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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC1
Closing Date1/26/2007
Collateral Factor Date9/1/2008
 
Performance Summary
Current Pool Factor74.16%
 
Delinquency Status (*)
30+ Days14.11%
60+ Days9.39%
90+ Days5.33%
120+ Days0.00%
 
Bankruptcy3.45%
Foreclosure18.63%
REO9.05%
 
Cumulative Net Loss3.97%
Loss Severity65.62%
 
Prepayment Experience
1mo CPR20.52%
3mo CPR21.23%
6mo CPR18.34%
9mo CPR16.25%
12mo CPR16.17%
Life CPR16.04%


* Delinquency methodology: OTS