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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC1
Closing Date1/26/2007
Collateral Factor Date4/1/2009
 
Performance Summary
Current Pool Factor63.29%
 
Delinquency Status (*)
30+ Days25.84%
60+ Days21.80%
90+ Days17.58%
120+ Days0.00%
 
Bankruptcy3.05%
Foreclosure23.92%
REO7.45%
 
Cumulative Net Loss9.89%
Loss Severity74.99%
 
Prepayment Experience
1mo CPR26.82%
3mo CPR22.62%
6mo CPR23.31%
9mo CPR22.67%
12mo CPR21.53%
Life CPR18.03%


* Delinquency methodology: OTS