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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date4/1/2009
 
Performance Summary
Current Pool Factor46.54%
 
Delinquency Status (*)
30+ Days15.62%
60+ Days11.06%
90+ Days7.56%
120+ Days0.00%
 
Bankruptcy3.09%
Foreclosure29.67%
REO13.88%
 
Cumulative Net Loss10.69%
Loss Severity74.22%
 
Prepayment Experience
1mo CPR22.19%
3mo CPR24.13%
6mo CPR26.28%
9mo CPR26.30%
12mo CPR27.47%
Life CPRNA


* Delinquency methodology: OTS