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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date1/1/2007
 
Performance Summary
Current Pool Factor83.83%
 
Delinquency Status (*)
30+ Days8.50%
60+ Days4.07%
90+ Days1.24%
120+ Days0.00%
 
Bankruptcy0.33%
Foreclosure7.00%
REO0.08%
 
Cumulative Net Loss0.14%
Loss Severity91.77%
 
Prepayment Experience
1mo CPR26.77%
3mo CPR27.62%
6mo CPR27.44%
Life CPR25.74%


* Delinquency methodology: OTS