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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC3
Closing Date5/31/2007
Collateral Factor Date9/1/2008
 
Performance Summary
Current Pool Factor86.26%
 
Delinquency Status (*)
30+ Days12.48%
60+ Days8.08%
90+ Days4.15%
120+ Days2.02%
 
Bankruptcy2.03%
Foreclosure17.71%
REO9.30%
 
Cumulative Net Loss1.01%
Loss Severity21.15%
 
Prepayment Experience
1mo CPR9.95%
3mo CPR10.23%
6mo CPR11.02%
9mo CPR10.69%
12mo CPR9.97%
Life CPR10.10%


* Delinquency methodology: OTS