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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-HE5
Closing Date6/30/2006
Collateral Factor Date3/1/2009
 
Performance Summary
Current Pool Factor52.26%
 
Delinquency Status (*)
30+ Days29.95%
60+ Days25.36%
90+ Days21.25%
120+ Days0.00%
 
Bankruptcy3.65%
Foreclosure18.68%
REO9.34%
 
Cumulative Net Loss11.03%
Loss Severity76.26%
 
Prepayment Experience
1mo CPR21.97%
3mo CPR23.36%
6mo CPR23.98%
9mo CPR24.96%
12mo CPR25.92%
Life CPRNA


* Delinquency methodology: OTS