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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC1
Closing Date1/26/2007
Collateral Factor Date5/1/2009
 
Performance Summary
Current Pool Factor61.75%
 
Delinquency Status (*)
30+ Days26.10%
60+ Days21.90%
90+ Days18.72%
120+ Days0.00%
 
Bankruptcy3.26%
Foreclosure25.18%
REO5.78%
 
Cumulative Net Loss11.01%
Loss Severity75.39%
 
Prepayment Experience
1mo CPR25.19%
3mo CPR25.04%
6mo CPR22.84%
9mo CPR23.32%
12mo CPR22.51%
Life CPR18.29%


* Delinquency methodology: OTS