| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-HE5 |
| Closing Date | 6/30/2006 |
| Collateral Factor Date | 1/1/2010 |
| |
| Performance Summary | |
| Current Pool Factor | 43.57% |
| |
| Delinquency Status (*) | |
| 30+ Days | 35.02% |
| 60+ Days | 30.80% |
| 90+ Days | 28.32% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 4.56% |
| Foreclosure | 20.56% |
| REO | 4.78% |
| |
| Cumulative Net Loss | 17.23% |
| Loss Severity | 73.24% |
| |
| Prepayment Experience | |
| 1mo CPR | 13.65% |
| 3mo CPR | 17.97% |
| 6mo CPR | 18.19% |
| 9mo CPR | 18.72% |
| 12mo CPR | 19.49% |
| Life CPR | NA |
|