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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC1
Closing Date1/26/2007
Collateral Factor Date12/1/2009
 
Performance Summary
Current Pool Factor53.71%
 
Delinquency Status (*)
30+ Days33.37%
60+ Days28.62%
90+ Days24.81%
120+ Days0.00%
 
Bankruptcy3.36%
Foreclosure24.49%
REO3.61%
 
Cumulative Net Loss16.58%
Loss Severity74.98%
 
Prepayment Experience
1mo CPR20.10%
3mo CPR19.94%
6mo CPR20.54%
9mo CPR22.04%
12mo CPR21.79%
Life CPR18.82%


* Delinquency methodology: OTS