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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date4/1/2007
 
Performance Summary
Current Pool Factor78.14%
 
Delinquency Status (*)
30+ Days8.25%
60+ Days3.69%
90+ Days1.32%
120+ Days0.00%
 
Bankruptcy1.04%
Foreclosure8.12%
REO1.94%
 
Cumulative Net Loss0.27%
Loss Severity66.94%
 
Prepayment Experience
1mo CPR20.33%
3mo CPR24.19%
Life CPRNA


* Delinquency methodology: OTS