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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2007-NC3— May 2008


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC3
Closing Date5/31/2007
Collateral Factor Date5/1/2008
 
Performance Summary
Current Pool Factor89.85%
 
Delinquency Status (*)
30+ Days12.75%
60+ Days8.28%
90+ Days5.26%
120+ Days1.62%
 
Bankruptcy1.94%
Foreclosure11.87%
REO4.94%
 
Cumulative Net Loss0.30%
Loss Severity26.13%
 
Prepayment Experience
1mo CPR11.94%
3mo CPR10.62%
6mo CPR9.85%
9mo CPR9.38%
12mo CPR9.73%
Life CPR9.73%


* Delinquency methodology: OTS