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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date6/1/2007
 
Performance Summary
Current Pool Factor74.92%
 
Delinquency Status (*)
30+ Days9.84%
60+ Days4.21%
90+ Days1.39%
120+ Days0.00%
 
Bankruptcy2.13%
Foreclosure9.01%
REO3.18%
 
Cumulative Net Loss0.39%
Loss Severity76.97%
 
Prepayment Experience
1mo CPR20.74%
3mo CPR21.39%
6mo CPR23.86%
Life CPRNA


* Delinquency methodology: OTS