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Morgan Stanley ABS Static Pool Information (Last Update: February 08 2012)

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2006-HE5— July 2007


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-HE5
Closing Date6/30/2006
Collateral Factor Date7/1/2007
 
Performance Summary
Current Pool Factor78.95%
 
Delinquency Status (*)
30+ Days10.35%
60+ Days5.03%
90+ Days2.04%
120+ Days0.00%
 
Bankruptcy1.60%
Foreclosure8.13%
REO2.83%
 
Cumulative Net Loss0.86%
Loss Severity54.30%
 
Prepayment Experience
1mo CPR21.42%
3mo CPR20.89%
6mo CPR21.55%
9mo CPR22.00%
Life CPRNA


* Delinquency methodology: OTS