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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC3
Closing Date5/31/2007
Collateral Factor Date11/1/2008
 
Performance Summary
Current Pool Factor83.67%
 
Delinquency Status (*)
30+ Days16.47%
60+ Days10.97%
90+ Days7.21%
120+ Days2.45%
 
Bankruptcy2.18%
Foreclosure17.96%
REO9.82%
 
Cumulative Net Loss1.97%
Loss Severity25.37%
 
Prepayment Experience
1mo CPR17.76%
3mo CPR14.27%
6mo CPR12.90%
9mo CPR12.16%
12mo CPR11.40%
Life CPR10.82%


* Delinquency methodology: OTS