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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2006-NC4— January 2010


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date1/1/2010
 
Performance Summary
Current Pool Factor36.59%
 
Delinquency Status (*)
30+ Days27.93%
60+ Days24.16%
90+ Days21.63%
120+ Days0.00%
 
Bankruptcy3.53%
Foreclosure21.58%
REO7.60%
 
Cumulative Net Loss18.01%
Loss Severity73.38%
 
Prepayment Experience
1mo CPR17.93%
3mo CPR18.97%
6mo CPR22.96%
9mo CPR26.87%
12mo CPR26.18%
Life CPRNA


* Delinquency methodology: OTS