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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-HE5
Closing Date6/30/2006
Collateral Factor Date12/1/2008
 
Performance Summary
Current Pool Factor55.93%
 
Delinquency Status (*)
30+ Days24.51%
60+ Days18.31%
90+ Days14.26%
120+ Days0.00%
 
Bankruptcy4.01%
Foreclosure18.17%
REO11.53%
 
Cumulative Net Loss8.59%
Loss Severity68.90%
 
Prepayment Experience
1mo CPR23.18%
3mo CPR24.60%
6mo CPR25.75%
9mo CPR26.75%
12mo CPR23.72%
Life CPRNA


* Delinquency methodology: OTS