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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2007-NC4— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC4
Closing Date6/20/2007
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor51.76%
 
Delinquency Status (*)
30+ Days12.94%
60+ Days8.64%
90+ Days6.99%
120+ Days5.73%
 
Bankruptcy5.26%
Foreclosure20.21%
REO5.67%
 
Cumulative Net Loss37.79%
Loss Severity95.93%
 
Prepayment Experience
1mo CPR13.57%
3mo CPR13.95%
6mo CPR12.62%
9mo CPR14.55%
12mo CPR14.87%
Life CPR17.54%


* Delinquency methodology: OTS