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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date3/1/2009
 
Performance Summary
Current Pool Factor47.55%
 
Delinquency Status (*)
30+ Days17.25%
60+ Days11.75%
90+ Days7.78%
120+ Days0.00%
 
Bankruptcy2.84%
Foreclosure27.35%
REO14.72%
 
Cumulative Net Loss10.04%
Loss Severity65.69%
 
Prepayment Experience
1mo CPR22.90%
3mo CPR27.04%
6mo CPR26.57%
9mo CPR27.47%
12mo CPR27.86%
Life CPRNA


* Delinquency methodology: OTS