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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2007-NC3— January 2009


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC3
Closing Date5/31/2007
Collateral Factor Date1/1/2009
 
Performance Summary
Current Pool Factor79.44%
 
Delinquency Status (*)
30+ Days20.59%
60+ Days13.73%
90+ Days8.90%
120+ Days3.71%
 
Bankruptcy3.07%
Foreclosure19.03%
REO9.25%
 
Cumulative Net Loss4.46%
Loss Severity100.00%
 
Prepayment Experience
1mo CPR25.36%
3mo CPR23.62%
6mo CPR17.20%
9mo CPR16.00%
12mo CPR14.54%
Life CPR12.52%


* Delinquency methodology: OTS