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Morgan Stanley ABS Static Pool Information (Last Update: May 23 2012)

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2006-HE5— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-HE5
Closing Date6/30/2006
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor33.11%
 
Delinquency Status (*)
30+ Days19.75%
60+ Days16.03%
90+ Days14.38%
120+ Days0.00%
 
Bankruptcy5.58%
Foreclosure28.27%
REO6.09%
 
Cumulative Net Loss24.99%
Loss Severity86.86%
 
Prepayment Experience
1mo CPR7.79%
3mo CPR10.39%
6mo CPR12.02%
9mo CPR11.89%
12mo CPR12.05%
Life CPRNA


* Delinquency methodology: OTS