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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC1
Closing Date1/26/2007
Collateral Factor Date7/1/2009
 
Performance Summary
Current Pool Factor58.82%
 
Delinquency Status (*)
30+ Days27.49%
60+ Days23.14%
90+ Days20.00%
120+ Days0.00%
 
Bankruptcy3.50%
Foreclosure25.29%
REO4.12%
 
Cumulative Net Loss13.09%
Loss Severity73.66%
 
Prepayment Experience
1mo CPR26.98%
3mo CPR25.03%
6mo CPR23.81%
9mo CPR23.87%
12mo CPR23.26%
Life CPR18.75%


* Delinquency methodology: OTS