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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC1
Closing Date1/26/2007
Collateral Factor Date2/1/2009
 
Performance Summary
Current Pool Factor66.45%
 
Delinquency Status (*)
30+ Days27.45%
60+ Days22.20%
90+ Days16.68%
120+ Days0.00%
 
Bankruptcy3.62%
Foreclosure19.48%
REO9.79%
 
Cumulative Net Loss7.66%
Loss Severity70.16%
 
Prepayment Experience
1mo CPR17.66%
3mo CPR20.55%
6mo CPR22.44%
9mo CPR21.64%
12mo CPR19.74%
Life CPR17.44%


* Delinquency methodology: OTS