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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-HE5
Closing Date6/30/2006
Collateral Factor Date11/1/2009
 
Performance Summary
Current Pool Factor44.84%
 
Delinquency Status (*)
30+ Days33.29%
60+ Days30.02%
90+ Days26.97%
120+ Days0.00%
 
Bankruptcy4.31%
Foreclosure20.36%
REO5.01%
 
Cumulative Net Loss16.37%
Loss Severity77.29%
 
Prepayment Experience
1mo CPR23.34%
3mo CPR19.01%
6mo CPR19.98%
9mo CPR20.31%
12mo CPR21.19%
Life CPRNA


* Delinquency methodology: OTS