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Morgan Stanley ABS Static Pool Information (Last Update: May 23 2012)

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2006-HE3— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-HE3
Closing Date5/25/2006
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor23.39%
 
Delinquency Status (*)
30+ Days15.29%
60+ Days10.84%
90+ Days9.08%
120+ Days0.00%
 
Bankruptcy4.52%
Foreclosure23.74%
REO4.25%
 
Cumulative Net Loss25.04%
Loss Severity83.47%
 
Prepayment Experience
1mo CPR7.47%
3mo CPR6.77%
6mo CPR9.32%
9mo CPR11.51%
12mo CPR11.59%
Life CPRNA


* Delinquency methodology: OTS