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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2006-HE6— May 2009


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-HE6
Closing Date9/27/2006
Collateral Factor Date5/1/2009
 
Performance Summary
Current Pool Factor57.11%
 
Delinquency Status (*)
30+ Days37.29%
60+ Days32.83%
90+ Days28.83%
120+ Days0.00%
 
Bankruptcy3.55%
Foreclosure21.03%
REO5.48%
 
Cumulative Net Loss12.21%
Loss Severity78.30%
 
Prepayment Experience
1mo CPR19.90%
3mo CPR19.79%
6mo CPR19.78%
9mo CPR21.16%
12mo CPR23.17%
Life CPRNA


* Delinquency methodology: OTS