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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC1
Closing Date1/26/2007
Collateral Factor Date12/1/2008
 
Performance Summary
Current Pool Factor69.03%
 
Delinquency Status (*)
30+ Days23.91%
60+ Days16.02%
90+ Days11.29%
120+ Days0.00%
 
Bankruptcy3.62%
Foreclosure19.61%
REO9.21%
 
Cumulative Net Loss6.09%
Loss Severity63.15%
 
Prepayment Experience
1mo CPR21.60%
3mo CPR24.62%
6mo CPR22.94%
9mo CPR20.49%
12mo CPR18.42%
Life CPR17.21%


* Delinquency methodology: OTS