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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC1
Closing Date1/26/2007
Collateral Factor Date5/1/2008
 
Performance Summary
Current Pool Factor80.07%
 
Delinquency Status (*)
30+ Days14.99%
60+ Days10.05%
90+ Days6.58%
120+ Days0.00%
 
Bankruptcy2.45%
Foreclosure13.72%
REO7.64%
 
Cumulative Net Loss1.46%
Loss Severity55.17%
 
Prepayment Experience
1mo CPR13.02%
3mo CPR13.77%
6mo CPR13.54%
9mo CPR14.31%
12mo CPR14.63%
Life CPR14.98%


* Delinquency methodology: OTS