| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-HE6 |
| Closing Date | 9/27/2006 |
| Collateral Factor Date | 1/1/2012 |
| |
| Performance Summary | |
| Current Pool Factor | 40.39% |
| |
| Delinquency Status (*) | |
| 30+ Days | 23.04% |
| 60+ Days | 20.95% |
| 90+ Days | 19.60% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 7.25% |
| Foreclosure | 30.93% |
| REO | 7.45% |
| |
| Cumulative Net Loss | 24.41% |
| Loss Severity | 84.88% |
| |
| Prepayment Experience | |
| 1mo CPR | 17.22% |
| 3mo CPR | 14.98% |
| 6mo CPR | 12.50% |
| 9mo CPR | 11.53% |
| 12mo CPR | 11.08% |
| Life CPR | NA |
|