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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC3
Closing Date5/31/2007
Collateral Factor Date12/1/2008
 
Performance Summary
Current Pool Factor81.43%
 
Delinquency Status (*)
30+ Days19.28%
60+ Days12.75%
90+ Days8.72%
120+ Days2.78%
 
Bankruptcy2.49%
Foreclosure18.76%
REO8.87%
 
Cumulative Net Loss2.45%
Loss Severity28.91%
 
Prepayment Experience
1mo CPR27.40%
3mo CPR20.22%
6mo CPR15.38%
9mo CPR14.20%
12mo CPR13.18%
Life CPR11.78%


* Delinquency methodology: OTS