| Prepayment Experience | |
| 1mo CPR | 16.69% |
| 3mo CPR | 19.10% |
| 6mo CPR | 18.84% |
| 9mo CPR | 19.67% |
| 12mo CPR | 20.60% |
| Life CPR | NA |
|