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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-HE5
Closing Date6/30/2006
Collateral Factor Date9/1/2007
 
Performance Summary
Current Pool Factor76.45%
 
Delinquency Status (*)
30+ Days11.37%
60+ Days5.99%
90+ Days2.77%
120+ Days0.00%
 
Bankruptcy1.83%
Foreclosure10.32%
REO3.84%
 
Cumulative Net Loss1.14%
Loss Severity50.38%
 
Prepayment Experience
1mo CPR13.69%
3mo CPR18.65%
6mo CPR19.29%
9mo CPR20.78%
Life CPRNA


* Delinquency methodology: OTS