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Morgan Stanley ABS Static Pool Information (Last Update: May 22 2012)

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC1
Closing Date1/26/2007
Collateral Factor Date2/1/2010
 
Performance Summary
Current Pool Factor51.94%
 
Delinquency Status (*)
30+ Days32.17%
60+ Days28.07%
90+ Days24.19%
120+ Days0.00%
 
Bankruptcy3.20%
Foreclosure24.50%
REO3.90%
 
Cumulative Net Loss18.15%
Loss Severity94.22%
 
Prepayment Experience
1mo CPR23.44%
3mo CPR18.44%
6mo CPR18.73%
9mo CPR20.07%
12mo CPR21.42%
Life CPR18.76%


* Delinquency methodology: OTS