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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2006-NC4— January 2008


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date1/1/2008
 
Performance Summary
Current Pool Factor68.17%
 
Delinquency Status (*)
30+ Days10.54%
60+ Days5.66%
90+ Days3.74%
120+ Days0.00%
 
Bankruptcy2.29%
Foreclosure17.90%
REO8.23%
 
Cumulative Net Loss1.00%
Loss Severity34.58%
 
Prepayment Experience
1mo CPR11.36%
3mo CPR13.04%
6mo CPR13.88%
9mo CPR16.19%
12mo CPR18.27%
Life CPRNA


* Delinquency methodology: OTS