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

MORGAN STANLEY MORTGAGE LOAN TRUST 2006-11— January 2012


DEAL NAMEMorgan Stanley Mortgage Loan Trust 2006-11
Closing Date7/31/2006
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor45.70%
 
Delinquency Status (*)
30+ Days12.97%
60+ Days7.19%
90+ Days5.03%
120+ Days4.07%
 
Bankruptcy4.02%
Foreclosure13.09%
REO1.84%
 
Cumulative Net Loss11.90%
Loss Severity51.33%
 
Prepayment Experience
1mo CPR23.33%
3mo CPR14.51%
6mo CPR12.77%
9mo CPR13.29%
12mo CPR13.31%
Life CPR13.96%


* Delinquency methodology: MBA