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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date9/1/2009
 
Performance Summary
Current Pool Factor39.57%
 
Delinquency Status (*)
30+ Days21.38%
60+ Days17.05%
90+ Days15.22%
120+ Days0.00%
 
Bankruptcy3.95%
Foreclosure26.82%
REO7.79%
 
Cumulative Net Loss15.91%
Loss Severity74.55%
 
Prepayment Experience
1mo CPR24.15%
3mo CPR30.66%
6mo CPR30.14%
9mo CPR29.09%
12mo CPR28.33%
Life CPRNA


* Delinquency methodology: OTS