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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date7/1/2008
 
Performance Summary
Current Pool Factor58.76%
 
Delinquency Status (*)
30+ Days15.42%
60+ Days9.50%
90+ Days4.74%
120+ Days0.00%
 
Bankruptcy2.87%
Foreclosure20.82%
REO12.25%
 
Cumulative Net Loss3.59%
Loss Severity60.53%
 
Prepayment Experience
1mo CPR32.67%
3mo CPR30.88%
6mo CPR25.30%
9mo CPR21.42%
12mo CPR19.81%
Life CPRNA


* Delinquency methodology: OTS