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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2006-NC4— February 2007


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date2/1/2007
 
Performance Summary
Current Pool Factor81.89%
 
Delinquency Status (*)
30+ Days9.74%
60+ Days5.33%
90+ Days2.40%
120+ Days0.00%
 
Bankruptcy0.50%
Foreclosure6.93%
REO0.41%
 
Cumulative Net Loss0.18%
Loss Severity86.74%
 
Prepayment Experience
1mo CPR24.34%
3mo CPR27.07%
Life CPRNA


* Delinquency methodology: OTS