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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date10/1/2007
 
Performance Summary
Current Pool Factor70.69%
 
Delinquency Status (*)
30+ Days10.48%
60+ Days5.51%
90+ Days2.40%
120+ Days0.00%
 
Bankruptcy1.74%
Foreclosure13.04%
REO6.68%
 
Cumulative Net Loss0.68%
Loss Severity32.00%
 
Prepayment Experience
1mo CPR12.88%
3mo CPR14.72%
6mo CPR17.72%
9mo CPR19.94%
Life CPRNA


* Delinquency methodology: OTS