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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date11/1/2008
 
Performance Summary
Current Pool Factor52.83%
 
Delinquency Status (*)
30+ Days15.31%
60+ Days9.96%
90+ Days7.52%
120+ Days0.00%
 
Bankruptcy3.01%
Foreclosure24.55%
REO14.20%
 
Cumulative Net Loss6.72%
Loss Severity66.02%
 
Prepayment Experience
1mo CPR28.69%
3mo CPR27.20%
6mo CPR27.76%
9mo CPR26.82%
12mo CPR23.72%
Life CPRNA


* Delinquency methodology: OTS