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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC1
Closing Date1/26/2007
Collateral Factor Date10/1/2009
 
Performance Summary
Current Pool Factor55.74%
 
Delinquency Status (*)
30+ Days31.32%
60+ Days26.91%
90+ Days23.96%
120+ Days0.00%
 
Bankruptcy3.76%
Foreclosure24.04%
REO3.96%
 
Cumulative Net Loss15.22%
Loss Severity76.33%
 
Prepayment Experience
1mo CPR20.77%
3mo CPR18.95%
6mo CPR22.02%
9mo CPR22.22%
12mo CPR22.66%
Life CPR18.77%


* Delinquency methodology: OTS