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

MORGAN STANLEY CAPITAL I INC. TRUST 2006-HE1— January 2012


DEAL NAMEMorgan Stanley Capital I Inc. Trust 2006-HE1
Closing Date2/28/2006
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor22.80%
 
Delinquency Status (*)
30+ Days15.92%
60+ Days10.26%
90+ Days8.00%
120+ Days6.71%
 
Bankruptcy5.87%
Foreclosure26.92%
REO1.59%
 
Cumulative Net Loss20.75%
Loss Severity70.56%
 
Prepayment Experience
1mo CPR8.98%
3mo CPR5.14%
6mo CPR6.23%
9mo CPR7.21%
12mo CPR7.90%
Life CPR20.54%


* Delinquency methodology: OTS