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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date5/1/2007
 
Performance Summary
Current Pool Factor76.42%
 
Delinquency Status (*)
30+ Days9.41%
60+ Days4.60%
90+ Days1.68%
120+ Days0.00%
 
Bankruptcy1.55%
Foreclosure7.87%
REO2.65%
 
Cumulative Net Loss0.31%
Loss Severity53.41%
 
Prepayment Experience
1mo CPR23.06%
3mo CPR23.76%
6mo CPR25.44%
Life CPRNA


* Delinquency methodology: OTS