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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date11/1/2007
 
Performance Summary
Current Pool Factor69.64%
 
Delinquency Status (*)
30+ Days10.02%
60+ Days4.76%
90+ Days2.95%
120+ Days0.00%
 
Bankruptcy2.05%
Foreclosure14.84%
REO7.17%
 
Cumulative Net Loss0.83%
Loss Severity34.10%
 
Prepayment Experience
1mo CPR15.89%
3mo CPR13.34%
6mo CPR16.49%
9mo CPR18.99%
12mo CPR21.10%
Life CPRNA


* Delinquency methodology: OTS