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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC3
Closing Date5/31/2007
Collateral Factor Date3/1/2009
 
Performance Summary
Current Pool Factor76.12%
 
Delinquency Status (*)
30+ Days21.78%
60+ Days15.79%
90+ Days11.24%
120+ Days4.32%
 
Bankruptcy2.97%
Foreclosure22.92%
REO8.12%
 
Cumulative Net Loss7.03%
Loss Severity83.24%
 
Prepayment Experience
1mo CPR24.80%
3mo CPR23.31%
6mo CPR21.79%
9mo CPR18.12%
12mo CPR16.59%
Life CPR13.46%


* Delinquency methodology: OTS