| DEAL NAME | Morgan Stanley Mortgage Loan Trust 2006-2 |
| Closing Date | 1/31/2006 |
| Collateral Factor Date | 1/1/2012 |
| |
| Performance Summary | |
| Current Pool Factor | 53.86% |
| |
| Delinquency Status (*) | |
| 30+ Days | 8.91% |
| 60+ Days | 5.17% |
| 90+ Days | 3.53% |
| 120+ Days | 2.46% |
| |
| Bankruptcy | 1.76% |
| Foreclosure | 7.26% |
| REO | 0.83% |
| |
| Cumulative Net Loss | 5.16% |
| Loss Severity | 87.08% |
| |
| Prepayment Experience | |
| 1mo CPR | 12.29% |
| 3mo CPR | 10.34% |
| 6mo CPR | 10.36% |
| 9mo CPR | 9.68% |
| 12mo CPR | 10.47% |
| Life CPR | 8.63% |
|