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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC1
Closing Date1/26/2007
Collateral Factor Date10/1/2008
 
Performance Summary
Current Pool Factor72.45%
 
Delinquency Status (*)
30+ Days16.42%
60+ Days11.48%
90+ Days7.92%
120+ Days0.00%
 
Bankruptcy3.67%
Foreclosure17.84%
REO9.86%
 
Cumulative Net Loss4.59%
Loss Severity61.02%
 
Prepayment Experience
1mo CPR24.11%
3mo CPR21.32%
6mo CPR19.68%
9mo CPR17.47%
12mo CPR17.05%
Life CPR16.44%


* Delinquency methodology: OTS