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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2006-NC4— February 2009


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date2/1/2009
 
Performance Summary
Current Pool Factor48.61%
 
Delinquency Status (*)
30+ Days16.93%
60+ Days11.14%
90+ Days7.61%
120+ Days0.00%
 
Bankruptcy2.97%
Foreclosure25.91%
REO14.73%
 
Cumulative Net Loss9.40%
Loss Severity72.23%
 
Prepayment Experience
1mo CPR27.20%
3mo CPR27.86%
6mo CPR27.53%
9mo CPR27.79%
12mo CPR27.07%
Life CPRNA


* Delinquency methodology: OTS