Home  
 
 
Morgan Stanley ABS Static Pool Information (Last Update: May 23 2012)

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2006-NC4— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC4
Closing Date6/23/2006
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor25.97%
 
Delinquency Status (*)
30+ Days17.79%
60+ Days13.25%
90+ Days11.15%
120+ Days0.00%
 
Bankruptcy4.02%
Foreclosure24.67%
REO3.99%
 
Cumulative Net Loss26.05%
Loss Severity79.70%
 
Prepayment Experience
1mo CPR13.05%
3mo CPR12.00%
6mo CPR13.31%
9mo CPR13.79%
12mo CPR13.73%
Life CPRNA


* Delinquency methodology: OTS