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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-HE5
Closing Date6/30/2006
Collateral Factor Date8/1/2009
 
Performance Summary
Current Pool Factor47.33%
 
Delinquency Status (*)
30+ Days30.06%
60+ Days26.58%
90+ Days23.71%
120+ Days0.00%
 
Bankruptcy4.41%
Foreclosure20.25%
REO6.27%
 
Cumulative Net Loss14.62%
Loss Severity71.15%
 
Prepayment Experience
1mo CPR21.83%
3mo CPR20.92%
6mo CPR20.94%
9mo CPR21.89%
12mo CPR22.61%
Life CPRNA


* Delinquency methodology: OTS