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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2007-NC1— February 2008


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC1
Closing Date1/26/2007
Collateral Factor Date2/1/2008
 
Performance Summary
Current Pool Factor83.18%
 
Delinquency Status (*)
30+ Days15.43%
60+ Days10.95%
90+ Days7.11%
120+ Days0.00%
 
Bankruptcy1.58%
Foreclosure10.81%
REO5.31%
 
Cumulative Net Loss0.73%
Loss Severity41.61%
 
Prepayment Experience
1mo CPR10.26%
3mo CPR13.31%
6mo CPR14.58%
9mo CPR14.91%
12mo CPR15.22%
Life CPR15.26%


* Delinquency methodology: OTS