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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2007-NC1— March 2008


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC1
Closing Date1/26/2007
Collateral Factor Date3/1/2008
 
Performance Summary
Current Pool Factor82.27%
 
Delinquency Status (*)
30+ Days14.20%
60+ Days9.79%
90+ Days6.37%
120+ Days0.00%
 
Bankruptcy1.59%
Foreclosure13.52%
REO5.61%
 
Cumulative Net Loss0.90%
Loss Severity49.36%
 
Prepayment Experience
1mo CPR12.07%
3mo CPR11.90%
6mo CPR13.94%
9mo CPR14.27%
12mo CPR14.87%
Life CPR15.03%


* Delinquency methodology: OTS