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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC1
Closing Date1/26/2007
Collateral Factor Date6/1/2008
 
Performance Summary
Current Pool Factor78.82%
 
Delinquency Status (*)
30+ Days15.11%
60+ Days10.44%
90+ Days6.59%
120+ Days0.00%
 
Bankruptcy2.44%
Foreclosure15.10%
REO7.97%
 
Cumulative Net Loss1.90%
Loss Severity57.65%
 
Prepayment Experience
1mo CPR16.76%
3mo CPR15.33%
6mo CPR13.63%
9mo CPR14.40%
12mo CPR14.54%
Life CPR15.09%


* Delinquency methodology: OTS