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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date6/1/2009
 
Performance Summary
Current Pool Factor43.46%
 
Delinquency Status (*)
30+ Days14.19%
60+ Days10.32%
90+ Days6.93%
120+ Days0.00%
 
Bankruptcy3.48%
Foreclosure31.98%
REO11.32%
 
Cumulative Net Loss12.98%
Loss Severity76.11%
 
Prepayment Experience
1mo CPR34.12%
3mo CPR29.75%
6mo CPR28.40%
9mo CPR27.63%
12mo CPR28.04%
Life CPRNA


* Delinquency methodology: OTS