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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC1
Closing Date1/26/2007
Collateral Factor Date8/1/2009
 
Performance Summary
Current Pool Factor57.84%
 
Delinquency Status (*)
30+ Days28.81%
60+ Days24.49%
90+ Days20.99%
120+ Days0.00%
 
Bankruptcy3.42%
Foreclosure24.59%
REO4.35%
 
Cumulative Net Loss13.75%
Loss Severity72.19%
 
Prepayment Experience
1mo CPR17.97%
3mo CPR22.69%
6mo CPR23.85%
9mo CPR22.77%
12mo CPR23.15%
Life CPR18.73%


* Delinquency methodology: OTS