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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC3
Closing Date5/31/2007
Collateral Factor Date2/1/2009
 
Performance Summary
Current Pool Factor77.98%
 
Delinquency Status (*)
30+ Days21.17%
60+ Days14.87%
90+ Days10.20%
120+ Days4.33%
 
Bankruptcy2.77%
Foreclosure21.25%
REO9.21%
 
Cumulative Net Loss5.69%
Loss Severity100.00%
 
Prepayment Experience
1mo CPR19.63%
3mo CPR24.21%
6mo CPR19.40%
9mo CPR16.86%
12mo CPR15.35%
Life CPR12.88%


* Delinquency methodology: OTS