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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-HE5
Closing Date6/30/2006
Collateral Factor Date5/1/2009
 
Performance Summary
Current Pool Factor50.26%
 
Delinquency Status (*)
30+ Days29.50%
60+ Days26.00%
90+ Days22.87%
120+ Days0.00%
 
Bankruptcy3.80%
Foreclosure19.78%
REO7.79%
 
Cumulative Net Loss12.53%
Loss Severity82.26%
 
Prepayment Experience
1mo CPR18.55%
3mo CPR20.96%
6mo CPR22.37%
9mo CPR23.17%
12mo CPR25.03%
Life CPRNA


* Delinquency methodology: OTS