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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date3/1/2007
 
Performance Summary
Current Pool Factor79.67%
 
Delinquency Status (*)
30+ Days8.43%
60+ Days4.29%
90+ Days1.47%
120+ Days0.00%
 
Bankruptcy0.67%
Foreclosure8.21%
REO1.04%
 
Cumulative Net Loss0.23%
Loss Severity88.62%
 
Prepayment Experience
1mo CPR27.70%
3mo CPR26.25%
Life CPRNA


* Delinquency methodology: OTS