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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date11/1/2009
 
Performance Summary
Current Pool Factor37.83%
 
Delinquency Status (*)
30+ Days26.87%
60+ Days22.51%
90+ Days19.90%
120+ Days0.00%
 
Bankruptcy3.41%
Foreclosure22.54%
REO7.59%
 
Cumulative Net Loss17.17%
Loss Severity68.94%
 
Prepayment Experience
1mo CPR22.09%
3mo CPR23.47%
6mo CPR28.90%
9mo CPR27.93%
12mo CPR27.91%
Life CPRNA


* Delinquency methodology: OTS