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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-HE5
Closing Date6/30/2006
Collateral Factor Date10/1/2009
 
Performance Summary
Current Pool Factor45.86%
 
Delinquency Status (*)
30+ Days32.85%
60+ Days29.24%
90+ Days26.27%
120+ Days0.00%
 
Bankruptcy4.30%
Foreclosure19.56%
REO5.99%
 
Cumulative Net Loss15.63%
Loss Severity74.31%
 
Prepayment Experience
1mo CPR17.22%
3mo CPR18.44%
6mo CPR19.05%
9mo CPR19.94%
12mo CPR21.18%
Life CPRNA


* Delinquency methodology: OTS