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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2006-NC1— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC1
Closing Date1/27/2006
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor20.89%
 
Delinquency Status (*)
30+ Days11.84%
60+ Days6.00%
90+ Days4.21%
120+ Days0.00%
 
Bankruptcy5.98%
Foreclosure13.00%
REO3.34%
 
Cumulative Net Loss17.57%
Loss Severity81.24%
 
Prepayment Experience
1mo CPR18.92%
3mo CPR15.97%
6mo CPR15.29%
9mo CPR13.98%
12mo CPR14.08%
Life CPRNA


* Delinquency methodology: OTS