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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date8/1/2007
 
Performance Summary
Current Pool Factor72.10%
 
Delinquency Status (*)
30+ Days9.87%
60+ Days4.83%
90+ Days1.54%
120+ Days0.00%
 
Bankruptcy1.88%
Foreclosure11.19%
REO5.25%
 
Cumulative Net Loss0.71%
Loss Severity45.39%
 
Prepayment Experience
1mo CPR20.46%
3mo CPR19.98%
6mo CPR22.06%
9mo CPR23.82%
Life CPRNA


* Delinquency methodology: OTS