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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2006-NC5— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2006-NC5
Closing Date11/28/2006
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor44.90%
 
Delinquency Status (*)
30+ Days21.48%
60+ Days19.34%
90+ Days17.65%
120+ Days0.00%
 
Bankruptcy5.80%
Foreclosure32.55%
REO5.05%
 
Cumulative Net Loss22.81%
Loss Severity82.13%
 
Prepayment Experience
1mo CPR19.04%
3mo CPR15.87%
6mo CPR14.40%
9mo CPR12.97%
12mo CPR12.82%
Life CPR13.91%


* Delinquency methodology: OTS