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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date6/1/2008
 
Performance Summary
Current Pool Factor60.76%
 
Delinquency Status (*)
30+ Days12.66%
60+ Days6.49%
90+ Days4.59%
120+ Days0.00%
 
Bankruptcy2.69%
Foreclosure21.65%
REO11.86%
 
Cumulative Net Loss2.75%
Loss Severity52.78%
 
Prepayment Experience
1mo CPR26.01%
3mo CPR29.01%
6mo CPR21.80%
9mo CPR19.15%
12mo CPR18.48%
Life CPRNA


* Delinquency methodology: OTS