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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date8/1/2009
 
Performance Summary
Current Pool Factor40.52%
 
Delinquency Status (*)
30+ Days13.80%
60+ Days9.59%
90+ Days7.96%
120+ Days0.00%
 
Bankruptcy3.76%
Foreclosure34.18%
REO8.45%
 
Cumulative Net Loss15.21%
Loss Severity75.35%
 
Prepayment Experience
1mo CPR31.81%
3mo CPR33.95%
6mo CPR30.09%
9mo CPR29.36%
12mo CPR28.83%
Life CPRNA


* Delinquency methodology: OTS