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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2007-NC2— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC2
Closing Date5/3/2007
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor44.12%
 
Delinquency Status (*)
30+ Days18.63%
60+ Days15.68%
90+ Days14.17%
120+ Days12.75%
 
Bankruptcy5.37%
Foreclosure23.93%
REO7.35%
 
Cumulative Net Loss29.43%
Loss Severity100.00%
 
Prepayment Experience
1mo CPR12.93%
3mo CPR16.23%
6mo CPR18.34%
9mo CPR15.31%
12mo CPR15.13%
Life CPR15.19%


* Delinquency methodology: OTS