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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date10/1/2009
 
Performance Summary
Current Pool Factor38.65%
 
Delinquency Status (*)
30+ Days23.29%
60+ Days19.24%
90+ Days17.53%
120+ Days0.00%
 
Bankruptcy3.51%
Foreclosure25.43%
REO7.33%
 
Cumulative Net Loss16.62%
Loss Severity77.73%
 
Prepayment Experience
1mo CPR24.15%
3mo CPR26.78%
6mo CPR30.46%
9mo CPR28.37%
12mo CPR28.35%
Life CPRNA


* Delinquency methodology: OTS