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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC3
Closing Date5/31/2007
Collateral Factor Date10/1/2008
 
Performance Summary
Current Pool Factor85.08%
 
Delinquency Status (*)
30+ Days15.53%
60+ Days10.47%
90+ Days6.95%
120+ Days2.23%
 
Bankruptcy2.20%
Foreclosure16.28%
REO9.93%
 
Cumulative Net Loss1.75%
Loss Severity100.00%
 
Prepayment Experience
1mo CPR14.93%
3mo CPR10.22%
6mo CPR11.90%
9mo CPR11.28%
12mo CPR10.59%
Life CPR10.39%


* Delinquency methodology: OTS