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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date7/1/2009
 
Performance Summary
Current Pool Factor41.86%
 
Delinquency Status (*)
30+ Days14.11%
60+ Days9.73%
90+ Days7.38%
120+ Days0.00%
 
Bankruptcy3.52%
Foreclosure33.67%
REO9.34%
 
Cumulative Net Loss14.20%
Loss Severity76.56%
 
Prepayment Experience
1mo CPR35.81%
3mo CPR34.14%
6mo CPR29.31%
9mo CPR28.99%
12mo CPR28.33%
Life CPRNA


* Delinquency methodology: OTS