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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date9/1/2007
 
Performance Summary
Current Pool Factor71.54%
 
Delinquency Status (*)
30+ Days8.37%
60+ Days3.45%
90+ Days1.76%
120+ Days0.00%
 
Bankruptcy1.81%
Foreclosure13.69%
REO6.06%
 
Cumulative Net Loss0.60%
Loss Severity49.40%
 
Prepayment Experience
1mo CPR11.17%
3mo CPR16.40%
6mo CPR18.93%
9mo CPR21.45%
Life CPRNA


* Delinquency methodology: OTS