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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC3
Closing Date5/31/2007
Collateral Factor Date6/1/2008
 
Performance Summary
Current Pool Factor88.72%
 
Delinquency Status (*)
30+ Days13.00%
60+ Days8.33%
90+ Days4.87%
120+ Days0.00%
 
Bankruptcy2.02%
Foreclosure13.73%
REO5.28%
 
Cumulative Net Loss0.44%
Loss Severity25.67%
 
Prepayment Experience
1mo CPR13.70%
3mo CPR11.80%
6mo CPR10.92%
9mo CPR9.89%
12mo CPR10.19%
Life CPR10.07%


* Delinquency methodology: OTS