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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-HE5
Closing Date6/30/2006
Collateral Factor Date7/1/2009
 
Performance Summary
Current Pool Factor48.33%
 
Delinquency Status (*)
30+ Days30.98%
60+ Days26.91%
90+ Days24.07%
120+ Days0.00%
 
Bankruptcy3.81%
Foreclosure20.15%
REO6.44%
 
Cumulative Net Loss13.99%
Loss Severity77.39%
 
Prepayment Experience
1mo CPR17.66%
3mo CPR19.82%
6mo CPR20.82%
9mo CPR22.21%
12mo CPR23.08%
Life CPRNA


* Delinquency methodology: OTS