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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC1
Closing Date1/26/2007
Collateral Factor Date11/1/2008
 
Performance Summary
Current Pool Factor70.47%
 
Delinquency Status (*)
30+ Days18.95%
60+ Days13.03%
90+ Days9.09%
120+ Days0.00%
 
Bankruptcy3.52%
Foreclosure19.00%
REO9.60%
 
Cumulative Net Loss5.46%
Loss Severity68.21%
 
Prepayment Experience
1mo CPR27.96%
3mo CPR24.27%
6mo CPR22.17%
9mo CPR19.46%
12mo CPR17.97%
Life CPR17.01%


* Delinquency methodology: OTS