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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2007-NC1— January 2009


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC1
Closing Date1/26/2007
Collateral Factor Date1/1/2009
 
Performance Summary
Current Pool Factor67.56%
 
Delinquency Status (*)
30+ Days27.32%
60+ Days20.06%
90+ Days13.66%
120+ Days0.00%
 
Bankruptcy3.59%
Foreclosure18.97%
REO9.48%
 
Cumulative Net Loss7.00%
Loss Severity73.56%
 
Prepayment Experience
1mo CPR22.31%
3mo CPR24.00%
6mo CPR22.68%
9mo CPR21.16%
12mo CPR19.16%
Life CPR17.43%


* Delinquency methodology: OTS