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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-HE5
Closing Date6/30/2006
Collateral Factor Date9/1/2009
 
Performance Summary
Current Pool Factor46.61%
 
Delinquency Status (*)
30+ Days31.53%
60+ Days27.35%
90+ Days24.98%
120+ Days0.00%
 
Bankruptcy4.62%
Foreclosure19.71%
REO6.24%
 
Cumulative Net Loss15.10%
Loss Severity75.09%
 
Prepayment Experience
1mo CPR16.25%
3mo CPR18.52%
6mo CPR19.88%
9mo CPR21.01%
12mo CPR21.88%
Life CPRNA


* Delinquency methodology: OTS