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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date12/1/2007
 
Performance Summary
Current Pool Factor68.89%
 
Delinquency Status (*)
30+ Days11.27%
60+ Days6.12%
90+ Days3.83%
120+ Days0.00%
 
Bankruptcy2.44%
Foreclosure15.24%
REO7.69%
 
Cumulative Net Loss0.92%
Loss Severity49.95%
 
Prepayment Experience
1mo CPR11.79%
3mo CPR13.54%
6mo CPR14.98%
9mo CPR17.18%
12mo CPR19.55%
Life CPRNA


* Delinquency methodology: OTS