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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date8/1/2008
 
Performance Summary
Current Pool Factor57.25%
 
Delinquency Status (*)
30+ Days12.63%
60+ Days7.26%
90+ Days5.25%
120+ Days0.00%
 
Bankruptcy2.78%
Foreclosure25.26%
REO12.14%
 
Cumulative Net Loss4.31%
Loss Severity58.64%
 
Prepayment Experience
1mo CPR26.36%
3mo CPR28.41%
6mo CPR26.68%
9mo CPR22.57%
12mo CPR20.37%
Life CPRNA


* Delinquency methodology: OTS