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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2006-HE4— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-HE4
Closing Date6/23/2006
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor24.15%
 
Delinquency Status (*)
30+ Days14.22%
60+ Days10.78%
90+ Days8.65%
120+ Days0.00%
 
Bankruptcy5.39%
Foreclosure26.55%
REO4.30%
 
Cumulative Net Loss26.81%
Loss Severity83.29%
 
Prepayment Experience
1mo CPR13.80%
3mo CPR10.17%
6mo CPR11.64%
9mo CPR12.92%
12mo CPR13.56%
Life CPRNA


* Delinquency methodology: OTS