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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2007-NC1— September 2007


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC1
Closing Date1/26/2007
Collateral Factor Date9/1/2007
 
Performance Summary
Current Pool Factor88.88%
 
Delinquency Status (*)
30+ Days10.15%
60+ Days4.92%
90+ Days2.56%
120+ Days0.00%
 
Bankruptcy0.50%
Foreclosure8.34%
REO0.82%
 
Cumulative Net Loss0.15%
Loss Severity52.24%
 
Prepayment Experience
1mo CPR15.94%
3mo CPR14.93%
6mo CPR15.80%
Life CPR15.85%


* Delinquency methodology: OTS