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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2006-HE5— February 2010


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-HE5
Closing Date6/30/2006
Collateral Factor Date2/1/2010
 
Performance Summary
Current Pool Factor43.17%
 
Delinquency Status (*)
30+ Days35.40%
60+ Days31.48%
90+ Days28.46%
120+ Days0.00%
 
Bankruptcy4.64%
Foreclosure19.97%
REO5.21%
 
Cumulative Net Loss17.56%
Loss Severity83.82%
 
Prepayment Experience
1mo CPR9.91%
3mo CPR13.46%
6mo CPR16.24%
9mo CPR17.81%
12mo CPR18.59%
Life CPRNA


* Delinquency methodology: OTS