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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date5/1/2009
 
Performance Summary
Current Pool Factor45.02%
 
Delinquency Status (*)
30+ Days15.75%
60+ Days10.77%
90+ Days7.90%
120+ Days0.00%
 
Bankruptcy3.39%
Foreclosure29.73%
REO13.12%
 
Cumulative Net Loss11.84%
Loss Severity77.16%
 
Prepayment Experience
1mo CPR32.39%
3mo CPR25.96%
6mo CPR26.91%
9mo CPR27.01%
12mo CPR27.33%
Life CPRNA


* Delinquency methodology: OTS