| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-HE6 |
| Closing Date | 9/27/2006 |
| Collateral Factor Date | 10/1/2009 |
| |
| Performance Summary | |
| Current Pool Factor | 53.43% |
| |
| Delinquency Status (*) | |
| 30+ Days | 39.22% |
| 60+ Days | 35.44% |
| 90+ Days | 32.21% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 4.07% |
| Foreclosure | 26.06% |
| REO | 3.17% |
| |
| Cumulative Net Loss | 14.74% |
| Loss Severity | 73.05% |
| |
| Prepayment Experience | |
| 1mo CPR | 11.52% |
| 3mo CPR | 12.66% |
| 6mo CPR | 15.30% |
| 9mo CPR | 16.50% |
| 12mo CPR | 17.73% |
| Life CPR | NA |
|