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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date2/1/2008
 
Performance Summary
Current Pool Factor67.04%
 
Delinquency Status (*)
30+ Days10.92%
60+ Days6.54%
90+ Days4.61%
120+ Days0.00%
 
Bankruptcy2.37%
Foreclosure18.46%
REO8.89%
 
Cumulative Net Loss1.28%
Loss Severity51.88%
 
Prepayment Experience
1mo CPR17.58%
3mo CPR13.62%
6mo CPR13.48%
9mo CPR15.54%
12mo CPR17.68%
Life CPRNA


* Delinquency methodology: OTS