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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date3/1/2008
 
Performance Summary
Current Pool Factor66.28%
 
Delinquency Status (*)
30+ Days10.15%
60+ Days5.83%
90+ Days4.41%
120+ Days0.00%
 
Bankruptcy2.43%
Foreclosure19.40%
REO9.91%
 
Cumulative Net Loss1.41%
Loss Severity55.41%
 
Prepayment Experience
1mo CPR12.42%
3mo CPR13.84%
6mo CPR13.69%
9mo CPR14.61%
12mo CPR16.36%
Life CPRNA


* Delinquency methodology: OTS