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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 2008


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-HE5
Closing Date6/30/2006
Collateral Factor Date9/1/2008
 
Performance Summary
Current Pool Factor60.11%
 
Delinquency Status (*)
30+ Days19.26%
60+ Days12.97%
90+ Days8.26%
120+ Days0.00%
 
Bankruptcy3.96%
Foreclosure17.00%
REO12.33%
 
Cumulative Net Loss6.19%
Loss Severity71.51%
 
Prepayment Experience
1mo CPR23.65%
3mo CPR26.88%
6mo CPR27.81%
9mo CPR23.44%
12mo CPR20.96%
Life CPRNA


* Delinquency methodology: OTS