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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2006-NC4— January 2009


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date1/1/2009
 
Performance Summary
Current Pool Factor49.94%
 
Delinquency Status (*)
30+ Days16.37%
60+ Days10.40%
90+ Days7.61%
120+ Days0.00%
 
Bankruptcy3.06%
Foreclosure25.75%
REO14.53%
 
Cumulative Net Loss8.49%
Loss Severity65.33%
 
Prepayment Experience
1mo CPR30.79%
3mo CPR28.36%
6mo CPR27.35%
9mo CPR28.54%
12mo CPR26.32%
Life CPRNA


* Delinquency methodology: OTS