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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2006-HE5— February 2009


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-HE5
Closing Date6/30/2006
Collateral Factor Date2/1/2009
 
Performance Summary
Current Pool Factor53.38%
 
Delinquency Status (*)
30+ Days29.66%
60+ Days23.98%
90+ Days19.21%
120+ Days0.00%
 
Bankruptcy3.76%
Foreclosure17.95%
REO10.41%
 
Cumulative Net Loss10.22%
Loss Severity74.13%
 
Prepayment Experience
1mo CPR21.18%
3mo CPR23.74%
6mo CPR24.24%
9mo CPR26.33%
12mo CPR25.16%
Life CPRNA


* Delinquency methodology: OTS