| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-HE6 |
| Closing Date | 9/27/2006 |
| Collateral Factor Date | 6/1/2009 |
| |
| Performance Summary | |
| Current Pool Factor | 56.27% |
| |
| Delinquency Status (*) | |
| 30+ Days | 36.53% |
| 60+ Days | 32.84% |
| 90+ Days | 29.49% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 3.75% |
| Foreclosure | 22.64% |
| REO | 4.58% |
| |
| Cumulative Net Loss | 12.78% |
| Loss Severity | 73.50% |
| |
| Prepayment Experience | |
| 1mo CPR | 16.18% |
| 3mo CPR | 18.25% |
| 6mo CPR | 19.38% |
| 9mo CPR | 20.48% |
| 12mo CPR | 22.02% |
| Life CPR | NA |
|