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Morgan Stanley ABS Static Pool Information (Last Update: May 23 2012)

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2007-NC1— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC1
Closing Date1/26/2007
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor38.82%
 
Delinquency Status (*)
30+ Days16.63%
60+ Days14.06%
90+ Days12.78%
120+ Days0.00%
 
Bankruptcy5.58%
Foreclosure21.35%
REO5.38%
 
Cumulative Net Loss27.94%
Loss Severity82.94%
 
Prepayment Experience
1mo CPR13.84%
3mo CPR15.24%
6mo CPR15.30%
9mo CPR14.31%
12mo CPR14.31%
Life CPR16.79%


* Delinquency methodology: OTS