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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date12/1/2008
 
Performance Summary
Current Pool Factor51.52%
 
Delinquency Status (*)
30+ Days16.47%
60+ Days11.11%
90+ Days7.61%
120+ Days0.00%
 
Bankruptcy3.17%
Foreclosure24.74%
REO13.93%
 
Cumulative Net Loss7.52%
Loss Severity67.04%
 
Prepayment Experience
1mo CPR25.50%
3mo CPR26.07%
6mo CPR27.68%
9mo CPR28.12%
12mo CPR24.79%
Life CPRNA


* Delinquency methodology: OTS