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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date5/1/2008
 
Performance Summary
Current Pool Factor62.33%
 
Delinquency Status (*)
30+ Days12.24%
60+ Days6.89%
90+ Days4.44%
120+ Days0.00%
 
Bankruptcy2.47%
Foreclosure20.10%
REO11.04%
 
Cumulative Net Loss2.09%
Loss Severity40.11%
 
Prepayment Experience
1mo CPR33.72%
3mo CPR24.91%
6mo CPR19.48%
9mo CPR17.50%
12mo CPR18.02%
Life CPRNA


* Delinquency methodology: OTS