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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2007-NC1— January 2010


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC1
Closing Date1/26/2007
Collateral Factor Date1/1/2010
 
Performance Summary
Current Pool Factor53.16%
 
Delinquency Status (*)
30+ Days34.27%
60+ Days28.78%
90+ Days25.34%
120+ Days0.00%
 
Bankruptcy3.12%
Foreclosure24.68%
REO3.65%
 
Cumulative Net Loss16.95%
Loss Severity72.22%
 
Prepayment Experience
1mo CPR11.92%
3mo CPR16.72%
6mo CPR17.81%
9mo CPR20.28%
12mo CPR20.90%
Life CPR18.61%


* Delinquency methodology: OTS