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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC1
Closing Date1/26/2007
Collateral Factor Date6/1/2009
 
Performance Summary
Current Pool Factor60.41%
 
Delinquency Status (*)
30+ Days26.87%
60+ Days22.18%
90+ Days18.80%
120+ Days0.00%
 
Bankruptcy3.32%
Foreclosure26.21%
REO4.60%
 
Cumulative Net Loss11.92%
Loss Severity72.27%
 
Prepayment Experience
1mo CPR22.81%
3mo CPR24.97%
6mo CPR23.03%
9mo CPR23.57%
12mo CPR22.99%
Life CPR18.45%


* Delinquency methodology: OTS