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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC1
Closing Date1/26/2007
Collateral Factor Date8/1/2008
 
Performance Summary
Current Pool Factor75.63%
 
Delinquency Status (*)
30+ Days13.37%
60+ Days8.72%
90+ Days5.56%
120+ Days0.00%
 
Bankruptcy3.13%
Foreclosure18.34%
REO8.34%
 
Cumulative Net Loss3.33%
Loss Severity60.21%
 
Prepayment Experience
1mo CPR19.23%
3mo CPR20.01%
6mo CPR16.95%
9mo CPR15.76%
12mo CPR15.78%
Life CPR15.80%


* Delinquency methodology: OTS