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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date12/1/2009
 
Performance Summary
Current Pool Factor37.23%
 
Delinquency Status (*)
30+ Days28.21%
60+ Days24.44%
90+ Days21.07%
120+ Days0.00%
 
Bankruptcy3.77%
Foreclosure20.99%
REO7.73%
 
Cumulative Net Loss17.58%
Loss Severity71.24%
 
Prepayment Experience
1mo CPR16.83%
3mo CPR21.06%
6mo CPR26.05%
9mo CPR27.29%
12mo CPR27.22%
Life CPRNA


* Delinquency methodology: OTS