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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date10/1/2008
 
Performance Summary
Current Pool Factor54.36%
 
Delinquency Status (*)
30+ Days13.87%
60+ Days9.00%
90+ Days6.25%
120+ Days0.00%
 
Bankruptcy2.92%
Foreclosure25.11%
REO13.93%
 
Cumulative Net Loss5.82%
Loss Severity62.31%
 
Prepayment Experience
1mo CPR23.93%
3mo CPR26.32%
6mo CPR28.63%
9mo CPR25.63%
12mo CPR22.67%
Life CPRNA


* Delinquency methodology: OTS