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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC1
Closing Date1/26/2007
Collateral Factor Date7/1/2008
 
Performance Summary
Current Pool Factor77.02%
 
Delinquency Status (*)
30+ Days13.18%
60+ Days9.32%
90+ Days5.65%
120+ Days0.00%
 
Bankruptcy2.61%
Foreclosure17.59%
REO8.12%
 
Cumulative Net Loss2.64%
Loss Severity58.02%
 
Prepayment Experience
1mo CPR23.88%
3mo CPR18.01%
6mo CPR15.48%
9mo CPR15.58%
12mo CPR15.28%
Life CPR15.60%


* Delinquency methodology: OTS