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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-HE5
Closing Date6/30/2006
Collateral Factor Date6/1/2009
 
Performance Summary
Current Pool Factor49.15%
 
Delinquency Status (*)
30+ Days29.82%
60+ Days26.14%
90+ Days23.19%
120+ Days0.00%
 
Bankruptcy3.84%
Foreclosure20.30%
REO6.87%
 
Cumulative Net Loss13.38%
Loss Severity78.30%
 
Prepayment Experience
1mo CPR23.13%
3mo CPR21.35%
6mo CPR22.36%
9mo CPR23.11%
12mo CPR24.07%
Life CPRNA


* Delinquency methodology: OTS