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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC1
Closing Date1/26/2007
Collateral Factor Date3/1/2009
 
Performance Summary
Current Pool Factor64.99%
 
Delinquency Status (*)
30+ Days27.27%
60+ Days22.01%
90+ Days17.77%
120+ Days0.00%
 
Bankruptcy3.43%
Foreclosure21.31%
REO8.77%
 
Cumulative Net Loss8.72%
Loss Severity77.94%
 
Prepayment Experience
1mo CPR23.12%
3mo CPR21.07%
6mo CPR22.87%
9mo CPR22.33%
12mo CPR20.64%
Life CPR17.67%


* Delinquency methodology: OTS