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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC1
Closing Date1/26/2007
Collateral Factor Date9/1/2009
 
Performance Summary
Current Pool Factor56.86%
 
Delinquency Status (*)
30+ Days30.09%
60+ Days25.91%
90+ Days22.41%
120+ Days0.00%
 
Bankruptcy3.49%
Foreclosure24.23%
REO4.26%
 
Cumulative Net Loss14.46%
Loss Severity75.48%
 
Prepayment Experience
1mo CPR18.13%
3mo CPR21.07%
6mo CPR23.01%
9mo CPR22.40%
12mo CPR22.96%
Life CPR18.71%


* Delinquency methodology: OTS