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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2006-HE5— August 2008


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-HE5
Closing Date6/30/2006
Collateral Factor Date8/1/2008
 
Performance Summary
Current Pool Factor61.50%
 
Delinquency Status (*)
30+ Days17.30%
60+ Days11.03%
90+ Days7.98%
120+ Days0.00%
 
Bankruptcy3.86%
Foreclosure18.09%
REO10.74%
 
Cumulative Net Loss5.47%
Loss Severity63.58%
 
Prepayment Experience
1mo CPR27.38%
3mo CPR30.35%
6mo CPR26.09%
9mo CPR22.36%
12mo CPR20.16%
Life CPRNA


* Delinquency methodology: OTS