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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC3
Closing Date5/31/2007
Collateral Factor Date8/1/2008
 
Performance Summary
Current Pool Factor87.05%
 
Delinquency Status (*)
30+ Days12.94%
60+ Days8.04%
90+ Days4.27%
120+ Days1.88%
 
Bankruptcy1.68%
Foreclosure17.30%
REO7.46%
 
Cumulative Net Loss0.94%
Loss Severity100.00%
 
Prepayment Experience
1mo CPR5.52%
3mo CPR11.50%
6mo CPR11.08%
9mo CPR10.42%
12mo CPR9.94%
Life CPR10.11%


* Delinquency methodology: OTS