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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC1
Closing Date1/26/2007
Collateral Factor Date11/1/2007
 
Performance Summary
Current Pool Factor86.31%
 
Delinquency Status (*)
30+ Days12.54%
60+ Days6.74%
90+ Days3.73%
120+ Days0.00%
 
Bankruptcy0.86%
Foreclosure9.43%
REO2.46%
 
Cumulative Net Loss0.34%
Loss Severity52.16%
 
Prepayment Experience
1mo CPR17.72%
3mo CPR15.83%
6mo CPR15.70%
9mo CPR15.84%
Life CPR15.83%


* Delinquency methodology: OTS