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Morgan Stanley ABS Static Pool Information (Last Update: March 12 2010)

    MORGAN STANLEY MORTGAGE LOAN TRUST 2006-12XS
Collateral Performance History
Seller Glossary Servicer Glossary

DEAL NAMEMSM 2006-12XS
Closing Date9/29/2006
 
Initial Collateral Characteristics
Principal Balance ($)521,284,433
 
Sellers (Over 10%)Morgan Stanley Mortgage Capital Inc.(40.74%),First National Bank of Nevada(25.47%),Greenpoint Mortgage Funding, Inc.(14.93%),Opteum Financial(11.21%)
 
Servicers (Over 10%)GMAC Mortgage Corporation(83.76%),Greenpoint Mortgage Funding, Inc.(14.93%)
 
Number of Loans2,327
Avg Loan Balance ($)224,016
 
Fixed/Floating
% FRM100
% ARM0
% Short Arm0
% 3/1 or 3/60
% 5/1 or 5/60
% 7/1 or 7/60
% 10/1 or 10/60
 
% IO46.35
Wtd Avg IO Term (months)118
 
Wtd Avg Current Mortgage Rate (%)7.59
< 4.00%0
4.0000% - 4.9999%0
5.0000% - 5.9999%0.48
6.0000% - 6.9999%13.26
7.0000% - 7.9999%65.24
8.0000% - 8.9999%18.39
9.0000% - 9.9999%2.22
10.0000% - 10.9999%0.27
11.000% +0.14
 
Non-Zero Wtd Avg Margin (%)0
Non-Zero Wtd Avg Initial Cap (%)0
Non-Zero Wtd Avg Periodic Cap (%)0
 
Lien Composition
% 1st Lien100
% 2nd Lien0
 
Non-Zero Wtd Avg FICO694
% FICO below 660 (inc. N/A)26.99
% FICO below 620 (inc. N/A)5.42
 
Wtd Avg Orig LTV74.85
% LTV > 805.7
% LTV > 902.88
% LTV > 950.48
 
Documentation Level
% Full/Alt Documentation13.73
% Stated Documentation7.14
% Limited Documentation50.18
% No Documentation13.89
% No Ratio Documentation15.06
 
% Owner Occupied72.65
% Investor24.11
% Second Home3.24
 
Loan Purpose
% Cashout Refinance38.16
% Purchase50.86
% Rate Term Refinance10.98
 
State Concentration (Over 5%)CA(21.44%),FL(11.56%),NY(10.21%),NJ(5.72%),TX(5.65%)
 
% Prepay Penalty48.28
 
Wtd Avg Std Orig Term (months)352
Wtd Avg Std Rem Term (months)349
Wtd Average Loan Age (months)2

Collateral Performance History