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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC1
Closing Date1/26/2007
Collateral Factor Date11/1/2009
 
Performance Summary
Current Pool Factor54.75%
 
Delinquency Status (*)
30+ Days32.93%
60+ Days27.86%
90+ Days24.60%
120+ Days0.00%
 
Bankruptcy3.51%
Foreclosure23.80%
REO3.74%
 
Cumulative Net Loss15.93%
Loss Severity73.67%
 
Prepayment Experience
1mo CPR18.99%
3mo CPR19.31%
6mo CPR21.02%
9mo CPR22.35%
12mo CPR21.91%
Life CPR18.78%


* Delinquency methodology: OTS