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Morgan Stanley ABS Static Pool Information (Last Update: May 22 2012)

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date2/1/2010
 
Performance Summary
Current Pool Factor35.97%
 
Delinquency Status (*)
30+ Days28.41%
60+ Days24.40%
90+ Days21.63%
120+ Days0.00%
 
Bankruptcy3.14%
Foreclosure20.62%
REO8.17%
 
Cumulative Net Loss18.40%
Loss Severity63.83%
 
Prepayment Experience
1mo CPR17.75%
3mo CPR17.50%
6mo CPR20.52%
9mo CPR25.26%
12mo CPR25.42%
Life CPRNA


* Delinquency methodology: OTS