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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC1
Closing Date1/26/2007
Collateral Factor Date10/1/2007
 
Performance Summary
Current Pool Factor87.76%
 
Delinquency Status (*)
30+ Days11.18%
60+ Days6.50%
90+ Days2.68%
120+ Days0.00%
 
Bankruptcy0.62%
Foreclosure9.13%
REO1.34%
 
Cumulative Net Loss0.21%
Loss Severity73.38%
 
Prepayment Experience
1mo CPR13.79%
3mo CPR14.38%
6mo CPR15.15%
9mo CPR15.62%
Life CPR15.62%


* Delinquency methodology: OTS