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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2006-NC4— April 2008


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date4/1/2008
 
Performance Summary
Current Pool Factor64.53%
 
Delinquency Status (*)
30+ Days10.15%
60+ Days5.94%
90+ Days4.38%
120+ Days0.00%
 
Bankruptcy2.42%
Foreclosure20.34%
REO10.53%
 
Cumulative Net Loss1.78%
Loss Severity61.47%
 
Prepayment Experience
1mo CPR27.01%
3mo CPR19.24%
6mo CPR16.20%
9mo CPR15.72%
12mo CPR16.97%
Life CPRNA


* Delinquency methodology: OTS