| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-HE6 |
| Closing Date | 9/27/2006 |
| Collateral Factor Date | 9/1/2009 |
| |
| Performance Summary | |
| Current Pool Factor | 54.00% |
| |
| Delinquency Status (*) | |
| 30+ Days | 37.94% |
| 60+ Days | 33.87% |
| 90+ Days | 30.42% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 4.49% |
| Foreclosure | 25.54% |
| REO | 3.28% |
| |
| Cumulative Net Loss | 14.33% |
| Loss Severity | 75.33% |
| |
| Prepayment Experience | |
| 1mo CPR | 12.70% |
| 3mo CPR | 14.69% |
| 6mo CPR | 16.45% |
| 9mo CPR | 17.78% |
| 12mo CPR | 18.99% |
| Life CPR | NA |
|