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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-HE5
Closing Date6/30/2006
Collateral Factor Date10/1/2008
 
Performance Summary
Current Pool Factor58.60%
 
Delinquency Status (*)
30+ Days20.03%
60+ Days14.07%
90+ Days9.79%
120+ Days0.00%
 
Bankruptcy4.24%
Foreclosure17.81%
REO12.53%
 
Cumulative Net Loss6.92%
Loss Severity64.85%
 
Prepayment Experience
1mo CPR25.86%
3mo CPR25.64%
6mo CPR29.03%
9mo CPR24.45%
12mo CPR22.09%
Life CPRNA


* Delinquency methodology: OTS