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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date9/1/2008
 
Performance Summary
Current Pool Factor55.63%
 
Delinquency Status (*)
30+ Days15.30%
60+ Days9.88%
90+ Days6.27%
120+ Days0.00%
 
Bankruptcy2.57%
Foreclosure23.34%
REO13.33%
 
Cumulative Net Loss5.16%
Loss Severity64.92%
 
Prepayment Experience
1mo CPR28.87%
3mo CPR29.34%
6mo CPR29.17%
9mo CPR24.39%
12mo CPR21.82%
Life CPRNA


* Delinquency methodology: OTS